# EDGAR Filing Document

**Accession Number:** 0000812303
**File Stem:** 0001193125-26-074580
**Filing Date:** 2026-2
**Character Count:** 1211606
**Document Hash:** 110604f52fbc95e5a6c37d14c2885bc0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-074580.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001193125-26-074580

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05104
- **FILM NUMBER:** 26683321

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14929157043.82

**Total Liabilities:** $5076698615.45

**Net Assets:** $9852458428.37

**Delayed Delivery Securities:** $34868.00

**Cash Not Reported:** $1680596.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6104.910000000000 | **1-Year:** -164859.150000000000 | **5-Year:** -615617.530000000000 | **10-Year:** -740729.430000000000 | **30-Year:** -220866.530000000000

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

- **3-Month:** -3293.620000000000 | **1-Year:** -56477.100000000000 | **5-Year:** -414700.680000000000 | **10-Year:** -65515.280000000000 | **30-Year:** -12383.270000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025175 | -0.36%               | 0.18%                | 0.37%                |
| Class ID C000025176 | -0.43%               | 0.18%                | 0.28%                |
| Class ID C000025177 | -0.37%               | 0.12%                | 0.34%                |
| Class ID C000025178 | -0.36%               | 0.18%                | 0.33%                |
| Class ID C000025179 | -0.30%               | 0.18%                | 0.35%                |
| Class ID C000025180 | -0.30%               | 0.18%                | 0.42%                |
| Class ID C000025182 | -0.43%               | 0.19%                | 0.25%                |
| Class ID C000025183 | -0.30%               | 0.18%                | 0.36%                |
| Class ID C000025184 | -0.30%               | 0.18%                | 0.36%                |
| Class ID C000025186 | -0.37%               | 0.12%                | 0.29%                |
| Class ID C000025187 | -0.37%               | 0.18%                | 0.32%                |
| Class ID C000025188 | -0.30%               | 0.25%                | 0.35%                |
| Class ID C000068532 | -0.30%               | 0.24%                | 0.41%                |
| Class ID C000077921 | -0.30%               | 0.24%                | 0.37%                |
| Class ID C000148402 | -0.37%               | 0.18%                | 0.29%                |
| Class ID C000164817 | -0.30%               | 0.24%                | 0.38%                |
| Class ID C000180005 | -0.30%               | 0.24%                | 0.37%                |
| Class ID C000189438 | -0.30%               | 0.18%                | 0.36%                |
| Class ID C000189439 | -0.30%               | 0.24%                | 0.31%                |
| Class ID C000224631 | -0.30%               | 0.24%                | 0.33%                |
| Class ID C000224632 | -0.30%               | 0.24%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20147372.38             | $-72308565.43                              |
| Month 2  | $-26995349.00            | $15734148.88                               |
| Month 3  | $-425179.14              | $-8412153.73                               |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.0% 11-07-47                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       174912 | PA      | $837303.72    | 0.01%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                     | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2985000 | PA      | $3110967.00   | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.762% 04-07-37                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     15220000 | PA      | $4136580.71   | 0.04%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.895% 05-08-47                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8880000 | PA      | $2508796.94   | 0.03%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.75% 04-15-30                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        38000 | PA      | $39125.98     | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                          | CK HUTCHISON INTERNATIONAL 23 LTD 144A LIFE SR UNSEC 4.75% 04-21-28                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | HK        |       330000 | PA      | $335348.31    | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                          | CK HUTCHISON INTERNATIONAL 23 LTD REG S SR UNSEC 4.875% 04-21-33                                   | CUSIP: N/A<br>LEI: 2549003AJI1YI8883K46       | Long             | DBT              | CORP              | HK        |       200000 | PA      | $202505.40    | 0.00%             | 2033-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5809000 | PA      | $5516348.39   | 0.06%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33                                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2206011.12   | 0.02%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       765000 | PA      | $794568.02    | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 5.2% 11-15-33                                                                    | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2068000 | PA      | $2154001.92   | 0.02%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        55000 | PA      | $57677.13     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.65% 02-01-34                                | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      3257000 | PA      | $3432825.89   | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3005000 | PA      | $3209340.00   | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CHS 144A LIFE SR SEC 1ST LIEN 10.875% 01-15-32                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       324000 | PA      | $354031.56    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                           | CREDIT AGRICOLE SA GBP REG S SR NON PREF (B) 5.375% 01-15-29/28                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      5900000 | PA      | $8101719.76   | 0.08%             | 2029-01-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                               | COMMERZBANK AG EUR REG S SR NON PREF (B) 4.625% 01-17-31/30                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      6800000 | PA      | $8403098.87   | 0.09%             | 2031-01-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       315000 | PA      | $322862.09    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       729000 | PA      | $634307.27    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 6.875% 09-01-32                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       925000 | PA      | $963448.55    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 5.403% 09-11-35/34                                                    | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1020376.00   | 0.01%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                          | DEUTSCHE TELEKOM AG EUR REG S SR UNSEC (B) 3.25% 06-04-35                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     11572000 | PA      | $13403202.08  | 0.14%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                          | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 7.75% 03-31-30                                       | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      1360000 | PA      | $1450665.76   | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 5.125% 02-20-29                                              | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       640000 | PA      | $789350.06    | 0.01%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2160232.20   | 0.02%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC GBP SR UNSEC 5.625% 10-09-28                                              | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4280000 | PA      | $5832825.95   | 0.06%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 7.75% 02-01-28                                                          | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40189.64     | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                  | GEOPARK LTD REG S SR UNSEC 5.5% 01-17-27                                                           | CUSIP: N/A<br>LEI: 529900ZR5QI19AH4KZ07       | Long             | DBT              | CORP              | CO        |      7500000 | PA      | $7079212.50   | 0.07%             | 2027-01-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                                             | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6870000 | PA      | $6619499.19   | 0.07%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                                | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       390000 | PA      | $384931.95    | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                                | INTERSTATE POWER AND LIGHT CO SR UNSEC 2.3% 06-01-30                                               | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $1816032.25   | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       757000 | PA      | $748434.55    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       235000 | PA      | $241368.97    | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                                     | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     16904000 | PA      | $16791554.59  | 0.17%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 3.109% 04-22-51/50                                                    | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4126000 | PA      | $2810664.21   | 0.03%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 3.25% 11-15-27                                                                | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |         4000 | PA      | $3915.93      | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                       | ORANGE SA EUR REG S SR UNSEC (B) 2.0% 01-15-29                                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460981.60    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       380000 | PA      | $394172.86    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                          | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 4.5% 03-31-29                                               | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       245000 | PA      | $166501.51    | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                       | ORANGE SA EUR REG S SR UNSEC (B) 3.875% 09-11-35                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $7270300.78   | 0.07%             | 2035-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       833000 | PA      | $856927.93    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1033963.00   | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       238000 | PA      | $246752.69    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       925000 | PA      | $961217.45    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                    | PANTHER ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 7.125% 06-01-31                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       795000 | PA      | $824318.01    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                              | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                            | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      3930000 | PA      | $4881649.39   | 0.05%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 02-01-30                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       195000 | PA      | $200861.70    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 3.75% 01-15-31                                        | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $2043966.14   | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1138000 | PA      | $1154071.97   | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       814000 | PA      | $835376.45    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                          | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192588.60    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                   | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 6.125% 09-15-32                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       225000 | PA      | $232235.55    | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       970000 | PA      | $1010833.12   | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                 | PERRIGO FINANCE UNLIMITED CO SR UNSEC 6.125% 09-30-32                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       260000 | PA      | $253447.22    | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL LP                                                         | PEBBLEBROOK HOTEL LP 144A LIFE SR UNSEC 6.375% 10-15-29                                            | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |       500000 | PA      | $513618.50    | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      3582000 | PA      | $3736871.35   | 0.04%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                      | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.5% 03-01-55                                   | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      2569000 | PA      | $2522542.20   | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.95% 01-03-31                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2745000 | PA      | $2834723.07   | 0.03%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 5.34% 04-03-35                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2450000 | PA      | $2548825.65   | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD REG S SR UNSEC 5.848% 04-03-55                                                | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |       300000 | PA      | $314075.10    | 0.00%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                                           | POSCO HOLDINGS INC REG S SR UNSEC 5.75% 05-07-35                                                   | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |       400000 | PA      | $419708.80    | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                              | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 6.875% 05-15-32                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       380000 | PA      | $398029.10    | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.495% 07-10-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3370222.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.5175% 08-15-24/08-15-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $383783.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9649000 | PA      | $10148113.82  | 0.10%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 2.75% 06-06-29                                        | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       970000 | PA      | $1132522.97   | 0.01%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.91% 09-03-24/01-04-27                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-2255237.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.215% 10-02-24/01-04-27                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1920437.98  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.5% 03-30-36                                               | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1150000 | PA      | $1174265.00   | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO LLC                                                    | PAGAYA US HOLDINGS CO LLC 144A LIFE SR UNSEC 8.875% 08-01-30                                       | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |       475000 | PA      | $414737.70    | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                      | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.9% 08-15-35                                   | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      6941000 | PA      | $7007994.53   | 0.07%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                      | PARTY CITY 2L TRUST ESCROW 0.0% 08-27-30                                                           | CUSIP: 702ESCAK0<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |       178508 | PA      | $3570.16      | 0.00%             | 2030-08-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1239286.60   | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       185000 | PA      | $188728.68    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.25% 03-15-54                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |        70000 | PA      | $66560.62     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                        | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       115000 | PA      | $119776.53    | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.87% 11-29-24/01-04-27                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-68784.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.115% 04-08-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $451691.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $181086.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.8045% 06-04-25/12-15-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-10121.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                        | QUIKRETE HOLDINGS INC 144A LIFE SR UNSEC 6.75% 03-01-33                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       250000 | PA      | $261245.25    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                 | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                                     | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     16050000 | PA      | $12376989.60  | 0.13%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | IDR FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5764.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ILS FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $43439.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30                               | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1299858 | PA      | $1252738.15   | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                      | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       935000 | PA      | $713638.75    | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $373351.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6027.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.625% 05-30-37                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       735000 | PA      | $844064.18    | 0.01%             | 2037-05-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR REG S 5.625% 05-30-37                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1516000 | PA      | $1740954.14   | 0.02%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5863.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-41076.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.0% 02-01-33                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       450000 | PA      | $462530.70    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 4.75% 02-15-32                                                     | CUSIP: 776696AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1011331.00   | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $91716.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $33247.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12929.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1124440.97  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 4.9% 10-15-34                                                      | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2670102.08   | 0.03%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                           | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2495280.00   | 0.03%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     12050000 | PA      | $12411656.65  | 0.13%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                  | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      1355000 | PA      | $1396938.61   | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 10.0% 11-20-36                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       107050 | PA      | $632541.70    | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.369% 10-31-28                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2545000 | PA      | $648043.67    | 0.01%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | ROYAL BANK OF CANADA SR UNSEC 4.971% 05-02-31/30                                                   | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4083000 | PA      | $4177039.66   | 0.04%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                      | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 6.5% 06-15-33                                           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |        85000 | PA      | $88703.20     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-15-32                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |       805000 | PA      | $841939.84    | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | ROYAL BANK OF CANADA SR UNSEC 4.696% 08-06-31/30                                                   | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5402000 | PA      | $5473830.39   | 0.06%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.467% 09-15-39                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5000000 | PA      | $1332299.16   | 0.01%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 3.828% 07-05-34                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     51373000 | PA      | $12982291.32  | 0.13%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 4.45% 09-15-30                                                     | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2009808.00   | 0.02%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                                      | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      8845000 | PA      | $8915671.55   | 0.09%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.75% 11-13-42                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       762900 | PA      | $3625955.77   | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                                       | MOZAMBIQUE INTERNATIONAL BOND REG S SF 9.0% 09-15-31                                               | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      1980000 | PA      | $1698307.38   | 0.02%             | 2031-09-15      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                            | REPSOL E&P CAPITAL MARKETS US LLC 144A LIFE SR UNSEC 5.204% 09-16-30                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      4674000 | PA      | $4742450.73   | 0.05%             | 2030-09-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                | REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30                                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      5949000 | PA      | $5310767.48   | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                      | RELIANCE INDUSTRIES LTD REG S SR UNSEC 6.25% 10-19-40                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |       250000 | PA      | $277828.75    | 0.00%             | 2040-10-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                               | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                   | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       650000 | PA      | $631787.00    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 3.757% 05-22-40                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     10030000 | PA      | $2464233.58   | 0.03%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.065% 06-15-50                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2750000 | PA      | $691233.98    | 0.01%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                      | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                                           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       560000 | PA      | $554898.96    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61                                               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1300000 | PA      | $805025.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71                                                | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1260000 | PA      | $746865.00    | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN UDIBONOS I/L MXN (TITLES) 2.75% 11-27-31                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       311759 | PA      | $1569693.56   | 0.02%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.417% 09-30-41                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     18546000 | PA      | $4906267.06   | 0.05%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 3.582% 07-15-32                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      9000000 | PA      | $2243903.15   | 0.02%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 5.357% 05-15-52                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      6000000 | PA      | $1824399.21   | 0.02%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.0% 07-31-53                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       696700 | PA      | $3304278.93   | 0.03%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       210000 | PA      | $202125.00    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.5% 05-26-33                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       355700 | PA      | $1839198.63   | 0.02%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-66406.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-248977.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2490001.87  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 1/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $506198.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-155845.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $19832.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $10590.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-9898.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10980000 | PA      | $9795521.52   | 0.10%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                      | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 7.25% 02-15-29                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       210000 | PA      | $218598.87    | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                            | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-27                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $203879.20    | 0.00%             | 2027-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                            | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-29                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $206703.40    | 0.00%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA GAS CORP                                                               | KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29                                             | CUSIP: 50066AAV5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | USGA              | KR        |      1253000 | PA      | $1293934.26   | 0.01%             | 2029-07-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                           | CATURUS ENERGY LLC 144A LIFE SR UNSEC 8.5% 02-15-30                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |       120000 | PA      | $125065.68    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                    | KOREA ELECTRIC POWER CORP 144A LIFE SR UNSEC 4.75% 02-13-28                                        | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |      3705000 | PA      | $3763616.81   | 0.04%             | 2028-02-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 9.5% 03-05-36                         | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       315000 | PA      | $336500.96    | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                      | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.625% 03-31-28                                         | CUSIP: 50065LAM2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $202834.40    | 0.00%             | 2028-03-31      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                            | ONESKY FLIGHT LLC 144A LIFE SR UNSEC 8.875% 12-15-29                                               | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |        15000 | PA      | $16062.83     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1778000 | PA      | $1743177.87   | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $3574768.95   | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                               | OPAL BIDCO SAS 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-32                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       335000 | PA      | $343347.87    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                       | ORANGE SA EUR REG S SR UNSEC (B) 3.5% 05-19-35                                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $12411458.93  | 0.13%             | 2035-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 7.125% 09-15-32                                                      | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       385000 | PA      | $400465.45    | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                           | OSAIC HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-01-32                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       195000 | PA      | $203810.10    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                           | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 8.0% 08-01-33                                                | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       299000 | PA      | $312598.82    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 6.125% 05-15-30                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       218000 | PA      | $222781.18    | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 6.5% 03-15-33                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       230000 | PA      | $232788.98    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $1844997.00   | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                         | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 3.75% 07-01-26                                      | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39900.80     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       722000 | PA      | $634115.99    | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 2.82% 09-01-51                                                                   | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       750000 | PA      | $468276.75    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5340030.80   | 0.05%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.75% 05-25-56                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      4010000 | PA      | $4149534.00   | 0.04%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-115559.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 2.5% 05-15-51                                                                    | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       289000 | PA      | $171674.09    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CHS 144A SR SEC 1ST LIEN 6.0% 01-15-29                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       300000 | PA      | $301083.00    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.75% 04-15-28                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       325000 | PA      | $325478.73    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26                   | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |       800000 | PA      | $795360.80    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.5% 12-31-79/11-15-26                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       254000 | PA      | $256191.77    | 0.00%             | 2079-12-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      5260000 | PA      | $5767418.94   | 0.06%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1470000 | PA      | $1537933.11   | 0.02%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                              | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1061241.96   | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                         | FLUTTER TREASURY DAC 144A LIFE 5.875% 06-04-31                                                     | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       874000 | PA      | $886624.93    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 3.62% 07-27-28                                               | CUSIP: 345397H22<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9850000 | PA      | $11668140.58  | 0.12%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                         | FLUTTER TREASURY DAC GBP 144A LIFE 6.125% 06-04-31                                                 | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |       225000 | PA      | $306051.10    | 0.00%             | 2031-06-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                                   | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     13690000 | PA      | $13906014.51  | 0.14%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                          | FS KKR CAPITAL CORP SR UNSEC 6.125% 01-15-31                                                       | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       375000 | PA      | $366177.00    | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.869% 10-31-35                                                  | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1395000 | PA      | $1378285.11   | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                             | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 11.0% 11-15-30                                          | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |       892885 | PA      | $803596.50    | 0.01%             | 2030-11-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                             | FXI HOLDINGS INC 144A LIFE PIK 16.0% 11-15-29                                                      | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |       522055 | PA      | $297571.35    | 0.00%             | 2029-11-15      | Variable      | 16.00%                | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                     | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.7% 02-15-36                                             | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      6521000 | PA      | $6461587.17   | 0.07%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                     | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.6% 02-15-66                                             | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      1846000 | PA      | $1818937.64   | 0.02%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                | FREEDOM MORTGAGE HOLDINGS LLC 144A LIFE SR UNSEC 6.875% 05-01-31                                   | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       500000 | PA      | $500570.50    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1903524.50   | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                              | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                                   | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       625000 | PA      | $618741.25    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       220000 | PA      | $219148.82    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29                                                          | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       355000 | PA      | $371701.69    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                        | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $111017.13    | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                      | HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31                                   | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $463699.80    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       608000 | PA      | $574643.30    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      1192000 | PA      | $1140970.48   | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                                             | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5780000 | PA      | $5913674.06   | 0.06%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 25 LTD                                                          | HPHT FINANCE 25 LTD REG S SR UNSEC (B) 5.0% 02-21-30                                               | CUSIP: N/A<br>LEI: 391200WO1HJV9NKDQI47       | Long             | DBT              | CORP              | HK        |       600000 | PA      | $610938.00    | 0.01%             | 2030-02-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 6.0% 05-01-55                                                                  | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2526654.00   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.55% 05-01-35                                                                 | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      2919000 | PA      | $2981846.07   | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC FRN 05-13-31                                                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2041610.00   | 0.02%             | 2031-05-13      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.0% 06-15-30                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       450000 | PA      | $473860.35    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       205000 | PA      | $217499.67    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      6850000 | PA      | $6872598.15   | 0.07%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 5.133% 11-06-36/35                                                      | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       345000 | PA      | $346076.06    | 0.00%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                        | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 5.5% 03-31-34                                  | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       140000 | PA      | $141032.22    | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUTCHISON WHAMPOA INTERNATIONAL (03/33) LTD                                  | HUTCHISON WHAMPOA INTERNATIONAL 03 REG S SR UNSEC 7.45% 11-24-33                                   | CUSIP: N/A<br>LEI: 254900B7MU61GFDN5511       | Long             | DBT              | CORP              | KY        |       200000 | PA      | $234875.60    | 0.00%             | 2033-11-24      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27                                                   | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       254000 | PA      | $255288.54    | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                | HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26                                             | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       779000 | PA      | $712195.30    | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                | HUGHES SATELLITE SYSTEMS CORP SR SEC 1ST LIEN 5.25% 08-01-26                                       | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       335000 | PA      | $320373.57    | 0.00%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       340000 | PA      | $321222.14    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1104304.32   | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29                                                   | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       567000 | PA      | $494628.69    | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                  | HONEYWELL INTERNATIONAL INC EUR SR UNSEC 0.75% 03-10-32                                            | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1990000 | PA      | $2010138.12   | 0.02%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30                                                          | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $2358353.30   | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                      | SCIENCE APPLICATIONS INTERNATIONAL CORP 144A LIFE SR UNSEC 5.875% 11-01-33                         | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       110000 | PA      | $111588.95    | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                         | SHELL FINANCE US INC 144A SR UNSEC 3.0% 11-26-51                                                   | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1610292.50   | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                          | SYNERGY INFRASTRUCTURE HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 7.875% 12-01-30                      | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $155883.45    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                         | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       850000 | PA      | $885616.70    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.375% 03-01-29                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       300000 | PA      | $309755.70    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.625% 03-01-32                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       275000 | PA      | $286458.98    | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                             | VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       325000 | PA      | $337462.78    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                            | VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54                                                           | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |      2085000 | PA      | $2129827.50   | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-30                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       625000 | PA      | $601965.00    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       375000 | PA      | $219892.13    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                   | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       500000 | PA      | $490699.00    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       630000 | PA      | $631440.18    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 1.25% 04-08-30                                             | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6554619.26   | 0.07%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32                                          | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1682000 | PA      | $1641996.99   | 0.02%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                            | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      9986000 | PA      | $10689613.56  | 0.11%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC 144A LIFE SR UNSEC 6.5% 07-15-28                                                        | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       825000 | PA      | $802986.53    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      1385000 | PA      | $1217776.49   | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                 | POSCO 144A LIFE SR UNSEC 5.75% 01-17-28                                                            | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       305000 | PA      | $314568.77    | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                    | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.25% 01-31-43                                              | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1813653.26   | 0.02%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                    | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 3.875% 01-31-30                                             | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       175000 | PA      | $211679.67    | 0.00%             | 2030-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33                                           | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      9870000 | PA      | $10327059.96  | 0.10%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1362000 | PA      | $1375630.90   | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.25% 06-15-53                                                                | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |        74000 | PA      | $70613.91     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      9577000 | PA      | $9681456.34   | 0.10%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      3436000 | PA      | $3255747.44   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3549000 | PA      | $3174371.11   | 0.03%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                    | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.625% 05-23-33                                             | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       425000 | PA      | $532266.53    | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       600000 | PA      | $648202.80    | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 09-07-33                                           | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1062428.00   | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       300000 | PA      | $313800.30    | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      4055000 | PA      | $4591184.54   | 0.05%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                              | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      2460000 | PA      | $3186020.63   | 0.03%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      5537000 | PA      | $5171259.00   | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                 | POSCO 144A LIFE SR UNSEC 4.875% 01-23-27                                                           | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      2260000 | PA      | $2276995.20   | 0.02%             | 2027-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SUB 4.866% 03-15-33/28                                            | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3517888.50   | 0.04%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 3.125% 09-01-26                                             | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       250000 | PA      | $248577.00    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2106000 | PA      | $1940866.43   | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTRUCTURE PVT LTD                                        | SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31                        | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |       235000 | PA      | $213719.81    | 0.00%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.5% 05-15-31                                      | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       415000 | PA      | $411344.27    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4762000 | PA      | $4916493.57   | 0.05%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                  | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 10.625% 01-15-31                                             | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |       431000 | PA      | $441875.42    | 0.00%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3725000 | PA      | $3827590.23   | 0.04%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     12100000 | PA      | $12532550.80  | 0.13%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 9.375% 08-01-32                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       750000 | PA      | $806646.00    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                                  | USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 6.25% 10-01-33                                      | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151870.50    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 3.125% 05-04-27                                                                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       250000 | PA      | $247482.00    | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP SR UNSEC 4.3% 03-01-49                                                          | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1287388.15   | 0.01%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                | UNICREDIT SPA 144A LIFE SUB 5.459% 06-30-35/30                                                     | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     16050000 | PA      | $16369603.65  | 0.17%             | 2035-06-30      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                           | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       840000 | PA      | $801834.60    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1706405.13   | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                        | UBER TECHNOLOGIES INC 144A LIFE SR UNSEC 4.5% 08-15-29                                             | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       225000 | PA      | $225449.55    | 0.00%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                                                 | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       585000 | PA      | $577787.54    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       510000 | PA      | $520197.96    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.0% 08-15-28                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       290000 | PA      | $300567.60    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| USI INC                                                                      | USI INC 144A LIFE SR UNSEC 7.5% 01-15-32                                                           | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |       200000 | PA      | $209865.80    | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2069114.00   | 0.02%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.75% 02-28-36                                             | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       790000 | PA      | $920021.69    | 0.01%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.875% 04-15-32                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       265000 | PA      | $261280.46    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VERALLIA SAS                                                                 | VERALLIA SA EUR REG S SR UNSEC (B) 3.875% 11-04-32                                                 | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |     33900000 | PA      | $38876842.79  | 0.39%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                     | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |       199500 | PA      | $208003.09    | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       764000 | PA      | $776797.00    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-33                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       150000 | PA      | $162158.40    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       150000 | PA      | $164323.20    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                           | VOYAGER PARENT LLC 144A LIFE SR SEC 1ST LIEN 9.25% 07-01-32                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1465188.78   | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                             | VAIL RESORTS INC 144A LIFE SR UNSEC 5.625% 07-15-30                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203951.00    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 01-15-34                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       750000 | PA      | $768562.50    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.75% 01-15-36                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       555000 | PA      | $568741.80    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.25% 10-29-32                                             | CUSIP: 9221ACM85<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2904265.89   | 0.03%             | 2032-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.75% 08-06-37                                             | CUSIP: 9221ACN68<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1947446.49   | 0.02%             | 2037-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                         | VERISK ANALYTICS INC SR UNSEC 5.125% 02-15-36                                                      | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1722034.98   | 0.02%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                         | VERISK ANALYTICS INC SR UNSEC 4.5% 08-15-30                                                        | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       352000 | PA      | $354822.69    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                      | VERSANT MEDIA GROUP INC 144A LIFE SR SEC 1ST LIEN 7.25% 01-30-31                                   | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       335000 | PA      | $345805.09    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 5.0% 01-15-36                                                  | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1091087.80   | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 5.875% 11-30-55                                                | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       754000 | PA      | $745471.51    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 5.75% 11-30-45                                                 | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       305000 | PA      | $302999.51    | 0.00%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 6.0% 11-30-65                                                  | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       343000 | PA      | $338891.89    | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                            | VALE OVERSEAS LTD 144A LIFE SUB (H) 6.0% 02-25-56/31                                               | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |      1240000 | PA      | $1241612.00   | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.125% 12-15-30                       | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203784.80    | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX PLN 4.14% 09-02-25/09-02-27 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1171226.74  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX CZK 3.515% 09-02-25/09-02-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-23673.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.8972% 09-11-25/09-11-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $954208.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8481644 | PA      | $8611964.24   | 0.09%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5271 02-01-54                                                                      | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       574767 | PA      | $583862.40    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2516566 | PA      | $2572164.25   | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS6809 02-01-54                                                                      | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1346064 | PA      | $1367054.03   | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 FS5520 01-01-53                                                                      | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       853917 | PA      | $837398.88    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1415 05-01-54                                                                      | CUSIP: 3142GRSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12332760 | PA      | $12627105.81  | 0.13%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1448 05-01-54                                                                      | CUSIP: 3142GRTE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8220685 | PA      | $8355833.04   | 0.08%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB8536 05-01-54                                                                      | CUSIP: 3140QUPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3928709 | PA      | $4021662.24   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 CB3528 05-01-52                                                                      | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1116871 | PA      | $1064622.51   | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 FS1948 05-01-52                                                                      | CUSIP: 3140XHEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       849290 | PA      | $809674.65    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 QE9001 08-01-52                                                                      | CUSIP: 3133BKAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        86795 | PA      | $82704.98     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10088166 | PA      | $10311346.92  | 0.10%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4920847 | PA      | $5030473.79   | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9545192 | PA      | $9921558.59   | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB9210 09-01-54                                                                      | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       201535 | PA      | $204672.49    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD6286 08-01-54                                                                      | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2113229 | PA      | $2159819.49   | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC1873 09-01-54                                                                      | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        35111 | PA      | $36205.44     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       333802 | PA      | $339084.82    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5295 03-01-54                                                                      | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1374736 | PA      | $1412747.67   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD5368 07-01-52                                                                      | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       116737 | PA      | $98993.58     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 2024-A A1 144A 6.2% 08-15-29                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7007000 | PA      | $7052188.14   | 0.07%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 2024-A B 144A 6.59% 08-15-29                                                                 | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3460000 | PA      | $3478382.98   | 0.04%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B A 144A 5.06% 09-15-31                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6618000 | PA      | $6668594.61   | 0.07%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                       | CENTERPOINT ENERGY INC CV 144A LIFE SR UNSEC 3.0% 08-01-28                                         | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       362000 | PA      | $366868.90    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                             | VENTAS REALTY LP CV 3.75% 6/1/2026                                                                 | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       244000 | PA      | $345138.00    | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                   | AIRBNB INC CV SR UNSEC 0.0% 03-15-26                                                               | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |       543000 | PA      | $538656.00    | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                 | DISCOVERY COMMUNICATIONS LLC SR UNSEC 4.125% 05-15-29                                              | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       150000 | PA      | $145077.00    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       380000 | PA      | $378582.60    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 4.8% 01-15-31                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       500000 | PA      | $497348.00    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUKE ENERGY CORP SR UNSEC 4.95% 09-15-35                                                           | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       859000 | PA      | $852263.72    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                        | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 8.875% 02-01-30                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       735000 | PA      | $744587.34    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                             | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      5592000 | PA      | $5066732.26   | 0.05%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $396926.80    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483000 | PA      | $486969.29    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                             | TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40                           | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |      6634353 | PA      | $6529928.48   | 0.07%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       756000 | PA      | $765799.27    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                      | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                                    | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |       700000 | PA      | $682810.80    | 0.01%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       503000 | PA      | $511944.85    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       995000 | PA      | $999221.79    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | FREEPORT INDONESIA PT REG S SR UNSEC 4.763% 04-14-27                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $201343.20    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | FREEPORT INDONESIA PT REG S SR UNSEC 5.315% 04-14-32                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $204185.80    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $417787.60    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $400920.40    | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28                                                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       600000 | PA      | $626257.80    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $403554.40    | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       412000 | PA      | $432370.93    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-41842.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 1/5/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $14967.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       400000 | PA      | $368012.80    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27                                                        | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      4275000 | PA      | $5001959.92   | 0.05%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                   | ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 1.125% 07-01-27                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       675000 | PA      | $779499.33    | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                    | ADOBE INC SR UNSEC 2.15% 02-01-27                                                                  | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      6134000 | PA      | $6034242.76   | 0.06%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                             | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       762000 | PA      | $767972.56    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 2.2% 02-21-27                                                                   | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1179000 | PA      | $1157114.22   | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                   | ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 2.875% 04-02-32                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      1561000 | PA      | $1803922.82   | 0.02%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1773000 | PA      | $1482107.44   | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 2.05% 05-19-32                                                               | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $6785230.23   | 0.07%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 2.6% 05-19-38                                                                | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       685000 | PA      | $689713.35    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                     | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29                                                | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       645000 | PA      | $620288.12    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB GROUP PLC EUR REG S SUB (B) 2.875% 05-30-31/26                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      2300000 | PA      | $2703779.00   | 0.03%             | 2031-05-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CROATIA (REPUBLIC OF)                                                        | CROATIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 02-11-37                                     | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      7080000 | PA      | $8069380.75   | 0.08%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 8.075% 04-01-36                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       690000 | PA      | $746953.29    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 1.57% 05-15-32                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    233950000 | PA      | $33145597.70  | 0.34%             | 2032-05-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 11.75% 01-24-35                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  41249200000 | PA      | $10206480.46  | 0.10%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC INTERNATIONAL BOND REG S 5.875% 01-30-60                                        | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       670000 | PA      | $598879.50    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                         | DENMARK GOVERNMENT BOND DKK 0.25% 11-15-52                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |       590000 | PA      | $45203.40     | 0.00%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                         | DENMARK GOVERNMENT BOND DKK 2.25% 11-15-33                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |      1650000 | PA      | $253656.56    | 0.00%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.7002% 03-01-49                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       535000 | PA      | $536938.31    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.6003% 03-01-29                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       300000 | PA      | $321028.80    | 0.00%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.15% 11-20-59                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       560000 | PA      | $527362.64    | 0.01%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.0529% 01-15-32                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       440000 | PA      | $458993.48    | 0.00%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.5% 02-16-61                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       390000 | PA      | $340475.07    | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.875% 02-16-31                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       595000 | PA      | $596833.79    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       400000 | PA      | $392935.20    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       630000 | PA      | $611176.23    | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                          | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51                                             | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       675000 | PA      | $446401.80    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 10-04-28                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       800000 | PA      | $882859.13    | 0.01%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.8% 09-30-27                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       530000 | PA      | $537687.65    | 0.01%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                    | STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26                                                  | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |      9642000 | PA      | $9580059.79   | 0.10%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       255000 | PA      | $233367.08    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT BOND EGP 25.318% 08-13-27                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    100903000 | PA      | $2181505.94   | 0.02%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT BOND EGP 24.458% 10-01-27                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     94950000 | PA      | $2041074.66   | 0.02%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5022000 | PA      | $3341920.03   | 0.03%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                 | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                                    | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |        70000 | PA      | $62262.97     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 3.25% 08-08-31                                                            | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      1000000 | PA      | $925092.00    | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC REG S SR UNSEC 6.5% 01-17-33                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |       400000 | PA      | $441389.20    | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 01-20-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1625000 | PA      | $33723.93     | 0.00%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 03-03-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     14100000 | PA      | $284359.16    | 0.00%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                           | SERBIA INTERNATIONAL BOND 144A LIFE 6.5% 09-26-33                                                  | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1378000 | PA      | $1477710.70   | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC REG S SUB 4.866% 03-15-33/28                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1206133.20   | 0.01%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 01-06-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     24975000 | PA      | $523414.22    | 0.01%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 4.5% 04-25-41                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        60000 | PA      | $74728.27     | 0.00%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                                            | SUNCORP GROUP LTD AUD SUB (H) FRN 12-01-38                                                         | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |       450000 | PA      | $311391.85    | 0.00%             | 2038-12-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC REG S SR UNSEC 8.75% 05-03-29                                              | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |      8350000 | PA      | $8508098.90   | 0.09%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.75% 05-25-66                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       150000 | PA      | $86433.26     | 0.00%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-34                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     71360000 | PA      | $71035286.12  | 0.72%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                         | SEADRILL FINANCE LTD 144A LIFE SR SEC 2ND LIEN 8.375% 08-01-30                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |       550000 | PA      | $572359.70    | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 6.5% 02-28-41                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     15384700 | PA      | $737295.95    | 0.01%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.9% 08-15-56                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      7960000 | PA      | $8343482.24   | 0.08%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                         | HONDURAS GOVERNMENT INTERNATIONAL BOND REG S 6.25% 01-19-27                                        | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      2882000 | PA      | $2912981.50   | 0.03%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT BOND HUF 3.25% 10-22-31                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1901750000 | PA      | $4947715.98   | 0.05%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT BOND HUF 3.0% 08-21-30                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  19100420000 | PA      | $50716743.73  | 0.51%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1569000 | PA      | $1651287.77   | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                         | SAMARCO MINERACAO SA REG S SR UNSEC PIK 9.0% 06-30-31/12-30-25                                     | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     24644588 | PA      | $24993062.47  | 0.25%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVT BOND HUF 2.0% 05-23-29                                                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    281130000 | PA      | $751993.71    | 0.01%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVT BOND HUF 4.75% 11-24-32                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  11570450000 | PA      | $31879026.23  | 0.32%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                         | SAMARCO MINERACAO SA 144A LIFE SR UNSEC PIK 9.0% 06-30-31                                          | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      3136736 | PA      | $3181089.45   | 0.03%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD                                                        | SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29                                               | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |       200000 | PA      | $204159.00    | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT BOND HUF 4.5% 05-27-32                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  11705590000 | PA      | $32069139.73  | 0.33%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 6.25% 09-22-32                                     | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       760000 | PA      | $811994.64    | 0.01%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                         | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31                                     | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       620000 | PA      | $647895.04    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND EUR REG S 5.375% 09-12-33                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       600000 | PA      | $756656.52    | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.5% 03-26-36                                      | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       975000 | PA      | $975245.70    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT BOND HUF 7.0% 10-24-35                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    680240000 | PA      | $2109211.40   | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND EUR REG S 4.875% 03-22-40                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      1465000 | PA      | $1718181.63   | 0.02%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.375% 09-26-30                                    | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      3910000 | PA      | $4018436.03   | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT BOND HUF 6.75% 07-23-31                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2014450000 | PA      | $6253466.24   | 0.06%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.125% 05-15-28                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2386000000 | PA      | $145631.14    | 0.00%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.8% 12-01-28                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     28044000 | PA      | $33336746.39  | 0.34%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 8.25% 05-15-29                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  65342000000 | PA      | $4254036.54   | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-314535.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $147346.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SL1094 04-01-55                                                                      | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1013140 | PA      | $1012616.01   | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8533 05-01-55                                                                      | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1381104 | PA      | $1401477.74   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5670 04-01-55                                                                      | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1297236 | PA      | $1231585.40   | 0.01%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RQ0027 07-01-55                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       416451 | PA      | $422497.49    | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FA2843 03-01-55                                                                      | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       109969 | PA      | $114375.35    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-32416.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/22/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-105806.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 7.0 MA5649 03-01-55                                                                      | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1138591 | PA      | $1197855.69   | 0.01%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CDX EMERGING MARKET ISSUER                                                   | CDX EM S44 1.0% 09-22-25/12-20-30 ICE                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1216021.49  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 1/22/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $77909.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO EUR 1/16/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-428561.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                        | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-88776.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                        | CDX NA HY S45 5.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-339049.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/23/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-193127.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 1/23/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $177511.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 1/16/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $60835.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $538726.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/16/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-564.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3714.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 2/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $13713.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/5/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-13727.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX CROSSOVER ISSUER                                                      | ITRAXX EUR XO S44 5.0% 09-22-25/12-20-30 ICE                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $381094.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE ISSUER                                                         | ITRAXX EUR S44 1.0% 09-22-25/12-20-30 ICE                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-372975.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX MXN 8.845% 11-22-24/11-17-28 CME                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $34932.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.221% 12-01-25/09-30-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $431150.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.2465% 12-01-25/09-15-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $21309.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.249% 12-01-25/09-15-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $20715.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: IRS RECFIX EUR 2.7083% 03-10-26/02-15-35 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-856162.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.488% 06-17-26/06-17-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $3408.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 1/26/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $770.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1044936.96  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-242663.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD PUR FROM USD NDF 9/24/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-23980.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.801% 06-17-26/06-17-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $16951.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 4.097% 06-17-26/06-17-56 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-21225.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IDR FWD PUR FROM USD NDF 1/9/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-23306.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-75041.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.79168% 06-17-26/06-17-36 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $25763.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.43574% 06-17-26/06-17-31 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-13364.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 4.13862% 06-17-26/06-17-56 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-10671.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IFS RECFIX EUR CPTFEMU 3.0825% 08-15-22/08-15-27 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $17629.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.6% 10-01-35                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       320000 | PA      | $380260.12    | 0.00%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 2.7% 10-01-30                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     10495000 | PA      | $12298696.26  | 0.12%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.25% 11-15-32                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     22010000 | PA      | $26077116.41  | 0.26%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.0% 01-31-30                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     11547600 | PA      | $712350.25    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.375% 07-24-44                             | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       800000 | PA      | $684314.40    | 0.01%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 3.625% 03-04-28                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      2510000 | PA      | $2491320.58   | 0.03%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.875% 06-22-30                             | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1120000 | PA      | $1161165.60   | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.4% 07-30-28                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      3575000 | PA      | $4111998.52   | 0.04%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10215000 | PA      | $11652319.03  | 0.12%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     13890000 | PA      | $15997530.87  | 0.16%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1381000 | PA      | $1522896.26   | 0.02%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-28                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2370000 | PA      | $2664077.90   | 0.03%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                        | SENEGAL GOVERNMENT INTERNATIONAL BOND EUR REG S SF 5.375% 06-08-37                                 | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       260000 | PA      | $167466.02    | 0.00%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                                          | SWEDEN GOVERNMENT BOND SEK REG S 1.375% 06-23-71                                                   | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |       540000 | PA      | $32818.97     | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7212000 | PA      | $8287029.42   | 0.08%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR REG S 144A 0.7% 04-30-32                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2073000 | PA      | $2138253.36   | 0.02%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.9% 10-31-52                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2680000 | PA      | $2056517.88   | 0.02%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                   | PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27                                                     | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1073000 | PA      | $1066038.38   | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 07-30-43                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1365000 | PA      | $1528111.39   | 0.02%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                           | SERBIA INTERNATIONAL BOND 144A LIFE 6.25% 05-26-28                                                 | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1962000 | PA      | $2037421.24   | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      8820000 | PA      | $10476037.61  | 0.11%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.9% 07-30-39                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      3942000 | PA      | $4775305.14   | 0.05%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     26101000 | PA      | $31717697.27  | 0.32%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCT UMBS 7.0 MA5696 03-01-45                                                                      | CUSIP: 31418FKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         4697 | PA      | $4942.64      | 0.00%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FA0608 02-01-55                                                                      | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21075794 | PA      | $21386683.31  | 0.22%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5699 05-01-55                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8336221 | PA      | $8320082.27   | 0.08%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8532 05-01-55                                                                      | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2116174 | PA      | $2112077.41   | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5735 06-01-55                                                                      | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2533827 | PA      | $2571206.49   | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5701 05-01-55                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1387834 | PA      | $1426053.15   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5697 05-01-55                                                                      | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1932889 | PA      | $1835066.99   | 0.02%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5734 06-01-55                                                                      | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4893677 | PA      | $4883057.23   | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 RQ0012 06-01-55                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1249367 | PA      | $1246948.71   | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       134000 | PA      | $120030.50    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX CZK 3.875% 02-14-24/02-14-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3259.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX PLN 5.298% 02-14-24/02-14-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $4605.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                             | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       260000 | PA      | $254209.28    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      2737000 | PA      | $2265398.48   | 0.02%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP                                                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |        11910 | NS      | $363731.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP                                                     | ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |           77 | NS      | $3130.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                               | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $566600.00    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       895000 | PA      | $934890.15    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31                                                          | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $2360323.88   | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       412000 | PA      | $395227.07    | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                       | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      5902000 | PA      | $6039971.05   | 0.06%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1584000 | PA      | $1645847.28   | 0.02%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| AIMBRIDGE TOPCO LLC                                                          | AIMBRIDGE TOPCO LLC (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3074 | NS      | $227322.30    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDO LP                                                                      | ENDO LP CL A1 144A (NOT LISTED OR TRADING)                                                         | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45666 | NS      | $31966.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                     | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          277 | NS      | $464746.60    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MALLINCKRODT PLC                                                             | MALLINCKRODT PLC (NEW) (DRS) (NOT LISTED OR TRADING)                                               | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |            3 | NS      | $268.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC CL A (DRS)                                                                 | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |        35169 | NS      | $40092.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR HEALTH INC                                                               | PAR HEALTH INC 144A (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |            3 | NS      | $28.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $975047.99    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                 | CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34                                           | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      2187000 | PA      | $2405632.20   | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS PLC                                                        | VENATOR MATERIALS PLC (1145 SHARES)                                                                | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |          706 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2                                    | AESOP 2023-2A A 144A 5.2% 10-20-27                                                                 | CUSIP: 05377RGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11562000 | PA      | $11640274.74  | 0.12%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                    | AESOP 2023-6A A 144A 5.81% 12-20-29                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6513000 | PA      | $6780990.41   | 0.07%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                                            | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |      1842142 | PA      | $1843062.67   | 0.02%             | 2032-04-20      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 24 LTD                                            | CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34                                 | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | HK        |       400000 | PA      | $418502.00    | 0.00%             | 2034-04-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                     | COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $225290.31    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                | ACHV 2024-3AL C 144A 5.68% 12-26-31                                                                | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       371610 | PA      | $376407.76    | 0.00%             | 2031-12-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                            | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798640 | PA      | $2777649.95   | 0.03%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $4030888.40   | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR UNSEC 5.12% 05-01-29                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |        80000 | PA      | $80927.12     | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                       | AASET 2025-1A A 144A 5.943% 02-16-50                                                               | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3056262 | PA      | $3121171.17   | 0.03%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                | AASET 2025-2A A 144A 5.522% 02-16-50                                                               | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5596303 | PA      | $5641207.37   | 0.06%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                     | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                                          | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      2459000 | PA      | $2483690.82   | 0.03%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                           | CIPHER COMPUTE LLC 144A LIFE SR SEC 1ST LIEN SF 7.125% 11-15-30                                    | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $254933.25    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                    | CARPENTER TECHNOLOGY CORP 144A LIFE SR UNSEC 5.625% 03-01-34                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       245000 | PA      | $249158.88    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                         | COMMERCIAL METALS CO 144A LIFE SR UNSEC 5.75% 11-15-33                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       120000 | PA      | $122773.44    | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                  | ASHPL 2025-1A A 144A 4.81% 03-20-36                                                                | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |       300877 | PA      | $302221.78    | 0.00%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ACHD 2025-DS1                                                                | ACHD 2025-DS1 A 144A 5.978% 01-09-34                                                               | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2396000 | PA      | $2402780.68   | 0.02%             | 2034-01-09      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC SR UNSEC 7.0% 02-15-31                                                    | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102445.40    | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC HOLDINGS LLC 144A LIFE SR UNSEC 5.5% 04-15-27                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       250000 | PA      | $214538.50    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                 | BMO 2024-5C8 AS FRN 12-15-57                                                                       | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7580000 | PA      | $7882244.92   | 0.08%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                | CLAST 2025-1A A 144A 5.783% 02-15-50                                                               | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4371307 | PA      | $4447385.67   | 0.05%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.384% 10-23-35                               | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       780000 | PA      | $805676.82    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27                                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $449642.25    | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EQS 2025-2M                                                                  | EQS 2025-2M C 144A 8.77% 03-27-34                                                                  | CUSIP: 69122AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1003269.00   | 0.01%             | 2034-03-27      | Fixed         | 8.77%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                   | GCI 2021-1 A 144A 2.38% 06-18-46                                                                   | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4770533 | PA      | $4484835.02   | 0.05%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      6518000 | PA      | $6819776.88   | 0.07%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                            | EATON CAPITAL ULC EUR SR UNSEC 3.625% 05-09-35                                                     | CUSIP: 27806HAB7<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3519877.96   | 0.04%             | 2035-05-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                   | HERTZ 2023-1A C 144A 6.91% 06-25-27                                                                | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $2010044.00   | 0.02%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                       | HERTZ 2024-1A A 144A 5.44% 01-25-29                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1689000 | PA      | $1725892.83   | 0.02%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                            | EOG RESOURCES INC SR UNSEC 5.35% 01-15-36                                                          | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      1526000 | PA      | $1568656.28   | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                            | EOG RESOURCES INC SR UNSEC 4.4% 07-15-28                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      1022000 | PA      | $1033693.72   | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.3% 01-30-34                                                | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |    141920000 | PA      | $8327983.03   | 0.08%             | 2034-01-30      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      1480000 | PA      | $1842493.66   | 0.02%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                           | ARDONAGH FINCO LTD 144A LIFE SR SEC 1ST LIEN 7.75% 02-15-31                                        | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $419630.00    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                                   | ARDONAGH GROUP FINANCE LTD 144A LIFE SR UNSEC 8.875% 02-15-32                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | GB        |      1045000 | PA      | $1090326.88   | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3302000 | PA      | $3212987.99   | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     12931000 | PA      | $13293352.48  | 0.13%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                        | AON NORTH AMERICA INC SR UNSEC 5.75% 03-01-54                                                      | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1084000 | PA      | $1079304.11   | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                                              | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     41210000 | PA      | $2363251.33   | 0.02%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34                                                | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      8388000 | PA      | $8869068.58   | 0.09%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29                                                    | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3495446.95   | 0.04%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX CZK 3.635% 07-12-24/07-12-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $7331.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.925% 03-05-25/03-05-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-69351.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                      | ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29                         | CUSIP: 01879NAC9<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |       102000 | PA      | $107990.36    | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | AMERICAN EXPRESS CO SR UNSEC 5.284% 07-26-35/34                                                    | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       675000 | PA      | $695849.40    | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                            | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.2% 01-15-36                                           | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       392000 | PA      | $399280.62    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                      | ENFRAGEN ENERGIA SUR SAU 144A LIFE SR SEC 1ST LIEN 8.499% 06-30-32                                 | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $519148.00    | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.924% 03-05-25/03-05-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-69778.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2562% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $215582.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                     | EAGLE FUNDING LUXCO SARL 144A LIFE SF 5.5% 08-17-30                                                | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      2090000 | PA      | $2131465.60   | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | ELEVANCE HEALTH INC SR UNSEC 5.0% 01-15-36                                                         | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1010000 | PA      | $1004396.52   | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.0% 09-30-35                                     | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $995987.00    | 0.01%             | 2035-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                            | EVERSOURCE ENERGY SR UNSEC 4.45% 12-15-30                                                          | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      2025000 | PA      | $2014700.85   | 0.02%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.92% 03-05-25/03-05-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-71489.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX LTD                                                                      | AUS GB 10YR FUT XMH6 03-16-26                                                                      | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |          362 | NC      | $125914.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CORRA 90DAY FUT CORH6 06-16-26                                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         5916 | NC      | $2580311.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 5YR FUT XQH6 03-20-26                                                                       | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          527 | NC      | $-384647.99   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                         | AMENTUM HOLDINGS INC 144A LIFE SR UNSEC 7.25% 08-01-32                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       495000 | PA      | $522066.11    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 6.5% 10-01-31                          | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       425000 | PA      | $438573.23    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 7.375% 10-01-32                               | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       610000 | PA      | $633252.59    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                      | ARTHUR J GALLAGHER & CO SR UNSEC 5.0% 02-15-32                                                     | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1534543.50   | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 10YR FUT CNH6 03-20-26                                                                      | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          843 | NC      | $1172730.63   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-SCHATZ 2YR FUT DUH6 03-06-26                                                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          463 | NC      | $66482.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                             | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2326000 | PA      | $2363281.13   | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                                | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4048000 | PA      | $4039956.62   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BOBL 5YR FUT OEH6 03-06-26                                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         1804 | NC      | $-1250283.00  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT RXH6 03-06-26                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         2112 | NC      | $2251912.17   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9120474.00   | 0.09%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1110000 | PA      | $1198522.50   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUXL 30YR FUT UBH6 03-06-26                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          394 | NC      | $1122157.47   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | FED FUND 30DAY FUT FFG6 02-27-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          128 | NC      | $-7101.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | FED FUND 30DAY FUT FFF6 01-30-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           18 | NC      | $2225.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | FRA GB 10YR FUT OATH6 03-06-26                                                                     | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          543 | NC      | $525898.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       430000 | PA      | $449687.98    | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4154000 | PA      | $4194651.04   | 0.04%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 2YR FUT BTSH6 03-06-26                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         2241 | NC      | $-496122.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 10YR FUT IKH6 03-06-26                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          360 | NC      | $-126429.27   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.25% 05-09-28                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       875000 | PA      | $880598.25    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 3.5% 07-22-68                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       170000 | PA      | $165947.39    | 0.00%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.75% 07-22-57                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       600000 | PA      | $380629.00    | 0.00%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UTD KINGDOM GILT GBP REG S 3.75% 01-29-38                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2320000 | PA      | $2841707.86   | 0.03%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      4230000 | PA      | $5356713.93   | 0.05%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 3.75% 10-22-53                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       390000 | PA      | $412864.67    | 0.00%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 05-15-26                                                        | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        84600 | PA      | $84639.66     | 0.00%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5547000 | PA      | $4496532.44   | 0.05%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.0% 10-22-63                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       420000 | PA      | $456238.40    | 0.00%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.5% 06-07-28                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      8145000 | PA      | $11168628.06  | 0.11%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3025000 | PA      | $3235237.50   | 0.03%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-32                               | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       891000 | PA      | $952192.10    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                            | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.75% 10-15-33                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       151000 | PA      | $155202.18    | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                              | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $260264.40    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CHINA OIL AND GAS GROUP LTD                                                  | CHINA OIL & GAS GROUP LTD REG S SR SEC 1ST LIEN 4.7% 06-30-26                                      | CUSIP: N/A<br>LEI: 52990063CVI7GDV4JZ06       | Long             | DBT              | CORP              | HK        |      8131000 | PA      | $8021971.42   | 0.08%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP EUR SR UNSEC 0.0% 09-14-26                                                            | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3325000 | PA      | $3847696.04   | 0.04%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP EUR SR UNSEC 0.25% 09-14-29                                                           | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10395000 | PA      | $11090761.81  | 0.11%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1144108.80   | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                       | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |      3805000 | PA      | $3941980.00   | 0.04%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                               | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 6.1% 06-11-55/35                                  | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      2500000 | PA      | $2595090.00   | 0.03%             | 2055-06-11      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       735000 | PA      | $655903.71    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA                                                                   | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                                      | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |       255000 | PA      | $244207.89    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                            | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       293370 | PA      | $264456.63    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       540000 | PA      | $405066.42    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1683000 | PA      | $1117814.94   | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       816000 | PA      | $746380.51    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4662000 | PA      | $3693189.78   | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.45% 07-15-31                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       780000 | PA      | $942858.61    | 0.01%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1900000000 | PA      | $12037465.53  | 0.12%             | 2027-05-27      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2000000000 | PA      | $12459371.81  | 0.13%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1480000 | PA      | $1226328.00   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 8.75% 11-21-33                                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       830000 | PA      | $1047833.50   | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 1.75% 04-25-32                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      6166000 | PA      | $1448372.79   | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 3.6% 01-15-72                                               | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1100000 | PA      | $700892.50    | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT INTERNATIONAL BOND 6.375% 10-23-34                                           | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      2320000 | PA      | $2608777.36   | 0.03%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT BOND PHP 6.75% 09-15-32                                                      | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    559970000 | PA      | $9959075.85   | 0.10%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.75% 10-22-43                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       470000 | PA      | $608962.89    | 0.01%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     33090000 | PA      | $39113623.33  | 0.40%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.125% 07-22-29                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     13700000 | PA      | $18633818.98  | 0.19%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.375% 01-31-40                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       780000 | PA      | $997397.89    | 0.01%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.375% 03-07-30                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3150000 | PA      | $4318564.91   | 0.04%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVERNMENT BOND UAH 15.09% 02-04-26                                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1747000 | PA      | $41034.17     | 0.00%             | 2026-02-04      | Fixed         | 15.09%                | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVERNMENT BOND UAH 15.2% 04-29-26                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1770000 | PA      | $40787.28     | 0.00%             | 2026-04-29      | Fixed         | 15.20%                | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVERNMENT BOND UAH 15.1% 06-24-26                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1298000 | PA      | $29561.45     | 0.00%             | 2026-06-24      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2935000 | PA      | $3000057.21   | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      7526000 | PA      | $7738195.57   | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                     | JPN GB 10YR FUT JBH6 03-13-26                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |           89 | NC      | $498242.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT SFRM6 09-15-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           28 | NC      | $-6776.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |            1 | NC      | $246.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT TYH6 03-20-26                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1196 | NC      | $-1234780.28  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.5% 03-07-35                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       310000 | PA      | $418647.58    | 0.00%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 5.375% 01-31-56                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       700000 | PA      | $971018.02    | 0.01%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38                                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      5040000 | PA      | $5961892.57   | 0.06%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 6.0% 10-25-33                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     44930000 | PA      | $13391242.57  | 0.14%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.75% 10-22-35                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1310000 | PA      | $1793880.36   | 0.02%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 08-15-39                                                          | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2269600 | PA      | $2276869.76   | 0.02%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 11-15-39                                                        | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $987890.60    | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.825% 03-06-25/03-06-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-112272.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.875% 10-20-34                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      1280000 | PA      | $1483584.52   | 0.02%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 02-15-27                                                         | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4550000 | PA      | $4487116.73   | 0.05%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.1912% 03-06-25/03-06-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $254812.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.1703% 03-24-25/03-24-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $19667.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10737000 | PA      | $10703071.08  | 0.11%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2890000 | PA      | $2980384.75   | 0.03%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.162% 03-24-25/03-24-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $17758.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.165% 03-24-25/03-24-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $26354.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 11-15-26                                                          | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1480400.40   | 0.02%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.25% 07-22-27                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     16940000 | PA      | $22009704.57  | 0.22%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                   | MONDELEZ INTERNATIONAL INC SR UNSEC 4.5% 05-06-30                                                  | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      2884000 | PA      | $2919767.37   | 0.03%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                   | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      3890000 | PA      | $3981811.78   | 0.04%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.62% 01-29-38                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       640000 | PA      | $669440.00    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                       | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.5% 07-01-37                                   | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      2200000 | PA      | $2272041.20   | 0.02%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.165% 03-25-25/03-25-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $66378.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.6312% 04-02-25/04-02-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-86556.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.3527% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $274247.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.2033% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-639081.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.3532% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $273211.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.2053% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-634653.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 1.9883% 07-02-25/07-02-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-45029.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.00055655% 07-11-25/07-11-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-171193.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.0443% 07-15-25/07-15-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-35242.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.9208% 07-29-25/07-29-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-35111.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX PLN 4.4715% 07-31-25/07-31-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $36276.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX HUF 6.2597% 08-01-25/08-01-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $10890.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.2732% 08-14-25/08-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $475593.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.3523% 08-14-25/08-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-369363.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.89009984% 09-02-25/09-02-55 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $39522.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                      | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.875% 04-03-28                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $203957.60    | 0.00%             | 2028-04-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                                                 | KOREA DEVELOPMENT BANK 6.75% 07-01-30                                                              | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | USGA              | KR        |    465000000 | PA      | $5127704.29   | 0.05%             | 2030-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                           | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC FRN 09-12-31                                           | CUSIP: 606822DM3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $502499.00    | 0.01%             | 2031-09-12      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 3.5% 09-19-29                                             | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4390000 | PA      | $5151683.39   | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT IMPORT BANK ZRT                                                | MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29                                          | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | USGA              | HU        |      3130000 | PA      | $3944668.36   | 0.04%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 5.375% 03-22-33                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      6160000 | PA      | $6126120.00   | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                                         | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9969310.00   | 0.10%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3936000 | PA      | $3902658.14   | 0.04%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                      | MEITUAN 144A LIFE SR UNSEC 4.75% 11-05-32                                                          | CUSIP: 58533EAH6<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |       370000 | PA      | $365786.81    | 0.00%             | 2032-11-05      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                                      | MEITUAN 144A LIFE SR UNSEC 5.125% 11-05-35                                                         | CUSIP: 58533EAJ2<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |       650000 | PA      | $643633.90    | 0.01%             | 2035-11-05      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-53                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        80000 | PA      | $39810.98     | 0.00%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 05-25-32                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       320000 | PA      | $310313.35    | 0.00%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-38                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       490000 | PA      | $431262.36    | 0.00%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 30YR FUT ULTRA WNH6 03-20-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          374 | NC      | $-629313.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT ULTRA UXYH6 03-20-26                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1433 | NC      | $554546.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 05-15-27                                                        | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2160000 | PA      | $2127600.00   | 0.02%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 08-15-47                                                         | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3455000 | PA      | $2472747.99   | 0.03%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-31                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $921247.74    | 0.01%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | DEUTSCHLAND REP EUR REG S (B) 0.0% 10-09-26                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1500000 | PA      | $1736520.18   | 0.02%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 02-15-48                                                          | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       672600 | PA      | $501507.64    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 02-15-28                                                         | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       310000 | PA      | $305360.35    | 0.00%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                               | GABON GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 7.0% 11-24-31                                     | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |       790000 | PA      | $604517.48    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.65% 10-01-55                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       380000 | PA      | $465835.04    | 0.00%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 1/26/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-17678.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD PUR FROM USD NDF 1/9/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1560.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10203.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.625% 10-22-28                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20610000 | PA      | $26283840.15  | 0.27%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.625% 10-22-71                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       200000 | PA      | $110624.64    | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI ORDINARI DEL TESORO BOT EUR 0.0% 01-14-26                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       190000 | PA      | $223181.27    | 0.00%             | 2026-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI ORDINARI DEL TESORO BOT EUR 0.0% 02-13-26                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      2540000 | PA      | $2978378.31   | 0.03%             | 2026-02-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.125% 05-15-48                                                        | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       800000 | PA      | $608622.00    | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.75% 01-22-49                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       610000 | PA      | $446821.89    | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.875% 10-22-29                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       660000 | PA      | $799852.26    | 0.01%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.25% 10-22-41                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       550000 | PA      | $443614.32    | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.5% 10-22-61                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1440000 | PA      | $508690.45    | 0.01%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.625% 10-22-50                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       260000 | PA      | $129455.50    | 0.00%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.625% 07-31-35                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1708000 | PA      | $1619363.16   | 0.02%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     13940000 | PA      | $15365624.13  | 0.16%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.375% 05-15-44                                                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1550400 | PA      | $1281731.80   | 0.01%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     24790000 | PA      | $14828074.56  | 0.15%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.125% 01-31-39                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1200000 | PA      | $1048492.66   | 0.01%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       575150 | PA      | $598336.19    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       793884 | PA      | $826343.65    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1244904 | PA      | $1290371.37   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3886139 | PA      | $4018563.48   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB7104 09-01-53                                                                      | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19592779 | PA      | $19985065.32  | 0.20%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB7783 08-01-54                                                                      | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        24830 | PA      | $25244.60     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 9.0% 03-15-29                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 170772000000 | PA      | $11324411.06  | 0.11%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   9261650000 | PA      | $55220223.05  | 0.56%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       625000 | PA      | $646401.25    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                       | HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       265000 | PA      | $276434.49    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 4.85% 06-25-31                                                             | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1680986.13   | 0.02%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                       | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       587000 | PA      | $596129.02    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                       | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       793000 | PA      | $796569.29    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                        | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       885000 | PA      | $847927.35    | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                          | NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34                                                       | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1462000 | PA      | $1545892.48   | 0.02%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 8.875% 08-15-31                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       155000 | PA      | $150470.44    | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       175000 | PA      | $171127.60    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                                         | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       110000 | PA      | $106868.41    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                            | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5406991 | PA      | $1568027.39   | 0.02%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                | NIGERIA GOVERNMENT INTERNATIONAL BOND REG S 10.375% 12-09-34                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       550000 | PA      | $653670.60    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                                     | NIPPON LIFE INSURANCE CO 144A LIFE SUB (H) 6.5% 04-30-55/35                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      1184000 | PA      | $1275658.18   | 0.01%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                    | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.05% 05-15-35                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2345337.60   | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      2154000 | PA      | $2206708.38   | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC 144A LIFE SR UNSEC 8.5% 06-01-28                                                 | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        90000 | PA      | $94486.32     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 7.875% 06-15-32                                                              | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       515000 | PA      | $539432.12    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                                                  | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      1484000 | PA      | $1524916.85   | 0.02%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.5% 07-17-30                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       650000 | PA      | $682653.40    | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.75% 07-17-32                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       750000 | PA      | $797332.50    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 8.125% 07-17-35                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       435000 | PA      | $462632.07    | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                | STACR 2020-DNA1 B2 144A FRN 01-25-50                                                               | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $5556820.00   | 0.06%             | 2050-01-25      | Variable      | 9.24%                 | Yes           |                  2 | On Loan: No      |
| STACR 2020-HQA2                                                              | STACR 2020-HQA2 B2 144A FRN 03-25-50                                                               | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-CBDO         | CORP              | US        |      1090000 | PA      | $1323409.33   | 0.01%             | 2050-03-25      | Variable      | 11.59%                | Yes           |                  2 | On Loan: No      |
| STACR 2020-HQA4                                                              | STACR 2020-HQA4 B2 144A FRN 09-25-50                                                               | CUSIP: 35565RBE2<br>LEI: 5493000IT4TAVS1FNX06 | Long             | ABS-CBDO         | CORP              | US        |      3648000 | PA      | $4730941.63   | 0.05%             | 2050-09-25      | Variable      | 13.39%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                      | STACR 2020-HQA5 B2 144A FRN 11-25-50                                                               | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2571101.40   | 0.03%             | 2050-11-25      | Variable      | 11.27%                | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                               | STAR 2025-SFR5 A 144A FRN 02-17-42                                                                 | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1334239 | PA      | $1336391.22   | 0.01%             | 2042-02-17      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA1                                                              | STACR 2025-DNA1 A1 144A FRN 01-25-45                                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |      1415700 | PA      | $1416448.91   | 0.01%             | 2045-01-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                               | SWCH 2025-DATA A 144A FRN 02-15-42                                                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41079000 | PA      | $40760432.36  | 0.41%             | 2042-02-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                              | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |      1501529 | PA      | $1505675.07   | 0.02%             | 2045-05-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                         | TCN 2023-SFR1 C 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       317000 | PA      | $317567.75    | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                         | TCN 2023-SFR1 B 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1467000 | PA      | $1471979.00   | 0.01%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                             | TPMT 2024-3 A1A 144A FRN 07-25-65                                                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       911536 | PA      | $921050.22    | 0.01%             | 2065-07-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                | TCN 2024-SFR4 A 144A 4.3% 11-17-41                                                                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3208676 | PA      | $3191092.17   | 0.03%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21152000 | PA      | $20652326.30  | 0.21%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       752046 | PA      | $781674.36    | 0.01%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 01-01-56                                                                         | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5644757 | PA      | $5354949.53   | 0.05%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       342237 | PA      | $316448.76    | 0.00%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 2.0 UMBS TBA 01-01-56                                                                         | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54040000 | PA      | $43696203.60  | 0.44%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.5 UMBS TBA 02-01-56                                                                         | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24783071 | PA      | $22836236.86  | 0.23%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 12-20-46                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6486800000 | PA      | $26026338.63  | 0.26%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2907900000 | PA      | $18377356.22  | 0.19%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-27                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6298308.22   | 0.06%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 06-20-37                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1581700000 | PA      | $8446696.04   | 0.09%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 09-20-37                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2020000000 | PA      | $10714472.55  | 0.11%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-28                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  19914050000 | PA      | $123343155.72 | 1.25%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-30                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1035600000 | PA      | $6243027.07   | 0.06%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT FORTY YEAR BOND JPY 0.5% 03-20-60                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     60000000 | PA      | $165463.48    | 0.00%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5218850000 | PA      | $18484071.22  | 0.19%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.4% 06-20-40                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2385650000 | PA      | $11292010.67  | 0.11%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-31                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    902700000 | PA      | $5341322.70   | 0.05%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 03-20-51                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2521150000 | PA      | $8918069.17   | 0.09%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 03-20-41                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    741900000 | PA      | $3481540.05   | 0.04%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.005% 03-10-31                                        | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1340928799 | PA      | $8807145.86   | 0.09%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2943676.58   | 0.03%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    105000000 | PA      | $438318.02    | 0.00%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1165600000 | PA      | $5112529.66   | 0.05%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.2% 06-20-53                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1805700000 | PA      | $7063429.46   | 0.07%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 06-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    942700000 | PA      | $4624164.97   | 0.05%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.5% 09-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6419100000 | PA      | $33559959.64  | 0.34%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-53                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2352150000 | PA      | $10208907.62  | 0.10%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.3% 12-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    523600000 | PA      | $2631390.85   | 0.03%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.8% 03-20-34                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2928530.39   | 0.03%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.6% 03-20-44                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2630177.48   | 0.03%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.1% 09-20-54                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   9346600000 | PA      | $45786346.47  | 0.46%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-54                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2564495.02   | 0.03%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.4% 03-20-55                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    720600000 | PA      | $3780412.79   | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.4% 03-20-45                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   9818200000 | PA      | $58046095.98  | 0.59%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.005% 03-10-35                                        | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4327063384 | PA      | $26976442.43  | 0.27%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT FORTY YEAR BOND JPY 3.1% 03-20-65                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     33000000 | PA      | $193245.08    | 0.00%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWO YEAR BOND JPY 0.7% 07-01-27                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5293850000 | PA      | $33621050.74  | 0.34%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 2.375% 12-10-27                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  28587150000 | PA      | $19672198.01  | 0.20%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA NDFB 6809 KRW 2.0% 09-10-68                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1009300.61   | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 7.625% 01-17-53                                   | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       346000 | PA      | $381413.79    | 0.00%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIA GOVERNMENT BOND RON 7.2% 05-31-27                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      6700000 | PA      | $1564405.52   | 0.02%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1963 07-01-54                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3396003 | PA      | $3463382.65   | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2524999 | PA      | $2628521.34   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1943393 | PA      | $2009753.76   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ0854 01-01-54                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        52904 | PA      | $55188.71     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ1725 06-01-54                                                                      | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        92316 | PA      | $97275.00     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC0299 08-01-54                                                                      | CUSIP: 3140AMKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1219664 | PA      | $1253694.69   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     20052000 | PA      | $22190405.44  | 0.23%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 7.079% 08-02-43                                                          | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2537592.75   | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1288000 | PA      | $1422735.10   | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.5% 09-08-29/28                                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6263269.55   | 0.06%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     17026000 | PA      | $6677597.20   | 0.07%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                         | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       845000 | PA      | $814100.04    | 0.01%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                         | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                                     | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |       152000 | PA      | $155670.04    | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                                       | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1283000 | PA      | $1104813.11   | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                     | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       277000 | PA      | $299908.73    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| XAI CORP                                                                     | X.AI LLC SR SEC 1ST LIEN 12.5% 06-30-30                                                            | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       420000 | PA      | $448121.94    | 0.00%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                           | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 4.1% 07-14-51                                    | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |       200000 | PA      | $160008.40    | 0.00%             | 2051-07-14      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT                                            | AGENCE FRANCAISE DE DEVELOPPEMENT 2.75% 09-30-30                                                   | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | USGA              | FR        |      3000000 | PA      | $3481198.60   | 0.04%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                 | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 5.75% 07-01-34                                     | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |       280000 | PA      | $282252.88    | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                                                  | ASURION LLC AND ASURION CO-ISSUER INC 144A LIFE SR SEC 1ST LIEN 8.0% 12-31-32                      | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |       500000 | PA      | $519063.00    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                       | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      4875000 | PA      | $3968225.63   | 0.04%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                | BNG BANK N.V. EUR REG S SR UNSEC 3.0% 04-23-30                                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | USGA              | NL        |       410000 | PA      | $489012.26    | 0.00%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                | BNG BANK NV 2.75% 04-05-29                                                                         | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | USGA              | NL        |       340000 | PA      | $404437.94    | 0.00%             | 2029-04-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOWEGO 4.25% 09-13-44                                                         | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | USGA              | PL        |      1120000 | PA      | $1271976.50   | 0.01%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                  | CITGO PETROLEUM CORP 144A LIFE SR SEC 1ST LIEN 8.375% 01-15-29                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |       285000 | PA      | $297412.89    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                                    | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      3035000 | PA      | $1190327.00   | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |       615000 | PA      | $605848.80    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-52                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1360000 | PA      | $699149.70    | 0.01%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.5% 05-25-40                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      5600000 | PA      | $4110324.06   | 0.04%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                   | HERTZ 2025-1A A 144A 4.91% 09-25-29                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      7096000 | PA      | $7187353.90   | 0.07%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     75900000 | PA      | $77913014.14  | 0.79%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.5% 05-25-72                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       120000 | PA      | $34945.89     | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-31                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1140000 | PA      | $1127564.66   | 0.01%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 02-25-27                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2000000 | PA      | $2293894.04   | 0.02%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                        | LADAR 2023-4A B 144A 6.39% 10-16-28                                                                | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1250000 | PA      | $1271623.75   | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                | LADAR 2024-3A A3 144A 4.52% 03-15-29                                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1493000 | PA      | $1499876.76   | 0.02%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                               | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                                           | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |      3695000 | PA      | $3696699.70   | 0.04%             | 2036-07-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B D 144A 5.8% 09-15-31                                                                  | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2502545.00   | 0.03%             | 2031-09-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                   | MMP 2025-A B 144A 5.72% 12-15-31                                                                   | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1243000 | PA      | $1270539.91   | 0.01%             | 2031-12-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                  | MLANE 2025-C A 144A 4.78% 12-16-30                                                                 | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2924000 | PA      | $2939605.39   | 0.03%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                  | NMEF 2025-A A2 144A 4.72% 07-15-32                                                                 | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2990353 | PA      | $3002442.87   | 0.03%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                 | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                                | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3623000 | PA      | $3646792.24   | 0.04%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                 | PKAIR 2025-2 A 144A 4.75% 03-15-43                                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       244196 | PA      | $245047.68    | 0.00%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                  | PRNT 2025-A A 144A 4.84% 09-15-29                                                                  | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2970000 | PA      | $2978618.94   | 0.03%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                 | SSTRT 2025-A B 144A 5.038% 07-25-31                                                                | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |       419510 | PA      | $423360.70    | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                           | SCFET 2025-1A A3 144A 5.11% 11-21-33                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9743000 | PA      | $9957268.06   | 0.10%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                              | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                             | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3929816 | PA      | $3922428.02   | 0.04%             | 2032-07-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                 | SSTRT 2025-B B 144A 4.925% 12-29-32                                                                | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3654507 | PA      | $3687638.86   | 0.04%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 2020-1 A1 144A 1.69% 07-15-60                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3140268 | PA      | $2667846.12   | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                   | SEACO 2020-1A A 144A 2.17% 10-17-40                                                                | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3254169 | PA      | $3127760.70   | 0.03%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |       311668 | PA      | $311774.09    | 0.00%             | 2032-01-20      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                              | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                                             | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3359393 | PA      | $3377029.75   | 0.03%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                              | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                                           | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       592599 | PA      | $596208.42    | 0.01%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                                  | WEF 2024-1A A2 144A 4.99% 09-20-32                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       654943 | PA      | $658961.45    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 2024-1A B 144A 7.15% 06-17-31                                                                 | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3192000 | PA      | $3241543.03   | 0.03%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 2024-1A A 144A 6.27% 06-17-31                                                                 | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1780000 | PA      | $1803672.22   | 0.02%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                       | PENN NATIONAL GAMING CV SR UNSEC 2.75% 05-15-26                                                    | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        87000 | PA      | $86282.25     | 0.00%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       575000 | PA      | $509827.78    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 4.45% 09-26-30                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3278179.35   | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 6.75% 09-15-33                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       165000 | PA      | $167290.04    | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                | AMPHENOL CORP SR UNSEC 5.3% 11-15-55                                                               | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       727000 | PA      | $695020.00    | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                | AMPHENOL CORP SR UNSEC 4.625% 02-15-36                                                             | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1960216.00   | 0.02%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                     | ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 5.875% 12-01-33                                        | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        70000 | PA      | $71054.34     | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2099000 | PA      | $2121400.53   | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2579000 | PA      | $2532250.47   | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1738667.97   | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       421000 | PA      | $432727.38    | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       173000 | PA      | $162367.42    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5557000 | PA      | $4993497.97   | 0.05%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.75% 04-15-29                                                               | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1987202.10   | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 2.75% 02-01-26                                                                  | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9126000 | PA      | $9115623.74   | 0.09%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 2.196% 02-04-26                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       500000 | PA      | $499068.50    | 0.01%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       881000 | PA      | $769289.20    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       765000 | PA      | $755043.53    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                    | BANK OF IRELAND GROUP PLC EUR REG S SUB 1.375% 08-11-31                                            | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $4675923.38   | 0.05%             | 2031-08-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $7379295.00   | 0.07%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                           | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       600000 | PA      | $567686.40    | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                           | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6163000 | PA      | $6138767.08   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.25% 05-15-29                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       185000 | PA      | $186577.87    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.85% 05-08-36                                                       | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1644092.11   | 0.02%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       720000 | PA      | $749555.28    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                      | TGS ASA 144A LIFE SR SEC 1ST LIEN 8.5% 01-15-30                                                    | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |       435000 | PA      | $455833.89    | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.8% 02-11-45                                                        | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       840000 | PA      | $896052.40    | 0.01%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.5% 02-11-37                                                        | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1330973.96   | 0.01%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                               | TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28                        | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       973048 | PA      | $994442.02    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SUB 6.375% 05-31-33                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       380000 | PA      | $390186.66    | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                        | TEXAS INSTRUMENTS INC SR UNSEC 5.1% 05-23-35                                                       | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4848360.20   | 0.05%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $207628.80    | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $210053.60    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                      | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |       327000 | PA      | $331113.99    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                      | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |      4510000 | PA      | $4595726.08   | 0.05%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC SUB 4.625% 01-15-29                                                                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       260000 | PA      | $258502.40    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      1220000 | PA      | $1234775.42   | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                  | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600373 | PA      | $600373.00    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       750000 | PA      | $760083.00    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |        70000 | PA      | $69650.42     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC 144A LIFE SR UNSEC 7.5% 05-30-31                                                        | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       575000 | PA      | $547426.45    | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.5% 02-01-29                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $518551.00    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.875% 02-01-32                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       479000 | PA      | $495140.86    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                         | VERITIV OPERATING CO 144A LIFE SR SEC 1ST LIEN 10.5% 11-30-30                                      | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |       235000 | PA      | $252968.81    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO EUR REG S SR UNSEC 3.9% 07-22-32/31                                               | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1408932.36   | 0.01%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.375% 03-15-33                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $1049932.55   | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       250000 | PA      | $248775.50    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       139000 | PA      | $91927.65     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1687000 | PA      | $1191443.75   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1555000 | PA      | $1366953.85   | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                                  | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       435000 | PA      | $423207.15    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 13.875% 06-23-30                                       | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       586081 | PA      | $638828.29    | 0.01%             | 2030-06-23      | Fixed         | 13.88%                | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | WYNN MACAU LTD 144A LIFE SR UNSEC 6.75% 02-15-34                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | MO        |      5945000 | PA      | $6026856.71   | 0.06%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                        | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 6.75% 10-15-33                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       405000 | PA      | $414980.01    | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                             | WULF COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 7.75% 10-15-30                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       520000 | PA      | $536124.16    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                | WESTLAKE CORP SR UNSEC 5.55% 11-15-35                                                              | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      1184000 | PA      | $1184399.01   | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                | WESTLAKE CORP SR UNSEC 6.375% 11-15-55                                                             | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       742000 | PA      | $730866.29    | 0.01%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                         | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                                     | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      1010000 | PA      | $969564.65    | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.5% 12-21-34                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     11350000 | PA      | $6924082.60   | 0.07%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 2.9% 02-20-34                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       670000 | PA      | $782094.36    | 0.01%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 2.95% 02-20-35                         | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      1190000 | PA      | $1382177.44   | 0.01%             | 2035-02-20      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 7.25% 10-18-34                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  96776000000 | PA      | $18235631.40  | 0.19%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 3.86% 07-22-49                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     13170000 | PA      | $2393158.89   | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND EUR REG S SF 6.875% 10-17-40                             | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       700000 | PA      | $805906.68    | 0.01%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 3.13% 11-21-29                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     75090000 | PA      | $11436032.44  | 0.12%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 3.39% 03-16-50                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     16400000 | PA      | $2790209.54   | 0.03%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK (B) 1.2% 03-13-31                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     28560000 | PA      | $1204224.53   | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK 1.75% 06-23-32                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     15900000 | PA      | $665550.28    | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 7.0% 03-26-31                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  26334400000 | PA      | $5452236.22   | 0.06%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.69% 08-12-26                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     99400000 | PA      | $14348383.56  | 0.15%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK 1.95% 07-30-37                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |      9140000 | PA      | $337389.95    | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA NDFB 3106 KRW 2.0% 06-10-31                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   5250000000 | PA      | $3410169.38   | 0.03%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA NDFB 3212 KRW 4.25% 12-10-32                                                                 | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 117729040000 | PA      | $86116151.00  | 0.87%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 07-18-33                                      | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       595000 | PA      | $605102.51    | 0.01%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 2.875% 09-10-44                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1295534.34   | 0.01%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 2.625% 06-10-35                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   8000000000 | PA      | $5218173.61   | 0.05%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | KSA IJARAH SUKUK LTD 144A LIFE 4.875% 09-09-35                                                     | CUSIP: 50116FAB8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3095000 | PA      | $3109246.29   | 0.03%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KUWAIT STATE OF (GOVERNMENT)                                                 | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A LIFE 4.652% 10-09-35                                     | CUSIP: 501499AF4<br>LEI: 2549005G75NMAK8TM233 | Long             | DBT              | NUSS              | KW        |       455000 | PA      | $455525.98    | 0.00%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 3.25% 12-10-35                                                         | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  36660440000 | PA      | $25266933.60  | 0.26%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG (GRAND DUCHY OF)                                                  | STATE OF THE GRAND-DUCHY OF LUXEMBOURG EUR REG S (B) 0.0% 09-14-32                                 | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       271000 | PA      | $263673.38    | 0.00%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                      | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 2.125% 06-01-32                                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     18000000 | PA      | $19872009.20  | 0.20%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC TL-B 1ST LIEN (TSFR1M+400) (FLR 0.0) FRN 07-30-32                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |       670000 | PA      | $656898.82    | 0.01%             | 2032-07-30      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                         | FIESTA PURCHASER INC TL-B 1ST LIEN (TSFR1M+275)(FLR 0.0) FRN 02-12-31                              | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       358335 | PA      | $358655.16    | 0.00%             | 2031-02-12      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                      | FIRST STUDENT BIDCO INC TL-B 1ST LIEN (TSFR3M+250) (FLR 0.0) FRN 08-15-30                          | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       210963 | PA      | $211848.69    | 0.00%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8258 10-01-52                                                                      | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7516575 | PA      | $7531863.23   | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                                  | STACR 2022-DNA3 M1B 144A FRN 04-25-42                                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |      4305041 | PA      | $4414410.57   | 0.04%             | 2042-04-25      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BU3083 01-01-52                                                                      | CUSIP: 3140M4M96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       252559 | PA      | $214202.44    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       289000 | PA      | $297589.66    | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                      | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29                    | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $208275.40    | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 4.3% 11-18-34                                                                | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1769105.36   | 0.02%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 5.4% 02-15-34                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3577000 | PA      | $3710017.90   | 0.04%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                            | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      2005000 | PA      | $2574910.15   | 0.03%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                                                 | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    299500000 | PA      | $16943991.09  | 0.17%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                      | ATI INC SR UNSEC 7.25% 08-15-30                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       810000 | PA      | $856224.27    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                 | AMPRION GMBH EUR REG S SR UNSEC (B) 4.125% 09-07-34                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $9702065.76   | 0.10%             | 2034-09-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 3.45% 10-20-30                         | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       630000 | PA      | $768762.76    | 0.01%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                             | ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30                                          | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       552000 | PA      | $596376.94    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP PARIBAS SA EUR REG S SUB (B) 2.5% 03-31-32/27                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1752390.67   | 0.02%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 3.25% 07-04-42                              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       320000 | PA      | $375163.33    | 0.00%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1784411.93   | 0.02%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                     | BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7119000 | PA      | $6205297.71   | 0.06%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC SR UNSEC 3.5% 06-01-31                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       490000 | PA      | $460913.60    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 11.0% 09-30-28                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       204000 | PA      | $211469.46    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33                                                    | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $10861009.46  | 0.11%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.5% 01-27-33                                 | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      2788000 | PA      | $3528400.82   | 0.04%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     11800000 | PA      | $14549093.33  | 0.15%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33                                       | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      5283000 | PA      | $2050517.21   | 0.02%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 07-04-44                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       840000 | PA      | $874971.42    | 0.01%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      1276000 | PA      | $1374775.16   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.75% 11-07-36                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1180000 | PA      | $1232097.00   | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                            | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       975000 | PA      | $933637.58    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC 144A LIFE SR SEC 1ST LIEN 9.5% 12-15-31                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       300000 | PA      | $303270.00    | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                           | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.245% 01-13-31/30                                     | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      6122000 | PA      | $6315467.44   | 0.06%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       410000 | PA      | $423577.15    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       250000 | PA      | $263915.00    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                              | CMS ENERGY CORP SUB (H) 6.5% 06-01-55/35                                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       450000 | PA      | $462978.00    | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       958000 | PA      | $984802.92    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     17620000 | PA      | $19577582.00  | 0.20%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2420000 | PA      | $2831642.00   | 0.03%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 5.0% 10-25-34                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      5017000 | PA      | $1392547.31   | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.625% 06-12-54                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      5230000 | PA      | $5763357.19   | 0.06%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVERNMENT BOND PEN 144A LIFE/REG S 7.6% 08-12-39                                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      1002000 | PA      | $325706.79    | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.0% 06-15-35                                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      4620000 | PA      | $5366567.57   | 0.05%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT BOND PHP 6.375% 04-28-35                                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     39000000 | PA      | $680385.52    | 0.01%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.375% 06-15-40                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      4310000 | PA      | $4953492.14   | 0.05%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVERNMENT BOND PEN 144A LIFE/REG S 6.85% 08-12-35                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      8172000 | PA      | $2617879.81   | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.875% 02-15-30                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       320000 | PA      | $397929.11    | 0.00%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                         | PROVINCE OF QUEBEC CANADA GBP REG S (B) 2.25% 09-15-26                                             | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     18480000 | PA      | $24637649.15  | 0.25%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.3% 10-12-28                               | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1034000 | PA      | $1030010.83   | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 3.8% 01-26-62                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       120000 | PA      | $140118.77    | 0.00%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 1.5% 11-02-86                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        30000 | PA      | $16368.59     | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                        | SENEGAL GOVERNMENT INTERNATIONAL BOND REG S SF 6.25% 05-23-33                                      | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       570000 | PA      | $332559.66    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 2.1% 09-20-17                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        50000 | PA      | $33783.00     | 0.00%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND REG S 8.25% 02-28-48                               | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |       500000 | PA      | $472597.50    | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 7.0% 02-28-31                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      6000000 | PA      | $354025.72    | 0.00%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11035800 | PA      | $7722928.99   | 0.08%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18331597 | PA      | $9909089.82   | 0.10%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                                         | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7921600 | PA      | $5837898.38   | 0.06%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.75% 08-15-41                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9092600 | PA      | $6148039.69   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 09-30-28                                                         | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2822460.90   | 0.03%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                                        | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1550000 | PA      | $1519121.06   | 0.02%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       668700 | PA      | $467589.48    | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                         | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45870000 | PA      | $27904152.14  | 0.28%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.5% 03-31-27                                                          | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3852500 | PA      | $3805623.17   | 0.04%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                                         | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4936500 | PA      | $4125039.12   | 0.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                                        | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2170000 | PA      | $2144025.97   | 0.02%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.25% 06-30-29                                                         | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1700000 | PA      | $1681007.77   | 0.02%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 07-31-27                                                         | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3900000 | PA      | $3856277.49   | 0.04%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX GBP 4.4014% 11-28-25/11-28-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $12096.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 3.5102% 12-02-25/12-02-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $7547.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT OPT RXG6C C @ 131.5 01-23-26                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         1028 | NC      | $228585.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | COP FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-38385.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3363850.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1033388.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM CAD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $92574.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-85821.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1060501.76  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $808818.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $38715.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1117692.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $39608.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 3/16/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $129320.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEN FWD PUR FROM USD NDF 1/9/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12673.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO EUR 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2509.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $233233.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-112508.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-427926.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEN FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6681.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PHP FWD SALE TO USD NDF 3/18/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-26052.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9272.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PHP FWD SALE TO USD NDF 1/23/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-605.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $517.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-08-34                    | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       500000 | PA      | $510272.50    | 0.01%             | 2034-01-08      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       420000 | PA      | $426615.00    | 0.00%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.4% 05-07-54                                                 | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       910000 | PA      | $877240.00    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 7.375% 04-01-36                                                         | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       395000 | PA      | $371460.37    | 0.00%             | 2036-04-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 7.5% 04-01-46                                                           | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       150000 | PA      | $125358.75    | 0.00%             | 2046-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                                       | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       630000 | PA      | $639083.34    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 10-15-55                                          | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       240000 | PA      | $235837.44    | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 10-29-35                                           | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       947000 | PA      | $926894.24    | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                            | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 5.625% 01-15-33                                         | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |       649000 | PA      | $655993.62    | 0.01%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 6.5% 03-15-36                                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       435000 | PA      | $435950.91    | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |        26000 | PA      | $21394.59     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $901.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO EUR 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $117.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $255.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-24400.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 4.15% 02-15-50                                                          | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       125000 | PA      | $93054.63     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                         | PARKER-HANNIFIN CORP SR UNSEC 3.25% 06-14-29                                                       | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68132.54     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 0.8% 08-01-31                                         | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4922431.45   | 0.05%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                   | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                                        | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       395000 | PA      | $395828.32    | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD SALE TO EUR 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-641.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $66251.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                          | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 5.125% 01-15-28                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |        60000 | PA      | $60155.58     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       535000 | PA      | $521399.77    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                 | PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |       230000 | PA      | $224974.27    | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                     | PLDT INC REG S SR UNSEC 3.45% 06-23-50                                                             | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |       200000 | PA      | $144169.40    | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM EUR 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12220.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-17379.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                 | AMS-OSRAM AG 144A LIFE SR UNSEC 12.25% 03-30-29                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       335000 | PA      | $357502.96    | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-31                          | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       990000 | PA      | $1027783.35   | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                     | PLDT INC REG S SR UNSEC 2.5% 01-23-31                                                              | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |       380000 | PA      | $347742.18    | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       125000 | PA      | $94943.63     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     19789000 | PA      | $20578462.37  | 0.21%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1768973.40   | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5728000 | PA      | $3869922.72   | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1228000 | PA      | $1106715.35   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA EUR REG S SUB (B) 4.875% 02-26-36/31                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $8029937.14   | 0.08%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                              | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |       384000 | PA      | $386736.00    | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $613832.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $55507.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-135194.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2196.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       660000 | PA      | $660198.66    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-410.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $698.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SUB (B) 5.125% 06-27-34/29                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      7900000 | PA      | $9763045.72   | 0.10%             | 2034-06-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 5.05% 06-15-35                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       450000 | PA      | $457917.30    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO TBK PT                                                    | CIKARANG LISTRINDO TBK PT REG S SR UNSEC 5.65% 03-12-35                                            | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $203519.00    | 0.00%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       546000 | PA      | $562279.54    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 4.8% 03-30-30                                                 | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3557000 | PA      | $3640870.50   | 0.04%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                         | CAPSTONE COPPER CORP 144A LIFE SR UNSEC 6.75% 03-31-33                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $155790.90    | 0.00%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.375% 04-25-30                                             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     18270000 | PA      | $19338795.00  | 0.20%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.8% 05-01-30                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       481000 | PA      | $489197.68    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 6.05% 05-15-55                                                               | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1186554.00   | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1414921.75   | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 9.62% 06-15-33                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        95000 | PA      | $102632.59    | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 8.375% 01-15-34                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       245000 | PA      | $243517.75    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CENTURY ALUMINUM CO                                                          | CENTURY ALUMINUM CO 144A LIFE 6.875% 08-01-32                                                      | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |       175000 | PA      | $180522.30    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.125% 02-15-31                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       380000 | PA      | $399261.82    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                       | CHUBB INA HOLDINGS LLC SR UNSEC 4.9% 08-15-35                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2009536.00   | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.45% 09-15-35                                                            | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2467000 | PA      | $2526175.93   | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.25% 09-15-65                                                            | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       425000 | PA      | $428091.03    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3799000 | PA      | $3779017.26   | 0.04%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 4.25% 03-15-29                                                                   | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      3355000 | PA      | $3385933.10   | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC 144A LIFE SR UNSEC 8.25% 03-01-27                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       227000 | PA      | $228922.92    | 0.00%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 3.25% 08-15-29                                                            | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1798000 | PA      | $1736317.81   | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       495000 | PA      | $473056.16    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (19) (II) LTD                                     | CK HUTCHISON INTERNATIONAL 19 II LTD REG S SR UNSEC 3.375% 09-06-49                                | CUSIP: N/A<br>LEI: 2549000ZHWNMHC09DR77       | Long             | DBT              | CORP              | KY        |       400000 | PA      | $292246.40    | 0.00%             | 2049-09-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      2832000 | PA      | $2129457.26   | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       290000 | PA      | $290461.39    | 0.00%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                           | CSN INOVA VENTURES REG S SR UNSEC 6.75% 01-28-28                                                   | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |     19830000 | PA      | $18399701.76  | 0.19%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       388000 | PA      | $365562.74    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP EUR SR UNSEC 0.25% 05-20-27                                                           | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3820182.46   | 0.04%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4000000 | PA      | $3963264.00   | 0.04%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4203000 | PA      | $2656018.60   | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 1/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8961.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 1/7/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2392.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 2.875% 05-01-30                                                  | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       839000 | PA      | $789944.51    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                 | CHEVRON CORP SR UNSEC 3.078% 05-11-50                                                              | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2252000 | PA      | $1529716.04   | 0.02%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 20 LTD                                            | CK HUTCHISON INTERNATIONAL 20 LTD REG S SR UNSEC 3.375% 05-08-50                                   | CUSIP: N/A<br>LEI: 254900SSPRZHBMNJF043       | Long             | DBT              | CORP              | KY        |       250000 | PA      | $181372.75    | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC 144A LIFE SR UNSEC 7.125% 07-01-28                                                   | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       575000 | PA      | $578479.90    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                                      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       325000 | PA      | $298822.88    | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 1.5% 02-15-31                                                                | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $4783751.50   | 0.05%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                      | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       760000 | PA      | $729454.84    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                      | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.75% 03-31-30                                          | CUSIP: 50065LAN0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $204480.60    | 0.00%             | 2030-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | TRY FWD PUR FROM USD 1/7/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $261361.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRY FWD SALE TO USD 1/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10168.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                         | KEURIG DR PEPPER INC SR UNSEC 5.15% 05-15-35                                                       | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1348182.27   | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                          | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      2100000 | PA      | $2074390.50   | 0.02%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC EUR REG S SR UNSEC (B) 3.875% 05-14-32/31                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       438000 | PA      | $527676.57    | 0.01%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                       | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.5% 07-02-34                                                | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |       200000 | PA      | $203048.20    | 0.00%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                        | LONG RIDGE ENERGY LLC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-32                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |       310000 | PA      | $330235.56    | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                       | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.25% 04-02-28                                           | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $203917.60    | 0.00%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                       | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 04-02-30                                          | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $205269.00    | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                       | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.875% 04-02-35                                              | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |       200000 | PA      | $206622.20    | 0.00%             | 2035-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       111000 | PA      | $113822.51    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                         | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                        | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |       894000 | PA      | $915454.21    | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                     | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 7.0% 09-15-30                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |       105000 | PA      | $109583.78    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LEGEND FORTUNE LTD                                                           | LEGEND FORTUNE LTD REG S SR UNSEC FRN 08-26-28                                                     | CUSIP: N/A<br>LEI: 549300ZK4C5GBWRE7L09       | Long             | DBT              | CORP              | HK        |       465000 | PA      | $465225.06    | 0.00%             | 2028-08-26      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | LITHIA MOTORS INC 144A LIFE SR UNSEC 5.5% 10-01-30                                                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       225000 | PA      | $226700.10    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                           | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 6.25% 10-01-33                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       525000 | PA      | $531755.70    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | LAMAR MEDIA CORP 144A LIFE SR UNSEC 5.375% 11-01-33                                                | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       180000 | PA      | $179045.46    | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.875% 01-15-36                                         | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1421000 | PA      | $1414891.12   | 0.01%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.125% 01-15-31                                         | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       163000 | PA      | $163695.85    | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                        | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |        83000 | PA      | $84054.76     | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                        | BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36                                                      | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       115000 | PA      | $114286.77    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       820000 | PA      | $822215.64    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-101707.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-364871.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC GBP REG S SUB 2.707% 12-03-35/30                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8467976.91   | 0.09%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                            | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |       570000 | PA      | $532968.81    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                              | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      1091000 | PA      | $1075645.27   | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       320000 | PA      | $309640.64    | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                     | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       290000 | PA      | $280784.09    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEV BANK CNY UNSEC 3.43% 01-14-27                                                            | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |      9380000 | PA      | $1367595.58   | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                                           | DEVELOPMENT BANK OF KAZAKHSTAN JSC KZT 144A SR UNSEC 18.4% 10-16-28                                | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | USGA              | KZ        |    145000000 | PA      | $295563.10    | 0.00%             | 2028-10-16      | Fixed         | 18.40%                | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                                           | DEVELOPMENT BANK OF KAZA KZT REG S SR UNSEC 10.95% 05-06-26                                        | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | USGA              | KZ        |    500000000 | PA      | $969948.76    | 0.01%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| MTR CORPORATION CI LTD                                                       | MTR CORP CI LTD PRP REG S SUB (H) 5.625% 12-31-79/12-24-35                                         | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | HK        |      5000000 | PA      | $5272500.00   | 0.05%             | 2079-12-31      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       575000 | PA      | $614683.63    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 7.0% 12-01-31                                               | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       230000 | PA      | $245728.32    | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OESTERREICHISCHE KONTROLLBANK AG                                             | OESTERREICHISCHE KONTROLLBANK AG GBP REG S SR UNSEC (B) 4.5% 10-22-29                              | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |       600000 | PA      | $822456.01    | 0.01%             | 2029-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      7303000 | PA      | $7365075.50   | 0.07%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       609000 | PA      | $622150.14    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                 | PRYSMIAN SPA EUR REG S SR UNSEC (B) 3.875% 11-28-31                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3612929.12   | 0.04%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                                  | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |      1598000 | PA      | $1577866.80   | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP SA REG S SR UNSEC 3.75% 06-23-31                                                               | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | MA        |      3400000 | PA      | $3187064.80   | 0.03%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 5.75% 01-16-54                                           | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       205000 | PA      | $202942.62    | 0.00%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      4410000 | PA      | $5227793.47   | 0.05%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                                          | SWEDEN GOVERNMENT BOND SEK REG S 2.25% 05-11-35                                                    | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      1990000 | PA      | $207383.44    | 0.00%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24131400 | PA      | $23286945.79  | 0.24%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 05-31-29                                                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1450000 | PA      | $1491827.14   | 0.02%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 06-30-29                                                         | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       423600 | PA      | $432651.15    | 0.00%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                         | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13833500 | PA      | $13886989.99  | 0.14%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162257000 | PA      | $163492944.02 | 1.66%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       330000 | PA      | $353997.93    | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30                                              | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       365000 | PA      | $355682.28    | 0.00%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                             | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       400000 | PA      | $352737.20    | 0.00%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    124095000 | PA      | $126096280.07 | 1.28%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 07-31-32                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2700000 | PA      | $2715605.46   | 0.03%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                         | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1070000 | PA      | $1078526.62   | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       800000 | PA      | $774773.60    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       610000 | PA      | $547094.36    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       209000 | PA      | $170286.93    | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD REG S SR UNSEC 2.48% 01-28-32                                                 | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |       200000 | PA      | $179642.00    | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                         | BANK NEGARA INDONESIA PERSERO TBK PT PRP REG S SUB (H) 4.3% 12-31-79/03-24-27                      | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |     28770000 | PA      | $28154868.63  | 0.29%             | 2079-12-31      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.25% 07-17-34                                             | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1695000 | PA      | $1746963.62   | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVERNMENT BOND INR 7.18% 07-24-37                                                           | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    105790000 | PA      | $1206743.80   | 0.01%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.5% 01-31-47                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       505000 | PA      | $496879.10    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                                         | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7701300 | PA      | $7588143.26   | 0.08%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.875% 08-15-45                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       359200 | PA      | $363185.58    | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                                         | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176500000 | PA      | $176886940.95 | 1.80%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 08-31-30                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10002200 | PA      | $9968386.56   | 0.10%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                          | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4527000 | PA      | $4528338.63   | 0.05%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1752000 | PA      | $1745635.33   | 0.02%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 09-30-32                                                        | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       750000 | PA      | $748125.08    | 0.01%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                  | TREASURY CORP OF VICTORIA EUR REG S 3.625% 09-29-40                                                | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |     12420000 | PA      | $14318660.35  | 0.15%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 11-15-35                                                          | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68401800 | PA      | $67471959.61  | 0.68%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.5% 11-15-28                                                          | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       410000 | PA      | $409551.54    | 0.00%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 11-15-55                                                        | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1873300 | PA      | $1808612.70   | 0.02%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 11-15-45                                                        | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       179900 | PA      | $176020.92    | 0.00%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 6.588% 02-21-28                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       772000 | PA      | $794815.69    | 0.01%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.903% 02-21-48                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       259000 | PA      | $241364.17    | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | TRY FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2390.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $389780.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.5% 11-30-30                                                          | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       504900 | PA      | $499949.46    | 0.01%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                                        | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       597000 | PA      | $595859.55    | 0.01%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.75% 11-30-32                                                         | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       375600 | PA      | $371462.54    | 0.00%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.5% 12-15-28                                                          | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1980000 | PA      | $1977757.06   | 0.02%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                     | UNITED NATURAL FOODS INC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 05-01-31                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |       596662 | PA      | $601323.63    | 0.01%             | 2031-05-01      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                        | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+200) FRN 07-16-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116300 | PA      | $36843.98     | 0.00%             | 2026-07-16      | Variable      | 5.89%                 | No            |                  3 | On Loan: No      |
| VENATOR MATERIALS LLC                                                        | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+800)(FLR 1.00) FRN 07-16-26                           | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       116934 | PA      | $37044.84     | 0.00%             | 2026-07-16      | Variable      | 12.39%                | No            |                  3 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 05-30-30                                      | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |        74809 | PA      | $74655.50     | 0.00%             | 2030-05-30      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-19538.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1153.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                           | VOYAGER PARENT LLC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 07-01-32                                | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |       625000 | PA      | $626085.00    | 0.01%             | 2032-07-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                      | VERSANT MEDIA GROUP INC TL-B 1ST LIEN (TSFR3M + 350) (FLR 0.0) FRN 01-30-31                        | CUSIP: N/A<br>LEI: 254900D2Q5F5F229PU30       | Long             | LON              | CORP              | US        |       175000 | PA      | $175328.13    | 0.00%             | 2030-10-23      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 03-02-29                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |       259330 | PA      | $258987.84    | 0.00%             | 2029-03-02      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                       | X CORPORATION TL-B 1ST LIEN (TSFR3M+675)(FLR 0.5) FRN 10-26-29                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       243125 | PA      | $239295.78    | 0.00%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| X CORP                                                                       | X CORP TL-B3 1ST LIEN 9.5% 10-26-29                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       350000 | PA      | $349416.55    | 0.00%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                               | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3916000 | PA      | $3782147.20   | 0.04%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                          | BANK5 2023-5YR4 AS FRN 12-15-56                                                                    | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1412000 | PA      | $1506547.52   | 0.02%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                | BMARK 2024-V5 C FRN 01-10-57                                                                       | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       739000 | PA      | $760380.01    | 0.01%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                | BMARK 2024-V5 AM FRN 01-10-57                                                                      | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1244000 | PA      | $1297932.38   | 0.01%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                 | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                               | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5903000 | PA      | $6066123.50   | 0.06%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                | IRV 2025-200P C 144A FRN 03-14-47                                                                  | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       935143 | PA      | $951561.31    | 0.01%             | 2047-03-14      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                             | BANK5 2025-5YR14 AS FRN 04-15-58                                                                   | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3141000 | PA      | $3289525.33   | 0.03%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                              | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                                            | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |      1966984 | PA      | $1984440.94   | 0.02%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                 | BX 2025-VOLT A 144A FRN 12-15-44                                                                   | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18697000 | PA      | $18742620.68  | 0.19%             | 2044-12-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                 | BX 2025-VOLT D 144A FRN 12-15-44                                                                   | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10210000 | PA      | $10238863.67  | 0.10%             | 2044-12-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-ARIA                                                                 | BX 2025-ARIA A 144A FRN 12-13-42                                                                   | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20390000 | PA      | $20600914.16  | 0.21%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 08-15-52                                                          | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1843000 | PA      | $1323093.75   | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GVT THB BOND 3.45% 06-17-43                                                               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     79264000 | PA      | $2943794.34   | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 09-30-27                                                        | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14282500 | PA      | $14436229.69  | 0.15%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                            | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8128000 | PA      | $8381268.48   | 0.09%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                     | CAS 2023-R04 1M2 144A FRN 05-25-43                                                                 | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5185000 | PA      | $5440947.16   | 0.06%             | 2043-05-25      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY 31.08% 11-08-28                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     25900000 | PA      | $598725.55    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 01-31-26                                                         | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11091000 | PA      | $11093599.73  | 0.11%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                     | CAS 2023-R04 1M1 144A FRN 05-25-43                                                                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6603089 | PA      | $6730060.29   | 0.07%             | 2043-05-25      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8266 11-01-52                                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2473142 | PA      | $2425049.74   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                                        | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11698600 | PA      | $11776515.02  | 0.12%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27                                                  | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    516700000 | PA      | $5654148.79   | 0.06%             | 2027-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA4840 12-01-52                                                                      | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13561558 | PA      | $13297853.53  | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT2188 03-01-52                                                                      | CUSIP: 3140LQNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        40339 | PA      | $34208.69     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1260181 | PA      | $1302484.05   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS8317 07-01-54                                                                      | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       228663 | PA      | $240166.49    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                     | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 7.875% 10-15-33                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       755000 | PA      | $735585.18    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                        | NICKEL INDUSTRIES LTD 144A LIFE SR UNSEC 9.0% 09-30-30                                             | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      9315000 | PA      | $9669603.42   | 0.10%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8026020 | PA      | $8245467.05   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7649774 | PA      | $7859446.75   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.625% 11-15-32                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       150000 | PA      | $147526.65    | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S 2.0% 10-01-37                                                              | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     12573274 | PA      | $1905011.30   | 0.02%             | 2037-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2422764 | PA      | $2490831.63   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1495518 | PA      | $1536845.11   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 2.5% 10-01-47                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |      6527544 | PA      | $953848.30    | 0.01%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $302835.60    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                            | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       605000 | PA      | $608663.88    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       380000 | PA      | $381075.02    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                 | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                           | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     11090000 | PA      | $9704637.20   | 0.10%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |        55000 | PA      | $49661.98     | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       123000 | PA      | $118108.54    | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                            | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1037000 | PA      | $1030026.18   | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                              | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       935000 | PA      | $925258.24    | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8365000 | PA      | $9176177.61   | 0.09%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                    | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |       150000 | PA      | $11550.00     | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                          | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       500000 | PA      | $464945.50    | 0.00%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1190000 | PA      | $1359096.79   | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       707000 | PA      | $705382.38    | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | INTL BK RECON/DEV INR SR UNSEC 6.85% 04-24-28                                                      | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    207000000 | PA      | $2300948.87   | 0.02%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27                                                  | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    802400000 | PA      | $8962335.75   | 0.09%             | 2027-09-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTER-AMERICAN DEVELOPMENT BANK 7.35% 10-06-30                                                     | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |    186000000 | PA      | $2122831.26   | 0.02%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTER-AMERICAN DEVELOPMENT BANK 7.0% 04-18-33                                                      | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |    702000000 | PA      | $7947149.18   | 0.08%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8453 08-01-54                                                                      | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1009266 | PA      | $1024566.58   | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5414027 | PA      | $5497592.23   | 0.06%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       910234 | PA      | $923899.20    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2621792 | PA      | $2666218.30   | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD3512 08-01-53                                                                      | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       375319 | PA      | $386500.47    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ1797 06-01-54                                                                      | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       265609 | PA      | $276498.30    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                     | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10108.45     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ INC                                                                   | NASDAQ INC EUR SR UNSEC 4.5% 02-15-32                                                              | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      2730000 | PA      | $3398256.01   | 0.03%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5873 07-01-54                                                                      | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1262911 | PA      | $1301307.49   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS4736 05-01-53                                                                      | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        38335 | PA      | $39991.57     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ1015 03-01-54                                                                      | CUSIP: 3142GRDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        19014 | PA      | $19790.67     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 DB5480 06-01-54                                                                      | CUSIP: 3140AFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        10006 | PA      | $10415.40     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS8619 07-01-54                                                                      | CUSIP: 3140XQSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       783886 | PA      | $823321.69    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS8607 07-01-54                                                                      | CUSIP: 3140XQR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       613582 | PA      | $642500.63    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD5905 07-01-54                                                                      | CUSIP: 3132DTR28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       358642 | PA      | $375544.84    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ1986 07-01-54                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       856416 | PA      | $891560.23    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                        | VENATOR MATERIAL LLCL PIK TL 1ST LIEN (SOFR+1000) 15.32% 10-12-28                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192468 | PA      | $60973.77     | 0.00%             | 2028-10-12      | Variable      | 14.15%                | No            |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                 | AIMBRIDGE ACQUISITION CO INC TL 1ST LIEN FIRST OUT (TSFR1M+561.448)(FLR 1.00) FRN 03-11-30         | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |        36394 | PA      | $36393.99     | 0.00%             | 2030-03-11      | Variable      | 9.35%                 | No            |                  3 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1201624.12   | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                              | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       566000 | PA      | $614651.10    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7692 08-01-54                                                                      | CUSIP: 3140AHRN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1188916 | PA      | $1223776.96   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       411182 | PA      | $428040.16    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 11.5% 03-15-31                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       580000 | PA      | $650073.86    | 0.01%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       285000 | PA      | $299036.25    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                 | AIMBRIDGE ACQUISITION CO INC PIK TL 1ST LIEN SECOND OUT (TSFR1M+161.448)(FLR 1.00) FRN 03-11-30    | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |        34366 | PA      | $34366.43     | 0.00%             | 2030-03-11      | Variable      | 11.96%                | No            |                  3 | On Loan: No      |
| ALERA GROUP INTERMEDIATE HOLDINGS INC                                        | ALERA GROUP INTERMEDIATE HOLDINGS TL 2ND LIEN (TSFR3M+550) (FLR 0.5) FRN 05-30-33                  | CUSIP: N/A<br>LEI: 549300BPCKH0Q3R2H875       | Long             | LON              | CORP              | US        |       440000 | PA      | $449212.72    | 0.00%             | 2033-05-30      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.05% 10-01-54                                                  | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1095000 | PA      | $1047951.14   | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                               | PECO ENERGY CO SR SEC 1ST LIEN 4.88% 09-15-35                                                      | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      3230000 | PA      | $3262312.92   | 0.03%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                               | PECO ENERGY CO SR SEC 1ST LIEN 5.65% 09-15-55                                                      | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      1870000 | PA      | $1864447.97   | 0.02%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                  | PETROBRAS GLOBAL FINANCE BV SR UNSEC 5.125% 09-10-30                                               | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       750000 | PA      | $735885.00    | 0.01%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                          | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       800000 | PA      | $750004.00    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 4.875% 05-15-29                                  | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       320000 | PA      | $312722.56    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 MA5446 08-01-54                                                                      | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        12757 | PA      | $13260.72     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS6767 01-01-54                                                                      | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       696583 | PA      | $730415.09    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7820000 | PA      | $7585556.40   | 0.08%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT (2016) LTD                                    | STATE GRID OVERSEAS INVESTMENT BVI LTD EUR REG S SR UNSEC 2.125% 05-02-30                          | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |       800000 | PA      | $915096.28    | 0.01%             | 2030-05-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     22220000 | PA      | $22658022.86  | 0.23%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                             | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1411893.00   | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                      | BELRON FINANCE 2019 LLC TL-B 1ST LIEN (TSFR3M+225)(FLR 0.5) FRN 10-16-31                           | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       376207 | PA      | $378911.30    | 0.00%             | 2031-10-16      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC TL 1ST LIEN (TSFR3M+475)(FLR 2.0) FRN 12-17-29                                       | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |       620000 | PA      | $622092.50    | 0.01%             | 2029-12-17      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.848% 06-04-25/11-15-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4550.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.615% 07-25-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $11136.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.445% 07-25-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $11706.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.699% 08-01-25/08-01-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-41109.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       131000 | PA      | $144979.01    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ0326 11-01-53                                                                      | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       526401 | PA      | $548849.52    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1362677 | PA      | $1409112.04   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                           | CONNECT FINCO SARL TL-B 1ST LIEN (TSFR1M+450)(FLR 0.5) FRN 09-27-29                                | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |       581324 | PA      | $581384.51    | 0.01%             | 2029-09-27      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC HOLDINGS LLC TL-B 1ST LIEN (PRIME+150)(FLR 0.0) FRN 04-15-27                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       322434 | PA      | $282291.16    | 0.00%             | 2027-04-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       450000 | PA      | $488551.50    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1144000 | PA      | $1285716.43   | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.1% 06-22-35                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1275000 | PA      | $1469169.09   | 0.01%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                 | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      8228000 | PA      | $8463493.59   | 0.09%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP BILLITON FINANCE USA LTD SR UNSEC 5.3% 02-21-35                                                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      2320000 | PA      | $2396114.56   | 0.02%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     26699000 | PA      | $27825724.50  | 0.28%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 6.25% 08-15-55                                                           | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       211000 | PA      | $218844.35    | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC EUR REG S SUB 4.616% 03-26-37/32                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      8990000 | PA      | $10889352.75  | 0.11%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                | BLACKROCK INC EUR SR UNSEC 3.75% 07-18-35                                                          | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |      1980000 | PA      | $2357459.79   | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                               | 1261229 BC LTD 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-32                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2107000 | PA      | $2192896.07   | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.7% 08-01-25/08-01-27 LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-27628.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.479% 08-06-25/08-06-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-10506.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                       | DIAMOND SPORTS NET LLC PIK TL 1ST LIEN 15% 01-02-28                                                | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        34018 | PA      | $13323.62     | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                             | DENALI INTERMEDIATE HOLDINGS INC TL-REVOLVER (UNFUNDED) 0.0% 09-30-32                              | CUSIP: N/A<br>LEI: 2549003M8H6SW81O1D67       | Long             | LON              | CORP              | US        |        26151 | PA      | $26510.58     | 0.00%             | 2032-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC SR UNSEC 6.5% 05-15-32                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $2091435.15   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZILIAN GOVERNMENT INTERNATIONAL BOND 5.5% 11-06-30                                              | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2320000 | PA      | $2359672.00   | 0.02%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 5.25% 06-23-32                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2049794.00   | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 4.9% 06-23-30                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2029094.00   | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2052014.00   | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2082336.00   | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                  | BEACH ACQUISITION BIDCO LLC 144A LIFE SR UNSEC PIK 10.0% 07-15-33                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       375000 | PA      | $414237.38    | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4022000 | PA      | $4122316.72   | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC 144A LIFE SR UNSEC 5.625% 08-15-30                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       415000 | PA      | $423653.58    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC 144A LIFE SR UNSEC 6.0% 08-15-33                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |        95000 | PA      | $97581.06     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                               | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       767000 | PA      | $782863.09    | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1716000 | PA      | $1706961.83   | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                         | DENMARK GOVERNMENT BOND DKK 4.5% 11-15-39                                                          | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |       830000 | PA      | $153812.33    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO EUR SR UNSEC 1.125% 03-15-32                                                       | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9083482.79   | 0.09%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO EUR SR UNSEC 1.875% 03-15-40                                                       | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       500000 | PA      | $414014.73    | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       275513 | PA      | $282598.92    | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | ELEVANCE HEALTH INC SR UNSEC 5.7% 02-15-55                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1733000 | PA      | $1694407.82   | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      5103000 | PA      | $5108965.41   | 0.05%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                        | ELLUCIAN HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.5% 12-01-29                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |       375000 | PA      | $383306.63    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND 144A LIFE 9.45% 02-04-33                                       | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1435000 | PA      | $1650017.53   | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP EUR SR UNSEC 0.75% 03-01-29                                                           | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      5230000 | PA      | $5776129.19   | 0.06%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP EUR SR UNSEC 1.0% 12-03-31                                                            | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2495853.48   | 0.03%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                             | DENALI INTERMEDIATE HOLDINGS INC TL-REVOLVER (FUNDED)(TSR3M+550)(FLR 0.75) FRN 08-26-32            | CUSIP: N/A<br>LEI: 2549003M8H6SW81O1D67       | Long             | LON              | CORP              | US        |         8717 | PA      | $8836.86      | 0.00%             | 2032-08-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                             | DENALI INTERMEDIATE HOLDINGS INC TL 1ST LIEN (FUNDED) (TSFR1M+550)(FLR 0.75) FRN 08-26-32          | CUSIP: N/A<br>LEI: 2549003M8H6SW81O1D67       | Long             | LON              | CORP              | US        |       348677 | PA      | $353471.31    | 0.00%             | 2032-08-26      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.125% 07-01-30                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1019000 | PA      | $969820.00    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                     | SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       160000 | PA      | $150248.96    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 02-07-36/35                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      7480000 | PA      | $8776035.66   | 0.09%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                             | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3295000 | PA      | $3407596.74   | 0.03%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.497% 08-12-25/08-12-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-20560.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.4925% 08-19-25/08-19-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1084843.34  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                             | ELI LILLY & CO SR UNSEC 5.5% 02-12-55                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1282000 | PA      | $1284585.79   | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                  | EXELON CORP SUB (H) 6.5% 03-15-55/35                                                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       300000 | PA      | $312362.40    | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.493% 08-22-25/08-24-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-8009.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                    | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                                         | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |        26283 | NS      | $223409.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2103229 | PA      | $2174899.01   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1594149 | PA      | $1643102.49   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                            | STATE STREET CORP SR UNSEC 5.146% 02-28-36/35                                                      | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      2124000 | PA      | $2174614.92   | 0.02%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.75% 03-05-37                                   | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      2960000 | PA      | $3425101.70   | 0.03%             | 2037-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                                 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      1143000 | PA      | $1096733.65   | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                              | CIGNA GROUP SR UNSEC 5.25% 01-15-36                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $3922006.55   | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3426759 | PA      | $3535154.49   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3415751 | PA      | $3547434.67   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                              | CIGNA GROUP SR UNSEC 6.0% 01-15-56                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       575000 | PA      | $591697.43    | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       671000 | PA      | $694321.95    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      9565000 | PA      | $9724821.59   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 09-15-26                                                        | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3840000 | PA      | $3868725.12   | 0.04%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       700290 | PA      | $719490.86    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3464277 | PA      | $3582329.21   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1798177 | PA      | $1853395.50   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       202443 | PA      | $205491.73    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 11-30-30                                                        | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7800000 | PA      | $8026688.28   | 0.08%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 12-15-26                                                        | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4271300 | PA      | $4305337.14   | 0.04%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       417349 | PA      | $423761.64    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       274694 | PA      | $286205.75    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        79489 | PA      | $82922.98     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       180911 | PA      | $188766.98    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.125% 02-21-30                                                           | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1258895.75   | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.25% 02-21-33                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1227000 | PA      | $1263670.12   | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD/THE                                           | DAI-ICHI LIFE INSURANCE CO LTD PRP 144A LIFE SUB (H) 6.2% 12-31-79/01-16-35                        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $3146007.00   | 0.03%             | 2079-12-31      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.95% 03-15-55                                                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       750000 | PA      | $683147.25    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 6.75% 07-15-33                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       485000 | PA      | $503271.41    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                                | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2320000 | PA      | $2424258.48   | 0.02%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC EUR REG S SR UNSEC 4.0% 07-10-30                                   | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2663853.82   | 0.03%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 7.875% 05-15-32                                                         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       390000 | PA      | $406822.65    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       805000 | PA      | $867062.28    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.6% 06-18-31                                             | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       800000 | PA      | $834795.20    | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     13810000 | PA      | $14462978.23  | 0.15%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       455000 | PA      | $461742.65    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAPITAL INC                                     | GENTING NEW YORK LLC 144A LIFE SR UNSEC 7.25% 10-01-29                                             | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $615716.40    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                    | GARDA WORLD SECURITY CORP 144A LIFE SR UNSEC 8.375% 11-15-32                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       155000 | PA      | $158112.09    | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                   | GREAT CANADIAN GAMING CORP 144A LIFE SR SEC 1ST LIEN 8.75% 11-15-29                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |       715000 | PA      | $722739.16    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1043199.00   | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                           | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       194000 | PA      | $202105.32    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                            | GENERAL MOTORS CO SR UNSEC 5.625% 04-15-30                                                         | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       500000 | PA      | $521207.00    | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       640000 | PA      | $674716.80    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY MEDIA INC 144A LIFE SR SEC 2ND LIEN 9.625% 07-15-32                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       715000 | PA      | $742543.95    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                         | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      1388000 | PA      | $1409917.91   | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                         | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                                         | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      1179000 | PA      | $1189449.48   | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 4.939% 10-21-36/35                                                | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4876000 | PA      | $4842370.23   | 0.05%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A LIFE 8.6308% 01-13-36                                   | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $215042.60    | 0.00%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                             | GOHL CAPITAL LTD REG S SR UNSEC 4.25% 01-24-27                                                     | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |       600000 | PA      | $595053.60    | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                      | GENM CAPITAL LABUAN LTD REG S SR UNSEC 3.882% 04-19-31                                             | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |      1400000 | PA      | $1269353.40   | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                                   | GRIFOLS SA 144A LIFE SR UNSEC 4.75% 10-15-28                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $691838.00    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       625000 | PA      | $615457.50    | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                        | DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+526.161)(FLR 0.75) 9.10199% 08-02-27                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        32595 | PA      | $32694.02     | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                    | ENDO FINANCE HOLDING INC TL-B 1ST LIEN (TSFR3M+375)(FLR 0.5) FRN 04-23-31                          | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       559350 | PA      | $555854.06    | 0.01%             | 2031-04-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30                                                         | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       518000 | PA      | $547448.82    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                    | GC TREASURY CENTER CO LTD REG S SR UNSEC 2.98% 03-18-31                                            | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       200000 | PA      | $182040.60    | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.375% 07-18-38                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      1250000 | PA      | $1573118.32   | 0.02%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2801000 | PA      | $2944324.37   | 0.03%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                   | INTEL CORP SR UNSEC 5.6% 02-21-54                                                                  | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1309000 | PA      | $1209318.34   | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                            | IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32                      | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      4650000 | PA      | $4805240.25   | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2615335.00   | 0.03%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH SEA PLC                                                  | ITHACA ENERGY NORTH SEA PLC 144A LIFE SR UNSEC 8.125% 10-15-29                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |       225000 | PA      | $232997.18    | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | IRON MOUNTAIN INC 144A LIFE SR UNSEC 6.25% 01-15-33                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110991.87    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQVIA INC 144A LIFE SR UNSEC 6.25% 06-01-32                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       380000 | PA      | $397543.84    | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $514212.00    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                  | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                                | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1694000 | PA      | $1717195.94   | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29                                        | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |       148937 | PA      | $150053.55    | 0.00%             | 2029-09-13      | Variable      | 10.97%                | Yes           |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                      | FIRST STUDENT BIDCO INC TL-C 1ST LIEN (TSFR3M+250) (FLR 0.5) FRN 08-15-30                          | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |        64686 | PA      | $64929.07     | 0.00%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                  | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                               | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1850743.45   | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                  | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.0% 08-01-29                                | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       500000 | PA      | $494482.50    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                  | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 7.875% 09-30-32                              | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       400000 | PA      | $380042.80    | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.2% 03-15-31                                               | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     13950000 | PA      | $13964110.43  | 0.14%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                                | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |        36000 | PA      | $36075.46     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                            | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |       280000 | PA      | $263399.08    | 0.00%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                           | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                                | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |       865000 | PA      | $821530.29    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 4.375% 02-01-29                                               | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       175000 | PA      | $151642.93    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                   | INTEL CORP SR UNSEC 3.05% 08-12-51                                                                 | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5135000 | PA      | $3160058.46   | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                            | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32                 | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1270495.80   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32                                              | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      6100000 | PA      | $7918059.16   | 0.08%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1250000 | PA      | $1476621.25   | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW INC                                                               | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                                              | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |      4324000 | PA      | $3811688.16   | 0.04%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SUB 3.265% 02-18-36/31                                            | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       957000 | PA      | $886684.43    | 0.01%             | 2036-02-18      | Variable      | 3.27%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA EUR REG S SR NON PREF (B) 5.625% 03-08-33                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3967724.35   | 0.04%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQVIA INC 144A LIFE SR UNSEC 6.5% 05-15-30                                                         | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       200000 | PA      | $207636.20    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                       | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11890470.00  | 0.12%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3417000 | PA      | $3485924.31   | 0.04%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                        | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 7.125% 04-30-31                                        | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |        90000 | PA      | $94621.59     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5355000 | PA      | $5431469.40   | 0.06%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51                                       | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5801000 | PA      | $3542775.12   | 0.04%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC 144A LIFE SR UNSEC 1.5% 01-19-26                                                      | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       252000 | PA      | $251665.09    | 0.00%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.534% 11-29-45/44                                                    | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1909000 | PA      | $1939944.89   | 0.02%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC / TYCO FIRE & SECURITY FINANCE SCA        | JOHNSON CONTROLS INTERNATIONAL PLC EUR SR UNSEC 3.125% 12-11-33                                    | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2275332.93   | 0.02%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                            | JOHNSON & JOHNSON EUR SR UNSEC 3.35% 02-26-37                                                      | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2935683.04   | 0.03%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6983000 | PA      | $7329042.57   | 0.07%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                        | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $1206346.68   | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                               | JEFFERSON CAPITAL HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 05-15-30                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $73672.69     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       300000 | PA      | $306622.50    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.4325% 08-26-25/08-30-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-13041.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.057% 08-26-25/08-24-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $11059.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 4.6386% 08-27-25/08-27-45 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $8510.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT OPT RXG6P P @ 126.5 01-23-26                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         1028 | NC      | $-954.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRH6C C @ 96.8125 03-13-26                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          455 | NC      | $-25593.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRH6C C @ 96.625 03-13-26                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          455 | NC      | $45500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31                                                    | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       294000 | PA      | $266834.11    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 4.375% 06-18-30                                                           | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |       200000 | PA      | $197519.40    | 0.00%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 3.8% 01-08-26                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      1000000 | PA      | $999953.00    | 0.01%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                      | SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       620000 | PA      | $607508.86    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       606023 | PA      | $616172.58    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2890725 | PA      | $2959122.25   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                                   | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $361381.68    | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29                                          | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       860000 | PA      | $864424.70    | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY TELEVISION INC TL-B 1ST LIEN (TSFR3M+525)(FLR 0.0) FRN 06-04-29                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |         6800 | PA      | $6811.05      | 0.00%             | 2029-06-04      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD TL 1ST LIEN (TSFR3M+225)(FLR 0.00) FRN 06-20-30                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |       846807 | PA      | $852275.31    | 0.01%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2620278 | PA      | $2667515.86   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB9146 09-01-54                                                                      | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4078672 | PA      | $4157630.96   | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.6303% 10-15-25/10-15-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-58299.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       350000 | PA      | $350942.24    | 0.00%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY 17.3% 07-19-28                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     84460000 | PA      | $1509996.51   | 0.02%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 08-15-53                                                        | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300000 | PA      | $266108.31    | 0.00%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | CHILE GOVERNMENT INTERNATIONAL BOND 4.0% 01-31-52                                                  | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       335000 | PA      | $266475.75    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.75% 02-17-32                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     47600000 | PA      | $7223315.24   | 0.07%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | CHILE GOVERNMENT INTERNATIONAL BOND 4.34% 03-07-42                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       715000 | PA      | $637708.50    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.48% 04-15-27                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |       420000 | PA      | $60980.37     | 0.00%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 08-15-33                                                        | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38198000 | PA      | $37905548.47  | 0.38%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 08-31-28                                                        | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7970000 | PA      | $8139363.30   | 0.08%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK 6.0% 02-26-26                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    163430000 | PA      | $7983710.15   | 0.08%             | 2026-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28                                                         | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     60003000 | PA      | $44500057.40  | 0.45%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 13.25% 02-09-33                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   2400400000 | PA      | $640601.45    | 0.01%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-55                                                        | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $586969.51    | 0.01%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.88% 02-25-33                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     42140000 | PA      | $6503555.51   | 0.07%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 3.19% 04-15-53                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     57240000 | PA      | $9557539.68   | 0.10%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $978826.00    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                        | SAN MIGUEL GLOBAL POWER HOLDINGS CORP PRP REG S SR UNSEC (H) 5.45% 12-31-79/12-09-26               | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |      1230000 | PA      | $1207259.76   | 0.01%             | 2079-12-31      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 6.0% 04-01-33                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   7000000000 | PA      | $8108853.96   | 0.08%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK 4.9% 04-14-34                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     23470000 | PA      | $1175866.14   | 0.01%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 09-30-30                                                        | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2880000 | PA      | $2993716.22   | 0.03%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 11-15-33                                                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1053000 | PA      | $1088045.10   | 0.01%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 3.0% 10-15-53                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     13010000 | PA      | $2107194.97   | 0.02%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.67% 11-25-33                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     36000000 | PA      | $5486461.51   | 0.06%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.37% 01-15-29                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     12000000 | PA      | $1766141.25   | 0.02%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND REG S SF 7.625% 01-30-33                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       800000 | PA      | $866760.00    | 0.01%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.27% 05-25-34                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    269110000 | PA      | $39830082.24  | 0.40%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.47% 07-25-54                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      1710000 | PA      | $249840.61    | 0.00%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.33% 08-15-44                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     39000000 | PA      | $5578682.91   | 0.06%             | 2044-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                         | PROVINCE OF QUEBEC CANADA EUR REG S (B) 3.35% 07-23-39                                             | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      8290000 | PA      | $9386323.02   | 0.10%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                          | AXON ENTERPRISE INC CV SR UNSEC 0.5% 12-15-27                                                      | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        90000 | PA      | $226642.50    | 0.00%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC CV SR UNSEC 0.5% 06-01-26                                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150000.00    | 0.00%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUKE ENERGY CORP 4.125% 04-15-26                                                                   | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       230000 | PA      | $237187.50    | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 8.375% 04-15-39                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  43000000000 | PA      | $3013403.90   | 0.03%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVT EUR REG S 1.5% 05-15-50                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       795000 | PA      | $614317.89    | 0.01%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.45% 03-01-36                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      4680000 | PA      | $4539416.19   | 0.05%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 1/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-33934.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 1/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3963.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 1/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1579.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 1/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-40596.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 1/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-427.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $3026953.20   | 0.03%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2086700 | PA      | $2052135.69   | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                   | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1350919.63   | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GOVERNMENT BOND THB 4.0% 06-17-55                                                         | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     81000000 | PA      | $3419096.64   | 0.03%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       670000 | PA      | $671046.14    | 0.01%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3025300 | PA      | $2741445.78   | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 02-15-44                                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2498700 | PA      | $2421299.27   | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.875% 02-28-35                                       | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     68820000 | PA      | $4330195.13   | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 9.0% 01-31-40                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     37345600 | PA      | $2261273.82   | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GOVERNMENT BOND THB 3.35% 06-17-33                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     26000000 | PA      | $939980.62    | 0.01%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5190500 | PA      | $4510502.46   | 0.05%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                   | KASEYA INC TL 1ST LIEN (TSFR3M+300)(FLR 0.0) FRN 03-20-32                                          | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |       572125 | PA      | $573242.36    | 0.01%             | 2032-03-20      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                   | KASEYA INC TL 2ND LIEN (TSFR3M+500)(FLR 0.0) FRN 03-20-33                                          | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |       550000 | PA      | $539000.00    | 0.01%             | 2033-03-20      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 02-28-31                                                         | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1944234.28   | 0.02%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21645746 | PA      | $19471030.13  | 0.20%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/28/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $310.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 1/7/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $59330.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                                     | MI WINDOWS AND DOORS LLC TL-B3 1ST LIEN (TSFR3M+275)(FLR 0.0) FRN 03-28-31                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |       177754 | PA      | $178143.43    | 0.00%             | 2031-03-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC TL-B 1ST LIEN (TSFR3M+550) (FLR 0.75) FRN 10-30-28                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |       408796 | PA      | $174419.65    | 0.00%             | 2028-10-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 03-31-31                                                        | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1932843.21   | 0.02%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1547000 | PA      | $1566148.77   | 0.02%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 11-30-27                                                        | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5250000 | PA      | $5287656.15   | 0.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 12-31-29                                                        | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $2017140.40   | 0.02%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       383300 | PA      | $310971.83    | 0.00%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 02-15-43                                                        | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       160000 | PA      | $144200.85    | 0.00%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                        | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |          200 | PA      | $200.57       | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11170000 | PA      | $10036366.75  | 0.10%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 1/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-11049.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1912.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.75% 05-31-30                                                         | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11113600 | PA      | $11142718.74  | 0.11%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK EUR REG S SR UNSEC 1.5% 06-15-32                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      6160000 | PA      | $6700408.74   | 0.07%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7717.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-88912.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.625% 02-04-48                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $382377.65    | 0.00%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BK RECON & DEV 6.3% 10-26-27                                                              | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    215800000 | PA      | $2403849.89   | 0.02%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R01                                                                 | CAS 2025-R01 1A1 144A FRN 01-25-45                                                                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4071748 | PA      | $4073653.87   | 0.04%             | 2045-01-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                 | CAS 2025-R02 1A1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1507268 | PA      | $1510225.09   | 0.02%             | 2045-02-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                 | CAS 2025-R02 1M1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2611970 | PA      | $2616805.05   | 0.03%             | 2045-02-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                  | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                                  | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2657174 | PA      | $2650711.73   | 0.03%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                           | OSAIC HOLDINGS INC TL 1ST LIEN (TSFR3M+300)(FLR 0) FRN 07-30-32                                    | CUSIP: N/A<br>LEI: 549300XL60BDV6UW5C86       | Long             | LON              | CORP              | US        |       375000 | PA      | $377109.38    | 0.00%             | 2032-07-30      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                 | PERATON CORP TL-B 1ST LIEN (TSFR3M+385)(FLR 0.75) 02-01-28                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |       335000 | PA      | $311619.68    | 0.00%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.875% 04-30-26                                                        | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28654900 | PA      | $28776348.06  | 0.29%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 04-30-29                                                        | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54661900 | PA      | $56438307.89  | 0.57%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R04                                                                 | CAS 2025-R04 1M1 144A FRN 05-25-45                                                                 | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1705070 | PA      | $1709911.20   | 0.02%             | 2045-05-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                               | DURST 2025-151 A 144A FRN 08-10-42                                                                 | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5241000 | PA      | $5351705.64   | 0.05%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD8029 12-01-49                                                                      | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         8337 | PA      | $7113.81      | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCT UMBS 2.0 RB5111 05-01-41                                                                      | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17986401 | PA      | $15699664.13  | 0.16%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8213 05-01-52                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4429964 | PA      | $3934765.25   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8813546 | PA      | $7151557.82   | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153            | MULTI 3.82 01-25-33                                                                                | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12287500 | PA      | $11938166.38  | 0.12%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA4805 11-01-52                                                                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       847247 | PA      | $830684.62    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM9481 11-01-51                                                                      | CUSIP: 3140XDRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       428390 | PA      | $362636.56    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                  | STACR 2020-DNA5 B2 144A FRN 10-25-50                                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-CBDO         | CORP              | US        |      8870000 | PA      | $12301386.11  | 0.12%             | 2050-10-25      | Variable      | 15.70%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5038 06-01-53                                                                      | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       163533 | PA      | $163966.74    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       137660 | PA      | $137833.16    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       372186 | PA      | $372751.76    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5071 07-01-53                                                                      | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2620039 | PA      | $2624018.57   | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA4978 04-01-53                                                                      | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       257012 | PA      | $257468.21    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 FS5675 01-01-53                                                                      | CUSIP: 3140XMJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39673698 | PA      | $38914383.16  | 0.39%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 RA6114 02-01-52                                                                      | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3916193 | PA      | $3170624.48   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3983520 | PA      | $4102730.51   | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BV8055 09-01-52                                                                      | CUSIP: 3140MM5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20189987 | PA      | $19803611.06  | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12164093 | PA      | $12519771.12  | 0.13%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 CB4852 10-01-52                                                                      | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8680589 | PA      | $8511786.36   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD1883 06-01-52                                                                      | CUSIP: 3132DPCU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        43246 | PA      | $41228.07     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB5912 03-01-53                                                                      | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2714131 | PA      | $2813242.81   | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 BW9637 06-01-53                                                                      | CUSIP: 3140N2V73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13929826 | PA      | $13953994.72  | 0.14%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10153869 | PA      | $10453763.52  | 0.11%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       972586 | PA      | $989358.52    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1334269 | PA      | $1373415.33   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10640593 | PA      | $10941051.70  | 0.11%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12530572 | PA      | $12963690.95  | 0.13%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB8755 06-01-54                                                                      | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       613195 | PA      | $632337.87    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 RJ1855 06-01-54                                                                      | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1669120 | PA      | $1675100.04   | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1857 06-01-54                                                                      | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30586214 | PA      | $31237853.15  | 0.32%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4253440 | PA      | $4416856.81   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS7031 02-01-54                                                                      | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3157818 | PA      | $3273145.10   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32438500 | PA      | $33178574.65  | 0.34%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.5% 07-31-53                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       440000 | PA      | $272844.06    | 0.00%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS7503 02-01-54                                                                      | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1307267 | PA      | $1344410.13   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8180833 | PA      | $8404783.09   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8166906 | PA      | $8390475.22   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5303 04-01-54                                                                      | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2353335 | PA      | $2435369.62   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UK CONV GILT GBP REG S 1.0% 01-31-32                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     45590000 | PA      | $51335227.55  | 0.52%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.125% 10-22-73                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |        90000 | PA      | $39102.90     | 0.00%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                 | PERATON CORP TL-B 2ND LIEN (FUNDED) (TSR3M+7.85) (FLR 0.75) FRN 02-01-29                           | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |       310000 | PA      | $245804.27    | 0.00%             | 2029-02-01      | Variable      | 11.67%                | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                  | SURGERY CENTER HOLDINGS INC TL 1ST LIEN (TSFR1M+250) (FLR 0.0) FRN 12-19-30                        | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |        88653 | PA      | $89123.73     | 0.00%             | 2030-12-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                      | TALEN ENERGY SUPPLY LLC TL-B (TSFR3M+250)(FLR 0.5) FRN 05-17-30                                    | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |       420325 | PA      | $422514.05    | 0.00%             | 2030-05-17      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD8271 10-01-52                                                                      | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       456081 | PA      | $386928.72    | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BV0952 09-01-52                                                                      | CUSIP: 3140MEBW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1282191 | PA      | $1256357.06   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BW1215 10-01-52                                                                      | CUSIP: 3140MSK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3276730 | PA      | $3212670.07   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.6708% 11-10-25/11-10-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-12864.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8276 12-01-52                                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5371778 | PA      | $5382430.08   | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8287 01-01-53                                                                      | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1406476 | PA      | $1378834.24   | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BU2803 11-01-51                                                                      | CUSIP: 3140M4DH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       433752 | PA      | $367166.03    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA4785 10-01-52                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        48240 | PA      | $48415.02     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT8116 04-01-52                                                                      | CUSIP: 3140LXAS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        26446 | PA      | $22533.72     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.9837% 11-17-25/11-17-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $220431.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.6965% 11-17-25/11-17-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-47017.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.75% 10-12-45                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      6016000 | PA      | $6976474.15   | 0.07%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 2.78% 12-13-32                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     10056450 | PA      | $11725010.64  | 0.12%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-13879.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-25125.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.405% 06-25-24/01-04-27                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-6129732.57  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 1/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7842.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM EUR 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-37002.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD PUR FROM USD NDF 1/9/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $69042.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.5% 10-14-30                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      9809100 | PA      | $11463134.08  | 0.12%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 4.0% 10-12-55                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     14755000 | PA      | $17108117.86  | 0.17%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.625% 12-12-40                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     64260000 | PA      | $75280393.90  | 0.76%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 07-04-35                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      1355000 | PA      | $1179374.67   | 0.01%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK EUR REG S (B) 0.0% 01-14-31                                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      2020000 | PA      | $2083907.89   | 0.02%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 06-02-28                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     19680000 | PA      | $21936523.57  | 0.22%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 03-04-26                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      3590000 | PA      | $4206260.48   | 0.04%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-04-31                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      4680000 | PA      | $4752995.21   | 0.05%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 20YR FUT USH6 03-20-26                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1554 | NC      | $-2475100.94  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | UKG 10YR FUT G H6 03-27-26                                                                         | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |          451 | NC      | $747888.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 5YR FUT FVH6 03-31-26                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1558 | NC      | $-516329.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 2YR FUT TUH6 03-31-26                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         8668 | NC      | $-412286.36   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 2YR FUT CVH6 03-20-26                                                                       | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         2364 | NC      | $-492265.35   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 1/27/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8572.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-523766.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-414976.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD PUR FROM USD NDF 1/9/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3770.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-251704.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-35710.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2721.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $16522.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6480500 | PA      | $6610602.28   | 0.07%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4917756 | PA      | $5071593.53   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4394193.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $145715.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 3/18/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-31075.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD PUR FROM USD NDF 1/12/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1628.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32                                                 | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     19400000 | PA      | $19686057.78  | 0.20%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.9012% 09-17-25/09-17-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $33544.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD PUR FROM USD NDF 1/23/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7299.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 1/23/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $91825.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD PUR FROM USD NDF 1/23/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1452284.95  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 1/23/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $703185.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 3.99% 09-22-25/09-22-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $92527.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX HUF 6.1177% 09-23-25/09-23-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $5641.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | ECHOSTAR CORP CV SR UNSEC PIK 3.875% 11-30-30                                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       327922 | PA      | $1096079.29   | 0.01%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                    | HALOZYME THERAPEUTICS INC CV SR UNSEC 1.0% 08-15-28                                                | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       236000 | PA      | $313762.00    | 0.00%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                            | MARRIOTT VACATIONS WORLDWIDE CORP CV SR UNSEC 3.25% 12-15-27                                       | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |       236000 | PA      | $224790.00    | 0.00%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                      | MACOM TECHNOLOGY SOLUTIONS HOLDING CV SR UNSEC 0.25% 03-15-26                                      | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       203000 | PA      | $422250.15    | 0.00%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                                              | SPOTIFY USA INC CV SR UNSEC 0.0% 03-15-26                                                          | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |       235000 | PA      | $267312.50    | 0.00%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                           | SEAGATE HDD CAYMAN 3.5% 06-01-28                                                                   | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |        72000 | PA      | $242172.00    | 0.00%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                 | TERAWULF INC CV 1.0% 09-01-31                                                                      | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |       233000 | PA      | $275988.50    | 0.00%             | 2031-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                             | WELLTOWER OP LLC CV 144A SR UNSEC 2.75% 05-15-28                                                   | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       186000 | PA      | $364746.00    | 0.00%             | 2028-05-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                         | WESTERN DIGITAL CORPORATION SR UNSEC CV 3.0% 11-15-28                                              | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        56000 | PA      | $256832.80    | 0.00%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                                          | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       810000 | PA      | $763182.00    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                          | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 6.625% 04-01-30                                             | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       748000 | PA      | $478010.15    | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                             | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $104083.80    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD SALE TO USD NDF 1/9/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-618223.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 1/8/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $465004.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 4.08% 09-23-25/09-23-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $10950.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 4.095% 09-23-25/09-23-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3737.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                   | SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26                                                | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7197000 | PA      | $7154055.50   | 0.07%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FIBRA SOMA TRUST F/6185                                                      | FIBRA SOMA TRUST F REG S SR UNSEC 4.375% 07-22-31                                                  | CUSIP: N/A<br>LEI: 549300PN33H8IMG2PD83       | Long             | DBT              | CORP              | MX        |      2800000 | PA      | $2470076.00   | 0.03%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                                   | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       160000 | PA      | $156357.60    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       813000 | PA      | $816842.24    | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                                   | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1310355.72   | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      2336000 | PA      | $2374032.42   | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      7555000 | PA      | $7856550.27   | 0.08%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       754000 | PA      | $781239.76    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                     | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.7% 03-15-55                                             | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       475000 | PA      | $482220.00    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                           | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       465000 | PA      | $474611.55    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      1555000 | PA      | $1600141.65   | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                       | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR UNSEC 4.125% 09-03-30/29                       | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |      6800000 | PA      | $8234688.94   | 0.08%             | 2030-09-03      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                | FIRST CITIZENS BANCSHARES INC SR UNSEC 5.231% 03-12-31/30                                          | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      1421000 | PA      | $1444736.38   | 0.01%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                       | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       584000 | PA      | $568004.82    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                       | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       930000 | PA      | $886185.84    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                        | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |       830000 | PA      | $827599.64    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                                           | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      2187000 | PA      | $2075522.05   | 0.02%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3387000 | PA      | $3348347.56   | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       660000 | PA      | $643905.24    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27                                                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     21000000 | PA      | $21196770.00  | 0.22%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3600000 | PA      | $3806863.20   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                  | HEINEKEN NV EUR REG S SR UNSEC (B) 4.125% 03-23-35                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       970000 | PA      | $1182354.48   | 0.01%             | 2035-03-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.6% 03-30-28                                           | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1647137.60   | 0.02%             | 2028-03-30      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       198000 | PA      | $207995.04    | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                         | HEATHROW FUNDING LTD EUR REG S SR SEC 1ST LIEN 4.5% 07-11-35                                       | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1733628.25   | 0.02%             | 2035-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29                                           | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       853000 | PA      | $903940.31    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                                             | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        53000 | PA      | $54346.73     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     16134000 | PA      | $18417057.80  | 0.19%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-29                                           | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       975000 | PA      | $1000827.75   | 0.01%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31                                           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       234000 | PA      | $241798.52    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       650000 | PA      | $682616.35    | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1060000 | PA      | $1113424.00   | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 1/8/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-419008.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 1/5/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $6988.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1574000 | PA      | $1709626.86   | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 06-15-34                         | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       130000 | PA      | $132896.14    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-69432.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $34271.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                   | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                                        | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1228732.12   | 0.01%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | VOLKSWAGEN INTERNATIONAL FINANCE NV GBP REG S SR UNSEC (B) 3.375% 11-16-26                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $937972.49    | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 4.09% 09-23-25/09-23-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $589.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.9287% 09-24-25/09-24-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1619162.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       132000 | PA      | $116351.00    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.039% 09-02-25/09-02-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $12892.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.0545% 09-05-25/09-06-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $7393.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       495000 | PA      | $390240.18    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                      | TRAVELERS COS INC SR UNSEC 5.05% 07-24-35                                                          | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       383000 | PA      | $389513.30    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.944% 09-09-25/09-09-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $769769.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.2685% 09-09-25/09-09-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $667560.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                      | TRAVELERS COS INC SR UNSEC 5.7% 07-24-55                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       626000 | PA      | $639827.71    | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                    | TEXAS COMBINED TIRZ I LLC 144A LIFE 0.0% 12-07-62                                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        98165 | PA      | $98164.87     | 0.00%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.3075% 09-12-25/09-15-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2325.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.329% 09-23-25/09-23-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $811.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.7207% 09-26-25/09-26-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $20575.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.6963% 09-26-25/09-26-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-21791.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3184038.00   | 0.03%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2109.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 1/8/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-11276.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-333.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 1/5/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2669.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                 | BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28                                      | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |      1015855 | PA      | $1022313.19   | 0.01%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                           | BANCO SANTANDER SA GBP REG S SR NON PREF (B) 5.5% 06-11-29                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7600000 | PA      | $10592218.06  | 0.11%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 5.75% 07-09-34                               | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | USGA              | PL        |      2140000 | PA      | $2255752.60   | 0.02%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 6.25% 07-09-54                               | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | USGA              | PL        |      2310000 | PA      | $2404178.70   | 0.02%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                               | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2211000 | PA      | $2294929.56   | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1028000 | PA      | $1065405.84   | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.375% 05-01-33                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       134000 | PA      | $139481.00    | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                        | CONSTELLATION OIL SERVICES HOLDING SA 144A LIFE SR SEC 1ST LIEN SF 9.375% 11-07-29                 | CUSIP: 650921AA7<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |       780000 | PA      | $811980.00    | 0.01%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                   | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 5.0% 03-15-27                                        | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       670000 | PA      | $668953.46    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $248162.00    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                           | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1069000 | PA      | $1051804.07   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       443000 | PA      | $426750.32    | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       535000 | PA      | $536554.71    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10485000 | PA      | $6776581.32   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       941873 | PA      | $874422.65    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                      | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       300000 | PA      | $284143.80    | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1666000 | PA      | $1460247.33   | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 21 LTD                                            | CK HUTCHISON INTERNATIONAL 21 LTD REG S SR UNSEC 3.125% 04-15-41                                   | CUSIP: N/A<br>LEI: 254900E16YL0NL5TFN79       | Long             | DBT              | CORP              | KY        |       400000 | PA      | $307856.40    | 0.00%             | 2041-04-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       301000 | PA      | $270352.78    | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.5% 06-01-29                                | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24846.40     | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       340000 | PA      | $330944.10    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                                                | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1151730.45   | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 3.05413983% 11-21-25/11-21-55 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $65350.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.4018% 11-25-25/11-25-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-17173.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1859000 | PA      | $1650234.30   | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2252000 | PA      | $1916956.45   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EMBARQ LLC                                                                   | EMBARQ LLC SR UNSEC 7.995% 06-01-36                                                                | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       625000 | PA      | $259350.00    | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA GBP REG S SR UNSEC (B) 5.5% 03-27-37                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7829006.83   | 0.08%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP SR UNSEC 3.482% 03-19-30                                                          | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2935497.00   | 0.03%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 3.0% 07-15-50                                                                 | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      2889000 | PA      | $1851837.44   | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                      | ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30                                         | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | CN        |       200000 | PA      | $184985.00    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                      | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                      | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |     19880000 | PA      | $18509114.96  | 0.19%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 1/23/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-30072.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12043.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.4517% 11-25-25/11-25-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $10097.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.5708% 12-11-25/12-11-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1550.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1337000 | PA      | $1524820.42   | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.8% 02-15-36                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       974000 | PA      | $961471.44    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 3.469% 04-15-34                                                              | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3875000 | PA      | $3534635.50   | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                | BLACKSTONE REG FINANCE CO LLC SR UNSEC 4.95% 02-15-36                                              | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1713282.08   | 0.02%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.6048% 12-12-25/12-12-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1364.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IFS PAYFIX USD CPURNSA 2.12% 12-22-25/12-22-26 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $10051.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.9702% 12-22-25/12-22-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-6121.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.9208% 12-22-25/12-22-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-642.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 0.57520783% 04-09-21/04-09-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-879956.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 0.9221376% 04-09-21/04-09-41 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2788790.54  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 0.8738% 10-08-21/10-08-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-109638.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX GBP 1.2822% 01-28-22/01-28-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $36279.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 1.0469% 03-02-22/03-02-52 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-49980.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 2.2679% 07-14-22/07-14-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-67926.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 2.23% 07-14-22/07-14-42 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-106475.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX GBP 5.1013% 10-07-22/10-07-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-59961.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.4705% 02-10-23/02-10-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-281429.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $20743.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.4785% 10-04-23/10-04-28 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $15041.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 10.69660495% 10-11-23/01-04-27                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-274243.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 2/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3158.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD PUR FROM USD 1/5/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1453.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD REG S SR UNSEC 3.375% 05-12-26                       | CUSIP: N/A<br>LEI: 3003009YZ3S5V395NR77       | Long             | DBT              | CORP              | VG        |       500000 | PA      | $497100.50    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 8.0% 04-15-27                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       225000 | PA      | $228713.63    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $523.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2527.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      1508000 | PA      | $1606869.00   | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                | ENEL FINANCE INTERNATIONAL NV EUR REG S SR UNSEC (B) 4.0% 02-20-31                                 | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3270000 | PA      | $3989645.30   | 0.04%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                       | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       675000 | PA      | $702290.93    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       675000 | PA      | $684295.43    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       209000 | PA      | $225365.54    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                                                                     | ENGIE SA EUR REG S SR UNSEC (B) 3.875% 01-06-31                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $8260876.63   | 0.08%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      1695000 | PA      | $2150237.50   | 0.02%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                         | FIESTA PURCHASER INC 144A LIFE SR SEC 1ST LIEN 7.875% 03-01-31                                     | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       267000 | PA      | $279675.02    | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 4.445% 02-14-30                                              | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1444349.48   | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       850000 | PA      | $896123.55    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9968000 | PA      | $10188193.12  | 0.10%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       475000 | PA      | $482886.90    | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAPITAL FUNDING DAC                                              | BMS IRELAND CAPITAL FUNDING DAC EUR SR UNSEC 4.581% 11-10-55                                       | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      3508000 | PA      | $4029208.20   | 0.04%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAPITAL FUNDING DAC                                              | BMS IRELAND CAPITAL FUNDING DAC EUR SR UNSEC 4.289% 11-10-45                                       | CUSIP: 05594KAD8<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      1460000 | PA      | $1683380.69   | 0.02%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| FORD OTOMOTIV SANAYI AS                                                      | FORD OTOMOTIV SANAYI AS 144A LIFE SR UNSEC 7.125% 04-25-29                                         | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |      1785000 | PA      | $1853806.40   | 0.02%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2882000 | PA      | $2927397.26   | 0.03%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                         | FIESTA PURCHASER INC 144A LIFE SR UNSEC 9.625% 09-15-32                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       295000 | PA      | $309902.22    | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2037000 | PA      | $2089473.12   | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     17130000 | PA      | $17753120.88  | 0.18%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAPITAL FUNDING DAC                                              | BMS IRELAND CAPITAL FUNDING DAC EUR SR UNSEC 3.857% 11-10-38                                       | CUSIP: 05594KAC0<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      1920000 | PA      | $2221473.23   | 0.02%             | 2038-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                     | BAXTER INTERNATIONAL INC SR UNSEC 5.65% 12-15-35                                                   | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1503403.61   | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |       918000 | PA      | $378245.38    | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 2.7% 02-01-27                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       525000 | PA      | $517583.85    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 12-20-51                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6513600000 | PA      | $22501028.28  | 0.23%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1353400000 | PA      | $5093973.30   | 0.05%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 09-20-42                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4065000000 | PA      | $20302526.24  | 0.21%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 144A LIFE 7.25% 12-11-55                    | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       290000 | PA      | $287967.68    | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.75% 02-28-48                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    107020102 | PA      | $6215489.70   | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.25% 03-31-32                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     16951793 | PA      | $1048312.80   | 0.01%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 4.0% 10-31-54                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1960000 | PA      | $2260247.17   | 0.02%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP EUR REG S SR UNSEC 0.58% 08-08-29/28                                          | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      3140000 | PA      | $3491739.35   | 0.04%             | 2029-08-08      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       406000 | PA      | $381095.55    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1100000 | PA      | $1319141.91   | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 2.7% 01-31-30                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1800000 | PA      | $2127882.94   | 0.02%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-36794.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-54775.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/22/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-688.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/16/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $51455.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/27/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $17962.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-213.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/27/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-14451.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/26/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $66110.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO GBP 1/22/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $250592.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/28/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $185973.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/28/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-259782.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/29/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-21991.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/29/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $122942.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 3/18/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2042.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-168.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/30/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1216.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $137.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 2/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-11324.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 2/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-681.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/5/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $11187.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $101.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                                          | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1990.48      | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                              | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1127190.90   | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3267512 | PA      | $3333110.26   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2054680 | PA      | $2118822.63   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8872 07-01-54                                                                      | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1382901 | PA      | $1447555.57   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8725 06-01-54                                                                      | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       908830 | PA      | $948017.23    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                   | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     10480000 | PA      | $9950382.72   | 0.10%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                   | BANGKOK BANK PCL 144A LIFE SUB 3.733% 09-25-34/29                                                  | CUSIP: 059895AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       290000 | PA      | $275344.56    | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD PUR FROM EUR 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3933.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $892.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.625% 01-13-35                                      | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1580000 | PA      | $1677318.52   | 0.02%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 2.4% 05-31-28                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       710000 | PA      | $837019.50    | 0.01%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     21957000 | PA      | $8598580.77   | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.705% 05-01-40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2043406.00   | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3088180 | PA      | $3222213.63   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8876 07-01-54                                                                      | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       378962 | PA      | $395531.08    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3064.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD PUR FROM EUR 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5805.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.5% 01-31-41                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       860000 | PA      | $984921.09    | 0.01%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.2% 10-31-35                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2085000 | PA      | $2434428.82   | 0.02%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB8842 07-01-54                                                                      | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12814983 | PA      | $13072910.04  | 0.13%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.9305% 09-23-25/09-23-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2013853.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 3.0% 01-31-33                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       690000 | PA      | $812728.72    | 0.01%             | 2033-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GVT THB BOND 2.875% 06-17-46                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      8967000 | PA      | $310740.27    | 0.00%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.3395% 09-23-25/09-23-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-47553.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX EUR 1.9308% 09-24-25/09-24-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-271238.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.265% 10-16-25/10-15-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $11452.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.169% 10-21-25/05-15-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $7411.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.2905% 10-29-25/10-30-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $8729.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.563% 10-29-25/10-29-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $14224.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.5775% 10-31-25/10-24-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $11687.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.312% 10-31-25/11-06-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $7641.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.305% 10-31-25/01-02-35                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2775.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.678% 11-13-25/11-15-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $3776.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.404% 11-13-25/11-15-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1306.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.281% 11-25-25/12-24-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2189.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.28% 12-01-25/12-01-27 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $21819.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                      | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 4.85% 12-01-35                                             | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      2925000 | PA      | $2913519.38   | 0.03%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 5.625% 11-15-55                                                        | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      3870000 | PA      | $3717243.36   | 0.04%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO EUR 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12706.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-55493.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 7.0% 06-30-32                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    643700000 | PA      | $126520.73    | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT INTERNATIONAL BOND 6.0% 01-14-41                                                | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2240000 | PA      | $2026084.48   | 0.02%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 11-15-49                                                        | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       257900 | PA      | $166022.27    | 0.00%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 02-15-50                                                          | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20560300 | PA      | $12085257.99  | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.5% 02-15-30                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       240000 | PA      | $220492.66    | 0.00%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.625% 05-15-30                                                        | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17633700 | PA      | $15478683.76  | 0.16%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 05-15-50                                                         | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12110000 | PA      | $5813416.40   | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 08-15-40                                                        | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2473100 | PA      | $1556700.71   | 0.02%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-44596.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 1/5/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-244.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 5.5% 11-15-45                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1802000 | PA      | $1750866.45   | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 5.75% 11-15-65                                                         | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1853000 | PA      | $1769059.10   | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD PUR FROM USD 2/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $261.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GOVERNMENT BOND THB 1.585% 12-17-35                                                       | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     88000000 | PA      | $2791418.98   | 0.03%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GVT THB BOND 2.0% 06-17-42                                                                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     20009000 | PA      | $621875.21    | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 02-15-51                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1761900 | PA      | $987019.55    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 07-15-27                                                        | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1096000 | PA      | $1110567.92   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT INTERNATIONAL BOND 7.125% 07-17-32                                              | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      8960000 | PA      | $9488684.80   | 0.10%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1909165.98   | 0.02%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3369500 | PA      | $3320010.81   | 0.03%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       625700 | PA      | $567043.63    | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.375% 09-15-27                                                        | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1497282.75   | 0.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY 36.0% 08-12-26                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    143370000 | PA      | $3367858.90   | 0.03%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 10-31-31                                                        | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       768200 | PA      | $780323.12    | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 10-31-26                                                        | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19900000 | PA      | $19985896.36  | 0.20%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18228000 | PA      | $18542717.36  | 0.19%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11184800 | PA      | $11310630.12  | 0.11%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                        | MINERVA LUXEMBOURG SA REG S SR UNSEC 8.875% 09-13-33                                               | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |     13054000 | PA      | $14279927.25  | 0.14%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                           | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 4.0% 03-05-34                            | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      3340000 | PA      | $4016993.39   | 0.04%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1367300 | PA      | $1292313.58   | 0.01%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY FRN 06-16-27                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     53960000 | PA      | $1275393.04   | 0.01%             | 2027-06-16      | Variable      | 41.48%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 11-30-31                                                        | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2270000 | PA      | $2305169.79   | 0.02%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 11-30-29                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5919000 | PA      | $6021657.95   | 0.06%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 12-15-27                                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23326100 | PA      | $23554292.24  | 0.24%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $3021210.90   | 0.03%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                          | STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       205000 | PA      | $210785.72    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      4741000 | PA      | $4708064.27   | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1166800 | PA      | $1162445.15   | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41976463 | PA      | $39851417.12  | 0.40%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 5.0% 04-01-32                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      3050000 | PA      | $3119058.10   | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 4.85% 04-01-30                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      6075000 | PA      | $6206517.68   | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                  | TREASURY CORP OF VICTORIA AUD 5.5% 09-15-39                                                        | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |    139688000 | PA      | $91012386.62  | 0.92%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GOVERNMENT BOND THB 1.66% 03-17-30                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     20000000 | PA      | $646701.50    | 0.01%             | 2030-03-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12111000 | PA      | $11928097.26  | 0.12%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $5025606.00   | 0.05%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9100000 | PA      | $12382347.82  | 0.13%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 2.5% 07-22-65                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     22070000 | PA      | $16619303.15  | 0.17%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                      | CRC INSURANCE GROUP LLC TL 2ND LIEN (TSFR3M+475) (FLR 0.00) FRN 05-06-32                           | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       844737 | PA      | $857760.16    | 0.01%             | 2032-05-06      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                            | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                                | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5275000 | PA      | $5498443.73   | 0.06%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                 | CAS 2023-R05 1M1 144A FRN 06-25-43                                                                 | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3263665 | PA      | $3290142.95   | 0.03%             | 2043-06-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                 | CAS 2023-R05 1M2 144A FRN 06-25-43                                                                 | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1957000 | PA      | $2031671.29   | 0.02%             | 2043-06-25      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                    | CAS 2023-R06 1M1 144A FRN 07-25-43                                                                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4564343 | PA      | $4583271.25   | 0.05%             | 2043-07-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                      | CAS 2024-R01 1M2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1750000 | PA      | $1762643.75   | 0.02%             | 2044-01-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1188000 | PA      | $1197809.32   | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 6.25% 07-01-33                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       275000 | PA      | $281829.08    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP SR UNSEC 4.8% 05-15-30                                                              | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      4280000 | PA      | $4370286.60   | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP SR UNSEC 5.4% 05-15-35                                                              | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      2606000 | PA      | $2711248.52   | 0.03%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04                                                                 | CAS 2024-R04 1M2 144A FRN 05-25-44                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7323000 | PA      | $7355558.06   | 0.07%             | 2044-05-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 M1 144A FRN 08-25-34                                                                | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      4092000 | PA      | $4027178.63   | 0.04%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.244% 05-13-31/30                                       | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     10040000 | PA      | $10349151.68  | 0.11%             | 2031-05-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                           | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.8% 05-28-55                                                | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      1752000 | PA      | $1835505.58   | 0.02%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 A 144A FRN 08-25-34                                                                 | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |       598131 | PA      | $596596.92    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                | CFMT 2024-NR1 A1 144A 6.405% 11-25-29                                                              | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1104799 | PA      | $1106277.58   | 0.01%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.125% 07-15-30                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       265000 | PA      | $220034.80    | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                              | STANDARD BUILDING SOLUTIONS INC 144A LIFE SR UNSEC 6.25% 08-01-33                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       295000 | PA      | $301520.09    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS9189 05-01-52                                                                      | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8898574 | PA      | $7230847.35   | 0.07%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2192586 | PA      | $1861347.29   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FS7879 07-01-52                                                                      | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1427296 | PA      | $1210344.32   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QD3619 12-01-51                                                                      | CUSIP: 3133B1AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1109377 | PA      | $941189.55    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD3095 07-01-51                                                                      | CUSIP: 3132DQNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1220558 | PA      | $1033975.93   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       424418 | PA      | $359276.81    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8473 11-01-54                                                                      | CUSIP: 3132DWMW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          244 | PA      | $238.81       | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5530 11-01-54                                                                      | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11825183 | PA      | $11806558.37  | 0.12%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 RJ2851 11-01-54                                                                      | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2874750 | PA      | $2809211.60   | 0.03%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        85651 | PA      | $86914.24     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                  | FARM 2024-2 B 144A FRN 08-01-54                                                                    | CUSIP: 307910AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2185378 | PA      | $1985131.54   | 0.02%             | 2054-08-01      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD8484 11-01-54                                                                      | CUSIP: 3132DWM91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6465917 | PA      | $6138722.56   | 0.06%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD8487 12-01-54                                                                      | CUSIP: 3132DWNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3292794 | PA      | $3126169.11   | 0.03%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5550 12-01-54                                                                      | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       879397 | PA      | $834896.51    | 0.01%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                          | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                                        | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2069000 | PA      | $2106763.39   | 0.02%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                          | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4042056.00   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD5910 02-01-54                                                                      | CUSIP: 3132DTR77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1950716 | PA      | $1863208.95   | 0.02%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5552 12-01-54                                                                      | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       347152 | PA      | $346480.11    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                               | FMBT 2024-FBLU A 144A FRN 12-15-39                                                                 | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3404000 | PA      | $3415696.14   | 0.03%             | 2039-12-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5531 11-01-54                                                                      | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       776269 | PA      | $787799.48    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                      | SIMON PROPERTY GROUP LP SR UNSEC 5.125% 10-01-35                                                   | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      3452000 | PA      | $3505799.42   | 0.04%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP PRP 144A LIFE SUB (H) 7.875% 12-31-79/09-18-30                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       405000 | PA      | $416356.20    | 0.00%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5583 01-01-55                                                                      | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6266937 | PA      | $5949805.23   | 0.06%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       130089 | PA      | $132035.04    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DC6842 12-01-54                                                                      | CUSIP: 3140AUS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       187614 | PA      | $190381.40    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 MA5472 09-01-54                                                                      | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        44149 | PA      | $45891.90     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8475 11-01-54                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6511479 | PA      | $6607529.87   | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                        | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11573000 | PA      | $12012588.83  | 0.12%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                | HHT 2025-MAUI A 144A FRN 03-15-42                                                                  | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6369000 | PA      | $6383094.60   | 0.06%             | 2042-03-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                           | TOWN 2025-STAY A 144A FRN 03-15-42                                                                 | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21959000 | PA      | $22013612.03  | 0.22%             | 2042-03-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       145000 | PA      | $145055.39    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       140000 | PA      | $141098.58    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 0.0% 09-30-27                                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       210000 | PA      | $190030.26    | 0.00%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                              | SOLSTICE ADVANCED MATERIALS INC 144A LIFE SR UNSEC 5.62% 09-30-33                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       350000 | PA      | $353294.90    | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                  | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 5.25% 10-15-28                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       625000 | PA      | $631910.63    | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.0% 08-01-27                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       200000 | PA      | $201175.00    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       210000 | PA      | $204343.65    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       375000 | PA      | $347206.13    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       485000 | PA      | $313439.98    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30                                                    | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       576000 | PA      | $549952.70    | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     25900000 | PA      | $28753411.06  | 0.29%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DUA CAPITAL LTD                                                              | DUA CAPITAL LTD SUKUK REG S SR UNSEC 2.78% 05-11-31                                                | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      3500000 | PA      | $3234122.50   | 0.03%             | 2031-05-11      | Fixed         | 2.78%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                        | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       384000 | PA      | $386469.12    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                    | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10009000 | PA      | $9849216.32   | 0.10%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                      | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       765000 | PA      | $777936.92    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $58508.51     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                        | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3555000 | PA      | $3702123.68   | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 7.146% 07-13-27/26                                                    | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       714000 | PA      | $725024.87    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1601194.50   | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DEXIA SA                                                                     | DEXIA SA GBP REG S SR UNSEC (B) 4.125% 07-22-27                                                    | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2969362.93   | 0.03%             | 2027-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                    | ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1206337.74   | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                       | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       250000 | PA      | $264380.50    | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     14468000 | PA      | $18079291.52  | 0.18%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                            | EATON CAPITAL ULC EUR REG S SR UNSEC 3.802% 05-21-36                                               | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3540527.40   | 0.04%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       150000 | PA      | $152815.50    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                          | EQUINIX EUROPE 2 FINANCING CORP LLC EUR SR UNSEC 3.65% 09-03-33                                    | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1828700.10   | 0.02%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                             | ERP OPERATING LP SR UNSEC 4.65% 09-15-34                                                           | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       778000 | PA      | $771656.19    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       297000 | PA      | $358831.10    | 0.00%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      2174173 | PA      | $2405898.53   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1026234.00   | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.25% 01-15-33                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       200000 | PA      | $204068.00    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                     | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      4765000 | PA      | $4863792.75   | 0.05%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       810000 | PA      | $807312.42    | 0.01%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD 1.5% 06-21-31                                                        | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     20000000 | PA      | $11514990.81  | 0.12%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD 1.25% 05-21-32                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      2800000 | PA      | $1540064.95   | 0.02%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                          | MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 5.625% 08-10-37                                       | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $198481.00    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                                | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       998000 | PA      | $967292.54    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                | MEDTRONIC GLOBAL HOLDINGS SCA EUR SR UNSEC 1.0% 07-02-31                                           | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      7720000 | PA      | $8110482.39   | 0.08%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                    | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.625% 07-17-27                                       | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | HK        |      2607000 | PA      | $2607672.61   | 0.03%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP SR UNSEC 4.625% 08-01-29                                              | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       155000 | PA      | $129983.78    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                     | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |       770000 | PA      | $763170.10    | 0.01%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       101000 | PA      | $92336.93     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       490000 | PA      | $482241.34    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.5% 05-31-29                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       508800 | PA      | $2850704.05   | 0.03%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                      | MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30                                                          | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |       315000 | PA      | $293874.84    | 0.00%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.75% 03-20-51                         | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        80000 | PA      | $48261.42     | 0.00%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.85% 06-30-20                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        50000 | PA      | $17643.28     | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                                         | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5386000 | PA      | $5339594.22   | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       445000 | PA      | $447668.22    | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27                   | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1470511.50   | 0.01%             | 2027-01-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                | MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.75% 04-06-27                                          | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |       500000 | PA      | $496983.00    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     10209000 | PA      | $10147398.89  | 0.10%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       661000 | PA      | $676219.53    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                          | MINEJESA CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 5.625% 08-10-37                                   | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $297721.50    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                  | METLIFE INC SR UNSEC 5.0% 07-15-52                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       230000 | PA      | $210429.30    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP EUR REG S SR UNSEC 4.0% 03-07-30                                                   | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1342864.61   | 0.01%             | 2030-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                  | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |       625000 | PA      | $632948.75    | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       195000 | PA      | $203492.45    | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.905% 05-14-35/34                                       | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      6796000 | PA      | $7178111.90   | 0.07%             | 2035-05-14      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       827000 | PA      | $832131.54    | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 8.875% 06-15-32                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       525000 | PA      | $518334.08    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                              | SEALED AIR CORP 144A LIFE SR UNSEC 6.5% 07-15-32                                                   | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       790000 | PA      | $821491.77    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVESTMENTS BV                                              | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |      4125000 | PA      | $4214644.50   | 0.04%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                | SUMMIT MIDSTREAM HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 10-31-29                            | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       370000 | PA      | $383903.86    | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                          | SHIFT4 PAYMENTS LLC 144A LIFE SR UNSEC 6.75% 08-15-32                                              | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |       365000 | PA      | $377076.76    | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                              | SOUTHERN CO SR UNSEC 4.85% 03-15-35                                                                | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      2019000 | PA      | $1995145.52   | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                        | SAN MIGUEL GLOBAL POWER HOLDINGS CORP PRP REG S SR UNSEC (H) 8.75% 12-31-79/09-12-29               | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |      5600000 | PA      | $5760944.00   | 0.06%             | 2079-12-31      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                | SERVICE CORP INTERNATIONAL SR UNSEC 5.75% 10-15-32                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       225000 | PA      | $229272.75    | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                         | SATURN OIL & GAS INC 144A LIFE SR SEC 1ST LIEN SF 9.625% 06-15-29                                  | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |       295000 | PA      | $291059.39    | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3710000 | PA      | $3763509.33   | 0.04%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2900025.00   | 0.03%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.545% 01-21-29/28                                       | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3080745.00   | 0.03%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                           | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 3.875% 08-04-35                          | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      5302000 | PA      | $6218517.14   | 0.06%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP SR UNSEC 4.85% 02-10-30                                                               | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      3191000 | PA      | $3277744.14   | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP SR UNSEC 5.2% 02-10-35                                                                | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2773564.20   | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                     | SNAP INC 144A LIFE SR UNSEC 6.875% 03-01-33                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       520000 | PA      | $539258.20    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                             | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 0.75% 07-09-30                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2589146 | PA      | $2207246.62   | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 1.75% 06-21-51                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |       884000 | PA      | $302171.84    | 0.00%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.291% 08-14-43                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     62296000 | PA      | $16211083.29  | 0.16%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.457% 03-31-53                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3500000 | PA      | $934349.93    | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3120000 | PA      | $2981940.00   | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                                           | AMERICAN MEDICAL SYSTEMS EUROPE BV EUR SR UNSEC 3.25% 03-08-34                                     | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      3020000 | PA      | $3482884.83   | 0.04%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                          | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.125% 03-15-30                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       355000 | PA      | $367369.62    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                          | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.25% 03-15-33                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       775000 | PA      | $809481.30    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 3.6% 06-01-33                                                                | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2760054.69   | 0.03%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.45% 05-07-35                                           | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      2749000 | PA      | $2864694.41   | 0.03%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.85% 05-07-30                                           | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1025579.00   | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                 | AEP TRANSMISSION CO LLC SR UNSEC 5.375% 06-15-35                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       275000 | PA      | $284338.73    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                           | ATHENE HOLDING LTD SR UNSEC 6.625% 05-19-55                                                        | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3057774.00   | 0.03%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                               | ALBION FINANCING 1 SARL 144A LIFE SR UNSEC 7.0% 05-21-30                                           | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       200000 | PA      | $209551.20    | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                                                 | AMPRION GMBH EUR REG S SR UNSEC (B) 3.88% 06-05-36                                                 | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      6100000 | PA      | $7156604.88   | 0.07%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                        | AECOM 144A LIFE SR UNSEC 6.0% 08-01-33                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35890.05     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                             | AMERITEX HOLDCO INTERMEDIATE LLC 144A LIFE 7.625% 08-15-33                                         | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       225000 | PA      | $237550.28    | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                        | ATHENE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.543% 08-22-35                                       | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1361000 | PA      | $1366235.77   | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 5.62% 11-26-54                                                  | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       200000 | PA      | $202952.40    | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 5.25% 05-26-35                                                  | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       395000 | PA      | $411860.97    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                    | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 6.5% 04-15-32                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       825012 | PA      | $791423.29    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN WHEN ISSUED GOVERNMENT BOND CAD 3.0% 02-01-27                                             | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2199118.36   | 0.02%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 1.49% 12-25-31                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    265000000 | PA      | $37464917.04  | 0.38%             | 2031-12-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 1.92% 01-15-55                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    198520000 | PA      | $26229417.54  | 0.27%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 06-02-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     39525000 | PA      | $753433.50    | 0.01%             | 2026-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC        | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.5% 03-31-31                                                | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       405000 | PA      | $409776.17    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC        | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.75% 03-31-34                                               | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       375000 | PA      | $376985.63    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 05-26-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    126775000 | PA      | $2427440.92   | 0.02%             | 2026-05-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 05-05-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     38525000 | PA      | $747678.99    | 0.01%             | 2026-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVERNMENT BOND EUR REG S 0.2% 05-15-27                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |        30000 | PA      | $34408.09     | 0.00%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.25% 03-15-28                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      9370000 | PA      | $10538939.06  | 0.11%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                | AMPHENOL CORP SR UNSEC 4.4% 02-15-33                                                               | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2474480.00   | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                | AMPHENOL CORP SR UNSEC 4.125% 11-15-30                                                             | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3482783.50   | 0.04%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                  | ACUSHNET CO 144A LIFE SR UNSEC 5.625% 12-01-33                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |        60000 | PA      | $60824.16     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | AMAZON.COM INC SR UNSEC 5.45% 11-20-55                                                             | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       837000 | PA      | $817524.68    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | AMAZON.COM INC SR UNSEC 4.65% 11-20-35                                                             | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       554000 | PA      | $551976.24    | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | AMAZON.COM INC SR UNSEC 4.35% 03-20-33                                                             | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      5094000 | PA      | $5078891.20   | 0.05%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 4.5% 05-15-35                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1406000 | PA      | $1352169.88   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 3.15% 09-04-36                                                               | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       965000 | PA      | $1054954.29   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 4.2% 12-06-47                                                   | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       500000 | PA      | $414929.00    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1609097.52   | 0.02%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                            | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2279000 | PA      | $2267431.80   | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1604258.73   | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                    | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 8.25% 06-15-29                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       600000 | PA      | $627966.60    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       135000 | PA      | $128197.62    | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD                | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |      1925000 | PA      | $1959759.73   | 0.02%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                 | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                           | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      2765000 | PA      | $2900089.61   | 0.03%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA EUR REG S SUB (B) 4.375% 08-08-36/31                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     11300000 | PA      | $13669693.63  | 0.14%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2231000 | PA      | $2278283.81   | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO SR UNSEC 5.2% 01-14-55                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       443000 | PA      | $427421.46    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO EUR SR UNSEC 3.375% 08-15-37                                                          | CUSIP: 191216DW7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1630159.27   | 0.02%             | 2037-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                    | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1930000 | PA      | $2049638.77   | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 6.0% 10-15-32                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       140000 | PA      | $136249.26    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | USD P JPY C FX OPT @ 147 02-18-26                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    105391903 | PA      | $109372.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD                                                                        | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |         2603 | NS      | $726028.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                                      | AUS GB 3YR FUT YMH6 03-16-26                                                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |         2284 | NC      | $111763.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/5/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9930.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6144.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2971321.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM EUR 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $61813.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $115764.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CLP FWD SALE TO USD NDF 3/18/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-100254.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2968604.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $197637.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $52644.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD4977 11-01-53                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16517272 | PA      | $16538116.89  | 0.17%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2197122 | PA      | $2287191.09   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5296 03-01-54                                                                      | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       418854 | PA      | $425289.37    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       510935 | PA      | $434233.03    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD8480 09-01-54                                                                      | CUSIP: 3132DWM59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       324841 | PA      | $308403.32    | 0.00%             | 2054-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FS5294 07-01-52                                                                      | CUSIP: 3140XL3C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       661370 | PA      | $559845.66    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QX0310 11-01-54                                                                      | CUSIP: 31425UKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2798220 | PA      | $2839499.18   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QX0622 11-01-54                                                                      | CUSIP: 31425UVQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        33032 | PA      | $33519.06     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       152380 | PA      | $151608.53    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        97479 | PA      | $96870.91     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       244157 | PA      | $250832.81    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5587 01-01-55                                                                      | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       472961 | PA      | $485893.65    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA5612 02-01-55                                                                      | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        89922 | PA      | $87857.12     | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 RJ3264 02-01-55                                                                      | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1743286 | PA      | $1703248.20   | 0.02%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1972935 | PA      | $2026964.21   | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8516 03-01-55                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        65181 | PA      | $66968.82     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3588049 | PA      | $3686125.19   | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2364850 | PA      | $2429732.23   | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8491 12-01-54                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6495667 | PA      | $6485273.51   | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       494319 | PA      | $507931.85    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8525 04-01-55                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1912039 | PA      | $1964596.79   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        67580 | PA      | $69427.96     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.0 MA9240 10-20-53                                                                           | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32236613 | PA      | $32366139.74  | 0.33%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                               | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6031657 | PA      | $6098849.20   | 0.06%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                 | HTL 2024-T53 A 144A FRN 05-10-39                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2541000 | PA      | $2573440.95   | 0.03%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                 | HY 2025-SPRL A 144A FRN 01-13-40                                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19089000 | PA      | $19807490.87  | 0.20%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                 | KSL 2024-HT2 A 144A FRN 12-15-39                                                                   | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8707097 | PA      | $8716439.47   | 0.09%             | 2039-12-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                 | MCAS 2023-01 M7 144A FRN 11-25-53                                                                  | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |      1365730 | PA      | $1408977.16   | 0.01%             | 2053-11-25      | Variable      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                 | MCAS 2024-01 M7 144A FRN 07-25-54                                                                  | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      4131235 | PA      | $4189328.91   | 0.04%             | 2054-07-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 2.15% 03-01-72                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        60000 | PA      | $41815.66     | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY 0.57% 05-27-26                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    700000000 | PA      | $4456882.66   | 0.05%             | 2026-05-27      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                               | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4141007 | PA      | $4176454.09   | 0.04%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                 | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2243843 | PA      | $2256215.81   | 0.02%             | 2055-05-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                 | MCAS 2025-01 M2 144A FRN 05-25-55                                                                  | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2011000 | PA      | $2020101.79   | 0.02%             | 2055-05-25      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                       | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                                             | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |       877555 | PA      | $880401.03    | 0.01%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     12975000 | PA      | $13333394.32  | 0.14%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 1.5% 10-01-40                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     80281851 | PA      | $11499442.16  | 0.12%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 0.5% 10-01-43                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    201211578 | PA      | $26018697.60  | 0.26%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.7% 04-20-71                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       200000 | PA      | $81064.12     | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.9% 02-20-32                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      1238000 | PA      | $1302674.58   | 0.01%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-53                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     66598275 | PA      | $8073945.18   | 0.08%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-50                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     47587508 | PA      | $5832373.92   | 0.06%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.75% 04-14-32                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       780000 | PA      | $760975.02    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.0% 11-21-33                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      4849000 | PA      | $2898823.39   | 0.03%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $15702.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $586384.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 7.125% 06-15-42                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  16300000000 | PA      | $1037156.05   | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.375% 04-15-32                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  28868000000 | PA      | $1768475.32   | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3268256 | PA      | $3056316.56   | 0.03%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NZES 2025-FHT1                                                               | NZES 2025-FHT1 A 144A 6.545% 03-25-32                                                              | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2518174 | PA      | $2547656.41   | 0.03%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |      4047047 | PA      | $4084705.17   | 0.04%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                         | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8161288 | PA      | $8259460.09   | 0.08%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.5% 12-01-32                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        90000 | PA      | $101966.80    | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 7.0% 02-15-33                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 258118000000 | PA      | $16304714.24  | 0.17%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     36250000 | PA      | $22716243.71  | 0.23%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 2.8% 03-01-67                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        90000 | PA      | $75190.89     | 0.00%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |      8225212 | PA      | $8298621.52   | 0.08%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |     13211813 | PA      | $13351568.05  | 0.14%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 7.125% 06-15-38                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  20274000000 | PA      | $1297314.72   | 0.01%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVT EUR REG S 3.00% 10-18-43                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      6740000 | PA      | $7424820.76   | 0.08%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                               | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       184000 | PA      | $175513.92    | 0.00%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                               | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1953730 | PA      | $1893944.26   | 0.02%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.15% 06-22-66                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |        70000 | PA      | $47951.85     | 0.00%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 2.7% 10-31-48                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      5875000 | PA      | $5638797.06   | 0.06%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 3/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $507962.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD SALE TO USD NDF 3/18/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-253281.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.45% 09-01-43                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      2040000 | PA      | $2515667.35   | 0.03%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVT INR 7.3% 06-19-53                                                                       | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    510030000 | PA      | $5691605.08   | 0.06%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                       | REALKREDIT DKK SR SEC REG S SF COVERED 1.0% 10-01-53                                               | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | ABS-CBDO         | CORP              | DK        |     18192971 | PA      | $2207668.00   | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                  | STACR 2020-DNA4 B2 144A FRN 08-25-50                                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $5339172.00   | 0.05%             | 2050-08-25      | Variable      | 13.99%                | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 0.1% 06-22-30                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       585000 | PA      | $615080.54    | 0.01%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        77885 | PA      | $12490448.61  | 0.13%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.625% 02-15-34                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 160502000000 | PA      | $9962135.35   | 0.10%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     10813000 | PA      | $13545455.03  | 0.14%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                | STACR 2020-DNA2 B2 144A FRN 02-25-50                                                               | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1104234.00   | 0.01%             | 2050-02-25      | Variable      | 8.79%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                  | STACR 2020-DNA6 B2 144A FRN 12-25-50                                                               | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-CBDO         | CORP              | US        |      6455000 | PA      | $7453414.22   | 0.08%             | 2050-12-25      | Variable      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       168660 | PA      | $26797574.51  | 0.27%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR REG S 144A 0.65% 06-22-71                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |        60000 | PA      | $20597.26     | 0.00%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 8.375% 03-15-34                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     29000000 | PA      | $1985.34      | 0.00%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.875% 04-15-29                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  40000000000 | PA      | $2503282.76   | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.5% 02-15-31                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       650000 | PA      | $788228.68    | 0.01%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      3840000 | PA      | $4372890.26   | 0.04%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.35% 07-01-29                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      3080000 | PA      | $3714638.17   | 0.04%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVERNMENT BOND INR 7.06% 10-10-46                                                           | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    231870000 | PA      | $2537525.55   | 0.03%             | 2046-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.75% 07-15-35                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   7869000000 | PA      | $496494.97    | 0.01%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.3% 10-01-54                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     34280000 | PA      | $39986693.35  | 0.41%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-33                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        20000 | PA      | $3075991.06   | 0.03%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 0.35% 06-22-32                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       465000 | PA      | $464522.40    | 0.00%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.15% 11-15-31                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       130000 | PA      | $154418.34    | 0.00%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 3.65% 08-01-35                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     26990000 | PA      | $32220976.32  | 0.33%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-26                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       756229 | PA      | $137928083.93 | 1.40%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       170000 | PA      | $198932.52    | 0.00%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.1% 04-30-46                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       710000 | PA      | $832346.07    | 0.01%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                               | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.625% 04-13-34                                         | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    222720000 | PA      | $21396454.10  | 0.22%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        12461 | PA      | $2031253.21   | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        12461 | PA      | $1948176.16   | 0.02%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                 | NEW ZEALAND GOVERNMENT BOND NZD 5.0% 05-15-54                                                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       192000 | PA      | $107997.95    | 0.00%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                 | NEW ZEALAND GOVERNMENT BOND NZD 4.5% 05-15-35                                                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       654000 | PA      | $379456.05    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-35                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       373700 | PA      | $55917474.85  | 0.57%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-30                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        27800 | PA      | $3079313.58   | 0.03%             | 2030-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                 | NEW ZEALAND GOVERNMENT BOND NZD 4.25% 05-15-36                                                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     22075000 | PA      | $12445752.00  | 0.13%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                               | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.75% 06-12-35                                          | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     87140000 | PA      | $8380974.78   | 0.09%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND REG S 5.0% 03-05-37                                         | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       824000 | PA      | $823411.66    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR REG S 4.125% 05-07-38                                   | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      1260000 | PA      | $1502000.80   | 0.02%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 2.5% 07-15-35                                      | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       680000 | PA      | $768758.45    | 0.01%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                           | NEW SOUTH WALES TREASURY CORP AUD REG S 5.25% 02-24-38                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     28089000 | PA      | $18246384.59  | 0.19%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.6% 10-22-30                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1970000 | PA      | $2304404.05   | 0.02%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.375% 07-18-35                                   | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      9325000 | PA      | $10800397.20  | 0.11%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.75% 05-29-31                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       366211 | PA      | $1960832.90   | 0.02%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK REG S 0.95% 05-15-30                                            | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     16950000 | PA      | $726404.42    | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                 | NEW ZEALAND GOVERNMENT INFLATION LINKED BOND NZD I/L 3.25% 09-20-50                                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      9221264 | PA      | $5466160.89   | 0.06%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 3.5% 01-15-56                                      | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |        70000 | PA      | $80886.00     | 0.00%             | 2056-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 3.75% 01-15-42                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       150000 | PA      | $184834.87    | 0.00%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA EUR REG S (B) 3.25% 07-03-35                                            | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     12710000 | PA      | $14788365.14  | 0.15%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48                                                        | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     22100000 | PA      | $13525216.10  | 0.14%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 4.7% 09-01-30                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   2480000000 | PA      | $2707319.57   | 0.03%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA CAD 3.95% 12-02-35                                                      | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1098679.65   | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA 3.9% 09-04-30                                                           | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       890000 | PA      | $891099.86    | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                      | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 07-03-31                                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      4910000 | PA      | $5900096.86   | 0.06%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                      | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 4.25% 09-10-45                                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      3325000 | PA      | $3835989.05   | 0.04%             | 2045-09-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA 4.45% 11-20-35                                                          | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $497930.80    | 0.01%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 1.95% 06-15-29                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |        60000 | PA      | $69803.07     | 0.00%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.5% 06-03-27                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        17000 | PA      | $94311.84     | 0.00%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.054% 04-18-39                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     43036000 | PA      | $10922967.37  | 0.11%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     26990000 | PA      | $7128074.04   | 0.07%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      2150000 | PA      | $2301247.09   | 0.02%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.18% 05-16-44                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    250980000 | PA      | $64474337.55  | 0.65%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                         | MOROCCO GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.75% 04-02-35                                 | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       900000 | PA      | $1081477.80   | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.7% 02-03-29                                         | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      3480000 | PA      | $3826282.78   | 0.04%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 3.336% 05-15-30                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2000000 | PA      | $494454.90    | 0.01%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 4.5% 03-19-34                                             | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       595000 | PA      | $699495.73    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-27                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |         2865 | PA      | $506537.33    | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 2.75% 01-15-47                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       180000 | PA      | $188790.38    | 0.00%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        10300 | PA      | $1740223.23   | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                | NIGERIA GOVERNMENT INTERNATIONAL BOND REG S 8.25% 09-28-51                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       670000 | PA      | $658781.52    | 0.01%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 2.0% 01-15-54                                      | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       260000 | PA      | $221244.70    | 0.00%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                           | NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     44039200 | PA      | $26914371.45  | 0.27%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 01-15-44                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       240000 | PA      | $275798.10    | 0.00%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 08-15-42                                                         | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $77319.95     | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 11-15-42                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1480500 | PA      | $1139611.62   | 0.01%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3119900 | PA      | $2426292.88   | 0.02%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 05-15-45                                                          | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        30200 | PA      | $23280.69     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9590000 | PA      | $13076365.26  | 0.13%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.5% 02-15-46                                                          | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2510000 | PA      | $1750817.37   | 0.02%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 08-15-28                                                        | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1030000 | PA      | $1013616.72   | 0.01%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 08-15-48                                                          | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       896200 | PA      | $664910.23    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                        | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1835000 | PA      | $904724.00    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.625% 08-15-30                                                        | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        20000 | PA      | $17407.81     | 0.00%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 02-29-28                                                        | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8937500 | PA      | $8501577.91   | 0.09%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 03-31-28                                                         | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1244000 | PA      | $1184229.66   | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.75% 03-31-26                                                         | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $1986718.80   | 0.02%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CLP FWD PUR FROM USD NDF 1/9/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $205178.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9985.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.75% 04-30-26                                                         | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1156000 | PA      | $1145478.55   | 0.01%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.625% 05-15-31                                                        | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2810000 | PA      | $2518243.04   | 0.03%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2239300 | PA      | $1414743.39   | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 05-31-28                                                         | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1715000 | PA      | $1626302.26   | 0.02%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37600000 | PA      | $21595142.64  | 0.22%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 08-15-31                                                         | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1114000 | PA      | $970877.07    | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1613.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3917.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 08-31-28                                                        | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $9394922.00   | 0.10%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 11-15-31                                                        | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2800000 | PA      | $2440046.84   | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 11-15-51                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2099000 | PA      | $1163604.37   | 0.01%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1803500 | PA      | $1329907.21   | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                        | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4278600 | PA      | $4035922.94   | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 05-15-52                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3157300 | PA      | $2211499.21   | 0.02%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 11-15-42                                                          | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       245000 | PA      | $224936.07    | 0.00%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3685000 | PA      | $3723865.33   | 0.04%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 08-15-43                                                        | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       110600 | PA      | $105814.16    | 0.00%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8527000 | PA      | $7216954.36   | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 10-01-28                                  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       380000 | PA      | $380554.42    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                         | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       440000 | PA      | $417695.96    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 3.03% 03-15-52                                                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       500000 | PA      | $326336.00    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                               | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                   | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       293000 | PA      | $274873.56    | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $76348.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM EUR 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3839.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                      | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.625% 01-12-52                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |       250000 | PA      | $183358.50    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                         | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       465000 | PA      | $459226.56    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.0% 02-27-26                                                                    | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250172.50    | 0.00%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $966077.00    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                      | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 7.25% 07-15-28                                          | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       391000 | PA      | $403457.65    | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.75% 11-08-26                                                                   | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1013917.00   | 0.01%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.75% 01-15-29                                                                   | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1571034.00   | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 6.0% 03-15-31                                                                    | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       708000 | PA      | $762887.70    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $50213.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 3/19/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4614.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 6.1% 03-15-34                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1617836.54   | 0.02%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 6.4% 03-15-54                                                                    | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       602000 | PA      | $662929.02    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP SR UNSEC 5.0% 02-15-34                                                              | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       540000 | PA      | $551761.20    | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                           | SALLY HOLDINGS LLC SR UNSEC 6.75% 03-01-32                                                         | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |       560000 | PA      | $585476.08    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-15-54                                       | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3981000 | PA      | $3750177.64   | 0.04%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 03-31-26                                                         | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        25000 | PA      | $24920.90     | 0.00%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $288568.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 1/5/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7890.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 08-15-49                                                         | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       256200 | PA      | $161085.78    | 0.00%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.625% 11-30-26                                                        | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        25100 | PA      | $24670.55     | 0.00%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 01-15-27                                                          | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        22000 | PA      | $22108.28     | 0.00%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 06-09-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     68125000 | PA      | $1296408.75   | 0.01%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 2/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7767.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4354.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 12-15-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      6000000 | PA      | $102664.28    | 0.00%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN TREASURY DISCOUNT BILL JPY 0.0% 11-20-26                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2294700000 | PA      | $14534589.37  | 0.15%             | 2026-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD SALE TO USD 1/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-485.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD SALE TO EUR 1/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8879.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 12-31-30                                                        | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6044300 | PA      | $6016675.74   | 0.06%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.375% 12-31-27                                                        | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       117100 | PA      | $116875.86    | 0.00%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $31.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD PUR FROM EUR 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2379.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/7/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $15380.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-983853.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEVELOPMENT BANK 5.25% 04-29-35                                                              | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |    312000000 | PA      | $5224491.90   | 0.05%             | 2035-04-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28                                                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |    918700000 | PA      | $10265426.89  | 0.10%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/8/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4181680.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-36485.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.875% 12-06-27                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      3590000 | PA      | $4270456.30   | 0.04%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.375% 10-05-54                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      3440000 | PA      | $3581918.60   | 0.04%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/9/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $943068.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-18280.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S UNSEC EUR (B) 2.875% 10-05-29                                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      1110000 | PA      | $1322729.39   | 0.01%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 7.4% 10-23-33                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |   1194200000 | PA      | $13742586.07  | 0.14%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/5/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-35034.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM GBP 1/12/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10614.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 6.95% 03-01-29                                                            | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |    378300000 | PA      | $4248171.53   | 0.04%             | 2029-03-01      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BANK FOR RECONSTRUCTION A 6.75% 01-13-32                                                  | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |   3739700000 | PA      | $41581888.71  | 0.42%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD PUR FROM USD 1/29/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-232.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PHP FWD SALE TO USD NDF 1/23/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $335.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 2.875% 01-15-35                                                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      2810000 | PA      | $3256307.50   | 0.03%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 2.625% 07-04-28                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      8820000 | PA      | $10445719.21  | 0.11%             | 2028-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.375% 12-12-35                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     69240000 | PA      | $82578066.14  | 0.84%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       519454 | PA      | $537471.79    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1063782 | PA      | $1098893.09   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       442147 | PA      | $458462.65    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD SALE TO EUR 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-15003.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1082323 | PA      | $1128440.41   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1047339 | PA      | $1080162.03   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1432156 | PA      | $1476134.71   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3602066 | PA      | $3664331.45   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2259759 | PA      | $2326273.11   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2041098 | PA      | $2132808.68   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5779047 | PA      | $5875834.29   | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3372617 | PA      | $3433765.75   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       609208 | PA      | $621001.51    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3300309 | PA      | $3401654.64   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1067856 | PA      | $1113980.96   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB5214 07-01-54                                                                      | CUSIP: 3140AEYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3653029 | PA      | $3752905.96   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB2495 05-01-54                                                                      | CUSIP: 3140ABXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1377202 | PA      | $1415631.03   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7792 08-01-54                                                                      | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2115845 | PA      | $2175558.64   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4707 07-01-54                                                                      | CUSIP: 3140M6GR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3555771 | PA      | $3652992.82   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS8467 07-01-54                                                                      | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       266765 | PA      | $272585.18    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7421036 | PA      | $7651295.80   | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2194855 | PA      | $2262255.10   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3606171 | PA      | $3752780.13   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3706944 | PA      | $3858925.47   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.375% 03-22-31                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       900000 | PA      | $1102253.81   | 0.01%             | 2031-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.25% 03-15-32                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       325000 | PA      | $336412.05    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                      | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      7050000 | PA      | $5754647.10   | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 01-31-34                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       535000 | PA      | $555437.54    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SUB 6.75% 01-31-34                                                         | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       755000 | PA      | $786950.85    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                | TOPBUILD CORP 144A LIFE SR UNSEC 5.625% 01-31-34                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       205000 | PA      | $207485.01    | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                 | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.79% 10-07-35                                               | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      2019000 | PA      | $2026193.70   | 0.02%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 7.875% 10-15-32                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       185000 | PA      | $194090.16    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD SR UNSEC 6.8% 03-15-38                                                | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       625000 | PA      | $537916.25    | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      6700000 | PA      | $6637663.20   | 0.07%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       855000 | PA      | $647700.98    | 0.01%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAPITAL BHD                                              | TNB GLOBAL VENTURES CAPITAL BHD SUKUK REG S SR UNSEC 3.244% 10-19-26                               | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |       500000 | PA      | $497036.50    | 0.01%             | 2026-10-19      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.975% 04-11-29                                                | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       250000 | PA      | $249829.50    | 0.00%             | 2029-04-11      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                       | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 2.829% 01-10-30                                    | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3352618.50   | 0.03%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 2.39% 06-03-30                                             | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $280796.10    | 0.00%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                 | TAKEDA PHARMACEUTICAL CO LTD EUR SR UNSEC 0.75% 07-09-27                                           | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      3230000 | PA      | $3695627.42   | 0.04%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                          | TREEHOUSE FOODS INC SR UNSEC 4.0% 09-01-28                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |       430000 | PA      | $428925.00    | 0.00%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41                                                 | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $253025.40    | 0.00%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51                                                 | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $238116.90    | 0.00%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SL0326 02-01-55                                                                      | CUSIP: 31427MLG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        25400 | PA      | $25482.90     | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8505 02-01-55                                                                      | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       413597 | PA      | $412806.71    | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DC8674 02-01-55                                                                      | CUSIP: 3140AWT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1465451 | PA      | $1487069.23   | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SL0799 03-01-55                                                                      | CUSIP: 31427M3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       562390 | PA      | $561475.29    | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC SUB 4.875% 05-01-29                                                                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       500000 | PA      | $499128.50    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                     | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       775000 | PA      | $785654.70    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA5671 04-01-55                                                                      | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4348637 | PA      | $4248761.41   | 0.04%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA5644 03-01-55                                                                      | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4102803 | PA      | $4008573.53   | 0.04%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8534 05-01-55                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       521826 | PA      | $536223.15    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 DA7283 01-01-54                                                                      | CUSIP: 3140A8CV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        10990 | PA      | $11427.82     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RQ0015 06-01-55                                                                      | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1198042 | PA      | $1245326.69   | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5761 07-01-55                                                                      | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5561377 | PA      | $5714787.59   | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DD9889 07-01-55                                                                      | CUSIP: 3140BA7B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       135586 | PA      | $139326.10    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FA1162 04-01-55                                                                      | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       127072 | PA      | $130568.94    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | TENET HEALTHCARE CORP SR SEC 1ST LIEN 5.125% 11-01-27                                              | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55311.14     | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                     | TRIDENT TPI HOLDINGS INC 144A LIFE SR UNSEC 12.75% 12-31-28                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |       500000 | PA      | $512935.50    | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                      | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1345214.48   | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.875% 12-15-30                                            | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       135000 | PA      | $141348.65    | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       277500 | PA      | $290095.17    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                        | TRANSOCEAN AQUILA LTD 144A LIFE SR SEC 1ST LIEN SF 8.0% 09-30-28                                   | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        54231 | PA      | $55799.45     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UKG INC                                                                      | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      1282000 | PA      | $1318912.63   | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                           | UNITED RENTALS NORTH AMERICA INC 144A LIFE SR UNSEC 6.125% 03-15-34                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104292.30    | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT CORP                                                 | UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 9.875% 08-01-29                             | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $392873.20    | 0.00%             | 2029-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5493000 | PA      | $5394005.15   | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DD4459 04-01-55                                                                      | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2704234 | PA      | $2778982.20   | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QX8824 03-01-55                                                                      | CUSIP: 31426FYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       170573 | PA      | $175998.87    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1917000 | PA      | $1964144.78   | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                            | VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |         5000 | PA      | $4820.08      | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |       758000 | PA      | $697253.88    | 0.01%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1411174.80   | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5792 08-01-55                                                                      | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       578609 | PA      | $587008.79    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QJ3296 08-01-54                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        93443 | PA      | $96140.74     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC3459 09-01-54                                                                      | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        82815 | PA      | $85079.39     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC3262 09-01-54                                                                      | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       167336 | PA      | $171911.97    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51                                                 | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       794000 | PA      | $564518.12    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VISTRA OPERATIONS CO LLC 144A LIFE SR UNSEC 4.375% 05-01-29                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       130000 | PA      | $128432.20    | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       310000 | PA      | $290839.21    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       685000 | PA      | $623807.58    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC                                                                  | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      1657000 | PA      | $1104231.43   | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       581000 | PA      | $586883.79    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 4.75% 10-31-34                                             | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $2229493.17   | 0.02%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       189000 | PA      | $191477.79    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                 | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       830000 | PA      | $822161.48    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                         | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $305168.80    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                        | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       226000 | PA      | $231808.20    | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     14305000 | PA      | $15643241.81  | 0.16%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.5% 05-25-43                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1360000 | PA      | $1283225.42   | 0.01%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S (B) 3.0% 05-25-54                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $905295.34    | 0.01%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 05-25-33                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2845000 | PA      | $3297120.60   | 0.03%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.75% 02-25-29                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      6350000 | PA      | $7518503.85   | 0.08%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                        | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 2.95% 04-15-55                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       120000 | PA      | $118528.70    | 0.00%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.25% 05-25-55                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       410000 | PA      | $387958.60    | 0.00%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                        | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 09-15-34                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       360000 | PA      | $420951.99    | 0.00%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 11-25-34                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     32700000 | PA      | $37194199.77  | 0.38%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                        | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 2.5% 04-15-30                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       290000 | PA      | $340483.55    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                        | FINLAND GOVERNMENT BOND EUR REG S 3.2% 04-15-45                                                    | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       140000 | PA      | $153551.02    | 0.00%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.2% 05-25-35                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       390000 | PA      | $447838.71    | 0.00%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.4% 09-24-28                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      5920000 | PA      | $6953357.57   | 0.07%             | 2028-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| MINISTERIES VAN DE VLAAMSE GEMEENSCHAP                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP EUR REG S 2.375% 11-27-28                                   | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       800000 | PA      | $936939.01    | 0.01%             | 2028-11-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     25740000 | PA      | $13059075.58  | 0.13%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                               | GABON GOVERNMENT INTERNATIONAL BOND REG S SF 6.625% 02-06-31                                       | CUSIP: N/A<br>LEI: 213800XA7X746GRPXA35       | Long             | DBT              | NUSS              | GA        |       326000 | PA      | $253713.09    | 0.00%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30                                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      4320000 | PA      | $4842622.59   | 0.05%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31                                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      9150000 | PA      | $9638125.42   | 0.10%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 05-15-36                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       830000 | PA      | $721515.22    | 0.01%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA (REPUBLIC OF)                                                        | GEORGIA GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.75% 04-22-26                                     | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      1127000 | PA      | $1115447.12   | 0.01%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-32                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1470000 | PA      | $1480791.98   | 0.02%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |         5000 | PA      | $5726.29      | 0.00%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.0% 05-15-38                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       440000 | PA      | $407048.06    | 0.00%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.7% 08-15-32                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     37465000 | PA      | $41672751.32  | 0.42%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.1% 11-15-29                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     17701000 | PA      | $20623170.59  | 0.21%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.3% 02-15-33                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2000000 | PA      | $2297135.24   | 0.02%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |       190000 | PA      | $239138.10    | 0.00%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | DEUTSCHLAND REP EUR REG S (B) 2.2% 04-13-28                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      8141000 | PA      | $9581156.69   | 0.10%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.875% 06-15-28                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      9760000 | PA      | $11896989.82  | 0.12%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.8% 08-15-53                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2010000 | PA      | $1671387.90   | 0.02%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.2% 02-15-34                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      5000000 | PA      | $5642922.60   | 0.06%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 08-15-54                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |        20000 | PA      | $19417.62     | 0.00%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.6% 05-15-41                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1150000 | PA      | $1248016.10   | 0.01%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.125% 06-15-54                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      5540000 | PA      | $6356013.63   | 0.06%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 02-15-35                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     93710000 | PA      | $107327767.86 | 1.09%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     12240000 | PA      | $14607119.30  | 0.15%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVERNMENT BOND EUR REG S 3.15% 10-18-55                                                   | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       290000 | PA      | $303781.26    | 0.00%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.85% 10-01-40                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     15030000 | PA      | $17574127.26  | 0.18%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.95% 07-01-30                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       620000 | PA      | $735674.17    | 0.01%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.65% 06-15-28                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1140000 | PA      | $1348582.27   | 0.01%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 02-15-40                                                        | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       250000 | PA      | $253105.48    | 0.00%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.5% 02-15-45                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3150000 | PA      | $2235092.90   | 0.02%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.125% 11-15-41                                                        | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $82835.95     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EART 2023-5A                                                                 | EART 2023-5A B 6.58% 04-17-28                                                                      | CUSIP: 30168DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        99574 | PA      | $99759.42     | 0.00%             | 2028-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                              | EVGRN 2025-CRT5 B 144A 5.24% 05-15-29                                                              | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |       845000 | PA      | $856434.54    | 0.01%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                              | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2888008 | PA      | $2909798.49   | 0.03%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                      | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2527780.00   | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                      | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       750000 | PA      | $720468.75    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALBANIA (REPUBLIC OF)                                                        | ALBANIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.75% 02-14-35                                 | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |     14200000 | PA      | $16923705.98  | 0.17%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CC0859 08-01-55                                                                      | CUSIP: 3140Y65V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       707615 | PA      | $723921.08    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CC0879 08-01-55                                                                      | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       865792 | PA      | $901076.02    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 7.0 SL2928 01-01-55                                                                      | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       255002 | PA      | $268282.05    | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 190445 03-01-55                                                                      | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1742409 | PA      | $1811176.38   | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5822 09-01-55                                                                      | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       451477 | PA      | $458031.96    | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 RQ0082 01-01-56                                                                      | CUSIP: 3142J6CU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2420274 | PA      | $2297210.33   | 0.02%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 RQ0073 12-01-55                                                                      | CUSIP: 3142J6CK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9485640 | PA      | $9003333.30   | 0.09%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 MA5794 08-01-55                                                                      | CUSIP: 31418FNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1596042 | PA      | $1658787.02   | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 RQ0024 07-01-55                                                                      | CUSIP: 3142J6A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10175423 | PA      | $9658064.26   | 0.10%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 DE1078 06-01-55                                                                      | CUSIP: 3140BDFU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       708930 | PA      | $737124.43    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 BV6163 08-01-55                                                                      | CUSIP: 3140MKZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $926987.67    | 0.01%             | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QY7451 06-01-55                                                                      | CUSIP: 31426SH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        56000 | PA      | $56813.42     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 DF4985 11-01-55                                                                      | CUSIP: 3140BVRF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       587225 | PA      | $544404.67    | 0.01%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                           | GNR 2021-2 AH 1.5% 06-16-63                                                                        | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4868857 | PA      | $3633910.68   | 0.04%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.0 MA8947 06-20-53                                                                           | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       208789 | PA      | $209439.47    | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 02-01-56                                                                         | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30357202 | PA      | $28779659.64  | 0.29%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                 | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |      3384786 | PA      | $3430872.96   | 0.03%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                 | VERUS 2024-9 A1 144A FRN 11-25-69                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |      4682956 | PA      | $4718251.69   | 0.05%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-7                                                                 | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |      1241811 | PA      | $1247587.98   | 0.01%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NEW YORK NY                                                  | MIZUHO CORPORATE BANK/NY 4(a)(2) CP 1/14/2026                                                      | CUSIP: 60689GAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000000 | PA      | $229667880.00 | 2.33%             | 2026-01-14      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP LTD                                             | OVERSEA-CHINESE BANKING CORPORATIO 4(a)(2) CP 1/8/2026                                             | CUSIP: 69034BA83<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    100000000 | PA      | $99917500.00  | 1.01%             | 2026-01-08      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 0.0% 11-01-51                                                          | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       292589 | PA      | $191645.63    | 0.00%             | 2051-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                            | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                                  | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4760000 | PA      | $3302259.52   | 0.03%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO FRN 11-01-43                                                           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       385714 | PA      | $247339.29    | 0.00%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                              | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |      3858884 | NS      | $385926952.84 | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX PLN 5.086% 07-12-24/07-12-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $121876.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2577% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $214253.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2592% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $213037.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41                                                   | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       600000 | PA      | $441373.80    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                             | ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29                                                  | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1268467.61   | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                  | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                       | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       240000 | PA      | $237713.52    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       550000 | PA      | $542802.15    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27                                                    | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       125000 | PA      | $143956.71    | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                          | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                             | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110715.88    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 2.0% 01-15-32                                                                   | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5845000 | PA      | $5093742.15   | 0.05%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 3.5% 09-15-53                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2147000 | PA      | $1437910.31   | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     15900000 | PA      | $17745752.98  | 0.18%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                          | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       810000 | PA      | $778175.10    | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                               | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       588000 | PA      | $590572.50    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36                                                | CUSIP: 02364WAM7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     15000000 | PA      | $748732.19    | 0.01%             | 2036-12-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                     | AON CORP SR UNSEC 3.9% 02-28-52                                                                    | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $752310.00    | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                                           | AMERICAN MEDICAL SYSTEMS EUROPE BV EUR SR UNSEC 1.375% 03-08-28                                    | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       940000 | PA      | $1077285.11   | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                          | ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51                                        | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |      9450990 | PA      | $7640350.16   | 0.08%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.2% 03-01-33                                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1955788.00   | 0.02%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                 | AMPRION GMBH EUR REG S SR UNSEC (B) 3.97% 09-22-32                                                 | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3154619.69   | 0.03%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     13384000 | PA      | $13858596.64  | 0.14%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10268000 | PA      | $10061346.23  | 0.10%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                     | AON CORP SR UNSEC 5.35% 02-28-33                                                                   | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1230310.29   | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                           | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                                         | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |       885000 | PA      | $834865.64    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                 | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       525000 | PA      | $542329.20    | 0.01%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                                           | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       203000 | PA      | $200783.24    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                     | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.375% 01-31-32                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       245000 | PA      | $233642.29    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | LENOVO GROUP LTD REG S SR UNSEC 6.536% 07-27-32                                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |       500000 | PA      | $546536.50    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                              | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       720000 | PA      | $761974.56    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.45% 03-15-54                                                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $972872.00    | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                     | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      4425000 | PA      | $4517230.28   | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                | M&T BANK CORP SR UNSEC 6.082% 03-13-32/31                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      2812000 | PA      | $2988444.56   | 0.03%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       841000 | PA      | $870444.25    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                          | MITER BRANDS ACQUISITION HOLDCO INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-01-32                       | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $202085.75    | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 4.875% 05-09-34                                                            | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       754000 | PA      | $773153.86    | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                  | METLIFE INC SR UNSEC 5.3% 12-15-34                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1042239.00   | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MANAPPURAM FINANCE LTD                                                       | MANAPPURAM FINANCE LTD REG S SR SEC 1ST LIEN SF 7.375% 05-12-28                                    | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | DBT              | CORP              | IN        |       600000 | PA      | $613238.40    | 0.01%             | 2028-05-12      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                   | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34                                             | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $524745.50    | 0.01%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 4.55% 01-15-35                                                             | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       920000 | PA      | $920503.24    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 4.35% 01-15-32                                                             | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      1459000 | PA      | $1467069.73   | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                               | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 5.8% 09-11-54/34                                  | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2036858.00   | 0.02%             | 2054-09-11      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                              | MURPHY OIL CORP SR UNSEC 6.0% 10-01-32                                                             | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139952.82    | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                         | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       300000 | PA      | $301545.00    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 4.65% 03-15-30                                                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       500000 | PA      | $510524.50    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1445238.00   | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO.1                                                    | CANADA HOUSING TRUST NO.1 CAD 144A LIFE 2ND LIEN 2.85% 06-15-30                                    | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | USGA              | CA        |      2980000 | PA      | $2155422.24   | 0.02%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $769151.95    | 0.01%             | 2079-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                  | EXPORT-IMPORT BK INDIA REG S SR UNSEC 5.5% 01-18-33                                                | CUSIP: 30216KAG7<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | USGA              | IN        |      1000000 | PA      | $1048889.00   | 0.01%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.25% 01-25-32                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      9400000 | PA      | $11581703.68  | 0.12%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4434178.20   | 0.05%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      8020000 | PA      | $8601425.94   | 0.09%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK OF THAILAND                                               | EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29                                                     | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | USGA              | TH        |      8542000 | PA      | $8857191.26   | 0.09%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                                                  | EXPORT-IMPORT BANK OF KOREA 8.1% 10-16-30                                                          | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | USGA              | KR        |     33100000 | PA      | $380578.52    | 0.00%             | 2030-10-16      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                                                  | EXPORT-IMPORT BANK OF KOREA 7.4% 02-05-30                                                          | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | USGA              | KR        |     17500000 | PA      | $196815.57    | 0.00%             | 2030-02-05      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.0% 05-07-37                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3616568.95   | 0.04%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA PRP REG S SUB (H) 9.125% 12-31-79/06-15-33                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3010000 | PA      | $3512335.89   | 0.04%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-03-27                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $930600.46    | 0.01%             | 2079-12-31      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $3044596.52   | 0.03%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     25800000 | PA      | $29640958.18  | 0.30%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | FREEPORT INDONESIA PT REG S SR UNSEC 6.2% 04-14-52                                                 | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $203850.20    | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MAURITIUS LTD                                          | GREENKO WIND PROJECTS MAURITIUS LTD REG S SR UNSEC SF 7.25% 09-27-28                               | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |       860000 | PA      | $869954.50    | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                  | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30                                     | CUSIP: 40053XAA7<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      2300000 | PA      | $2280059.00   | 0.02%             | 2030-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                             | GREENKO DUTCH BV REG S SR SEC 1ST LIEN SF 3.85% 03-29-26                                           | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |      8918150 | PA      | $8854822.22   | 0.09%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT                                                | INDONESIA ASAHAN ALUMINIUM PT 144A LIFE SR UNSEC 5.45% 05-15-30                                    | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      2860000 | PA      | $2954019.64   | 0.03%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                    | KOREA ELECTRIC POWER CO 144A LIFE SR UNSEC 4.0% 06-14-27                                           | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |       500000 | PA      | $500743.50    | 0.01%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                    | KOREA ELECTRIC POWER CORP 5.125% 04-23-34                                                          | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | USGA              | KR        |       400000 | PA      | $414167.20    | 0.00%             | 2034-04-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior