# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-25-053094
**Filing Date:** 2025-8
**Character Count:** 596415
**Document Hash:** 05181c2e8df0a01639b3c12b1cc293e8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053094.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001145549-25-053094

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000729528

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03857
- **FILM NUMBER:** 251249267

**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:** AMERICAN FUND INSURANCE SERIES
- **DATE OF NAME CHANGE:** 20010829

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN VARIABLE INSURANCE SERIES
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN PATHWAY FUND
- **DATE OF NAME CHANGE:** 19880531

## Series and Classes Contracts Data

### Capital World Bond Fund (Series ID: S000013796)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000037827 | Class 1      |  |
| C000037828 | Class 2      |  |
| C000121515 | Class 4      |  |
| C000176247 | Class 1A     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AMERICAN FUNDS INSURANCE SERIES

- **b. Investment Company Act file number:** 811-03857

- **c. CIK number of Registrant:** 0000729528

- **d. LEI of Registrant:** 5493006ZFTN01BKM5294

- **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):** S000013796

- **c. LEI of Series:** 76DXPVU3WVUTJZFYDE42

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $2028337766.78

**Total Liabilities:** $556724489.91

**Net Assets:** $1471613276.87

**Delayed Delivery Securities:** $8026.16

**Cash Not Reported:** $320630.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1110.580915000000 | **1-Year:** -29287.649740000000 | **5-Year:** -85351.147840000000 | **10-Year:** -98071.429760000000 | **30-Year:** -28568.897590000000

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

- **3-Month:** -465.682130100000 | **1-Year:** -6519.333418000000 | **5-Year:** -29986.747540000000 | **10-Year:** -6438.671422000000 | **30-Year:** -170.666261200000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000037827 | 3.02%                | -0.29%               | 2.53%                |
| Class ID C000037828 | 2.95%                | -0.30%               | 2.42%                |
| Class ID C000121515 | 3.00%                | -0.30%               | 2.43%                |
| Class ID C000176247 | 3.05%                | -0.30%               | 2.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4004594.00             | $38522953.20                               |
| Month 2  | $971002.11               | $-6194940.95                               |
| Month 3  | $-3092149.95             | $30788535.37                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |     4525000 | PA      | $3240578.75   | 0.22%             | 2040-08-01      | Fixed         | 3.30%                 | 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        |      235000 | PA      | $229049.10    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                             | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      175000 | PA      | $166821.73    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                           | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      542000 | PA      | $539101.93    | 0.04%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                           | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2971689.00   | 0.20%             | 2026-01-01      | Fixed         | 3.15%                 | 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        |       65000 | PA      | $64958.08     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                             | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      120000 | PA      | $110659.92    | 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        |       65000 | PA      | $63019.45     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG HOLDING SARL                                                | PETRORIO LUXEMBOURG HOLDING SARL REG S SR SEC 1ST LIEN 6.125% 06-09-26               | CUSIP: N/A<br>LEI: 2221003VQP4JY7T31H94       | Long             | DBT              | CORP              | LU        |      910000 | PA      | $912231.32    | 0.06%             | 2026-06-09      | Fixed         | 6.12%                 | Yes           |                  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        |     1554000 | PA      | $1643620.73   | 0.11%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                            | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      525000 | PA      | $472474.28    | 0.03%             | 2053-12-01      | Fixed         | 5.35%                 | 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        |     1382000 | PA      | $1427775.99   | 0.10%             | 2033-02-15      | Fixed         | 5.38%                 | 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        |     2128000 | PA      | $2122465.07   | 0.14%             | 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        |      188000 | PA      | $177613.75    | 0.01%             | 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        |      980000 | PA      | $902421.24    | 0.06%             | 2054-05-15      | Fixed         | 5.50%                 | 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        |     1500000 | PA      | $1568820.00   | 0.11%             | 2033-06-15      | Fixed         | 6.40%                 | 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        |       25000 | PA      | $25932.68     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                           | PARTY CITY HOLDCO INC 144A LIFE SR SEC 2ND LIEN PIK 12.0% 01-11-29                   | CUSIP: 702149AA3<br>LEI: 549300BUAG9YASF5Q703 | Long             | DBT              | CORP              | US        |        1604 | PA      | $160.40       | 0.00%             | 2029-01-11      | Fixed         | 12.00%                | Yes           |                  3 | 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        |      320000 | PA      | $418664.91    | 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        |      500000 | PA      | $479027.00    | 0.03%             | 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        |      510000 | PA      | $512477.07    | 0.03%             | 2027-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      375000 | PA      | $389767.13    | 0.03%             | 2035-01-22      | Variable      | 5.68%                 | 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        |       40000 | PA      | $41157.80     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | 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        |      280000 | PA      | $165996.32    | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC EUR SR UNSEC 0.75% 10-14-33                                              | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1939287.35   | 0.13%             | 2033-10-14      | Fixed         | 0.75%                 | 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        |       10000 | PA      | $10324.51     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| STATE OF QUEENSLAND AUSTRALIA                                                   | QUEENSLAND TREASURY CORP EUR 144A LIFE 3.25% 05-21-35                                | CUSIP: N/A<br>LEI: 54930083BECHPLBYEW59       | Long             | DBT              | NUSS              | AU        |      360000 | PA      | $424117.55    | 0.03%             | 2035-05-21      | Fixed         | 3.25%                 | Yes           |                  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        |      282067 | PA      | $277483.41    | 0.02%             | 2030-02-15      | Fixed         | 9.78%                 | 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        |      910000 | PA      | $911463.28    | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  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        |       90000 | PA      | $91791.18     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                              | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-01-32                         | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20170.12     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | 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        |      110000 | PA      | $96601.56     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                         | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                             | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88031.07     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75980.10     | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | 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        |       25000 | PA      | $23346.40     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA INC.                                          | ROLLER BEARING CO OF AMERICA INC 144A LIFE SR UNSEC 4.375% 10-15-29                  | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19391.98     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  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        |      115000 | PA      | $94352.67     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | 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        |      145000 | PA      | $141157.36    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                              | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30                         | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43580.34     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  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        |       80000 | PA      | $82863.36     | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  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        |      107000 | PA      | $109940.15    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                              | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 4.0% 03-05-34              | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      475000 | PA      | $572328.77    | 0.04%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                             | STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32                               | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35809.80     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                     | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32                        | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45911.79     | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | 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        |      110000 | PA      | $103198.59    | 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        |       71000 | PA      | $72500.23     | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4698000 | PA      | $4633430.69   | 0.31%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  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        |     1600000 | PA      | $1364516.80   | 0.09%             | 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        |       43000 | PA      | $45884.70     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                   | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 12.875% 06-23-30                         | CUSIP: 977852AE2<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      105952 | PA      | $107176.61    | 0.01%             | 2030-06-23      | Variable      | 12.88%                | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                                                                        | ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30                                   | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $280538.70    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CORP 5.375% 07-31-26                                            | CUSIP: 500631AZ9<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |     1290000 | PA      | $1304384.79   | 0.09%             | 2026-07-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                            | ADNOC MURBAN RSC LTD 144A LIFE SR UNSEC 4.5% 09-11-34                                | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     1345000 | PA      | $1314901.59   | 0.09%             | 2034-09-11      | Fixed         | 4.50%                 | 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        |      660000 | PA      | $465319.80    | 0.03%             | 2061-08-11      | Fixed         | 5.12%                 | 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        |     8494000 | PA      | $8211319.68   | 0.56%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       65000 | PA      | $58823.38     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | 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        |       55000 | PA      | $39556.77     | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.53% 10-18-51                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      800000 | PA      | $147987.33    | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADIAN GOVERNMENT BOND CAD 1.5% 12-01-31                                           | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5690000 | PA      | $3811425.87   | 0.26%             | 2031-12-01      | Fixed         | 1.50%                 | 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        |     1160000 | PA      | $173360.06    | 0.01%             | 2032-02-17      | Fixed         | 2.75%                 | 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        |    17550000 | PA      | $850859.33    | 0.06%             | 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        |    25228000 | PA      | $18926850.56  | 1.29%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  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        |     1890000 | PA      | $2157952.81   | 0.15%             | 2029-04-30      | Fixed         | 1.45%                 | 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        |     1295000 | PA      | $1427244.71   | 0.10%             | 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        |      900000 | PA      | $1005721.34   | 0.07%             | 2028-01-31      | Fixed         | 0.00%                 | 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        |      420325 | PA      | $413223.77    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0046 04-01-51                                                        | CUSIP: 3140QKBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1635159 | PA      | $1416739.31   | 0.10%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5165 10-01-53                                                        | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      838583 | PA      | $839954.83    | 0.06%             | 2053-10-01      | Fixed         | 5.50%                 | 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        |      605175 | PA      | $480014.85    | 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        |     1591853 | PA      | $1620237.32   | 0.11%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5191 11-01-53                                                        | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2182720 | PA      | $2222646.73   | 0.15%             | 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        |     3987237 | PA      | $3823596.75   | 0.26%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.12% 10-25-52                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     4740000 | PA      | $825940.12    | 0.06%             | 2052-10-25      | Fixed         | 3.12%                 | 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        |    22230000 | PA      | $3381109.94   | 0.23%             | 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        |     4720000 | PA      | $834697.96    | 0.06%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  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        |   675000000 | PA      | $743175.63    | 0.05%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  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        |      881862 | PA      | $902802.58    | 0.06%             | 2053-03-01      | Fixed         | 6.00%                 | 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        |     1838720 | PA      | $1872353.86   | 0.13%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8372 11-01-53                                                        | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11000436 | PA      | $11028750.70  | 0.75%             | 2053-11-01      | Fixed         | 5.50%                 | 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        |     2667619 | PA      | $2671983.60   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | 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        |     1786149 | PA      | $1817794.04   | 0.12%             | 2054-02-01      | Fixed         | 6.00%                 | 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        |    29450243 | PA      | $28941519.36  | 1.97%             | 2053-11-01      | Fixed         | 5.00%                 | 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        |      456673 | PA      | $457008.39    | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | 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        |     1448943 | PA      | $1450007.80   | 0.10%             | 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        |      636048 | PA      | $636596.51    | 0.04%             | 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        |      203228 | PA      | $204696.29    | 0.01%             | 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        |      219746 | PA      | $219935.69    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB6626 07-01-53                                                        | CUSIP: 3140QSLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       28065 | PA      | $26124.72     | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QI1357 03-01-54                                                        | CUSIP: 3133W7QJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      926984 | PA      | $862792.02    | 0.06%             | 2054-03-01      | Fixed         | 4.00%                 | 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        |      821713 | PA      | $826255.38    | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | 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        |      645860 | PA      | $660745.61    | 0.04%             | 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        |      270797 | PA      | $266202.80    | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1859 06-01-54                                                        | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      976754 | PA      | $995147.64    | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | 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        |    14756500 | PA      | $14781025.06  | 1.00%             | 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        |     1580711 | PA      | $1618469.47   | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 3.8% 04-15-50                                                      | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       75000 | PA      | $56848.50     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                   | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      188000 | PA      | $125328.13    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34065.40     | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                  | STAR 2025-SFR5 A 144A FRN 02-17-42                                                   | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      216000 | PA      | $216385.99    | 0.01%             | 2042-02-17      | Variable      | 5.76%                 | 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        |      282100 | PA      | $281817.90    | 0.02%             | 2045-01-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                  | SWCH 2025-DATA A 144A FRN 03-15-42                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6917000 | PA      | $6877254.92   | 0.47%             | 2042-03-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | FRA GB 10YR FUT OATU5 09-08-25                                                       | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          46 | NC      | $-24144.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | ITA GB 10YR FUT IKU5 09-08-25                                                        | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          12 | NC      | $-5036.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | ITA GB 2YR FUT BTSU5 09-08-25                                                        | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         239 | NC      | $-12902.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                        | JPN GB 10YR FUT JBU5 09-12-25                                                        | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |         106 | NC      | $-348083.27   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | SONIA 90DAY FUT SFIZ5 03-17-26                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |         141 | NC      | $157692.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT FVU5 09-30-25                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         760 | NC      | $884183.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT TYU5 09-19-25                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         217 | NC      | $468769.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 2YR FUT TUU5 09-30-25                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         260 | NC      | $92489.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 30YR FUT ULTRA WNU5 09-19-25                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           2 | NC      | $5434.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT ULTRA UXYU5 09-19-25                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         275 | NC      | $677556.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 20YR FUT USU5 09-19-25                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         115 | NC      | $466582.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | UKG 10YR FUT G U5 09-26-25                                                           | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |         220 | NC      | $374546.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                   | CAN GB 2YR FUT CVU5 09-18-25                                                         | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         394 | NC      | $22814.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 7/14/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $15106.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 7/14/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-68980.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-119152.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 7/18/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-327065.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-20806.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 7/15/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $21355.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 7/14/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $97523.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD PUR FROM USD NDF 7/18/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $20244.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD SALE TO USD NDF 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-11585.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 7/16/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $56382.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/16/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-36637.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-12607.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/8/2025                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-40462.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 8/6/2025                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-44784.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM CAD 8/7/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $30534.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 7/1/2025                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-89923.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 7/14/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $16496.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO EUR 7/16/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $59666.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 7/18/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-145523.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 7/18/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $17370.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 7/1/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $3050.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 8/11/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-3186.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 8/6/2025                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-9036.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM EUR 8/6/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-4156.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD PUR FROM USD NDF 7/14/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $463.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD SALE TO USD NDF 7/14/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-22072.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD PUR FROM USD NDF 7/18/2025                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $4389.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 7/7/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $41400.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 7/22/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-44640.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 7/16/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $42980.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 7/18/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $66970.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD SALE TO USD NDF 7/18/2025                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-126933.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD SALE TO USD 7/21/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-129682.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD SALE TO USD 7/21/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-58457.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD SALE TO USD 7/21/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-71337.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD SALE TO USD 7/21/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-145176.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD SALE TO USD 7/21/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-137363.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD SALE TO USD 7/21/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-54937.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD SALE TO USD 7/21/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-35613.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD PUR FROM USD 7/21/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $40544.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD PUR FROM USD 7/21/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $5065.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD PUR FROM USD 7/28/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $23058.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 7/14/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $174.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 7/16/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $64069.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD PUR FROM USD 7/16/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $2715.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD PUR FROM USD 7/16/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2402.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 7/28/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-14055.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 7/21/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-4027.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM EUR 7/21/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $3490.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 7/14/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-3615.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 7/21/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $17026.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                     | DELUXE CORP 144A LIFE SR UNSEC 8.0% 06-01-29                                         | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19297.38     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | 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        |       50000 | PA      | $49868.05     | 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        |     1160000 | PA      | $1125831.04   | 0.08%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP (THE)                                                     | DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29                               | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23575.00     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  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        |       10000 | PA      | $10140.69     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  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        |      296000 | PA      | $305352.42    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| ESAB CORP                                                                       | ESAB CORP 144A LIFE SR UNSEC 6.25% 04-15-29                                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76883.33     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | 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        |     2030000 | PA      | $2543232.79   | 0.17%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                                        | ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A LIFE SR UNSEC 8.75% 05-01-31           | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |       30000 | PA      | $33154.38     | 0.00%             | 2031-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                         | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74212.20     | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                            | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      168000 | PA      | $167495.50    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | 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        |       30000 | PA      | $30925.50     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | 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        |      705000 | PA      | $669243.11    | 0.05%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC EUR SR UNSEC 3.25% 03-15-31                      | CUSIP: 29390XAC8<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1605223.97   | 0.11%             | 2031-03-15      | Fixed         | 3.25%                 | 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        |       25000 | PA      | $25629.85     | 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        |      460000 | PA      | $466100.06    | 0.03%             | 2033-02-04      | Fixed         | 9.45%                 | 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        |     1375000 | PA      | $1591945.82   | 0.11%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 144A SR UNSEC 7.5% 06-01-30                                                 | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       45000 | PA      | $49477.64     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 144A SR UNSEC 6.375% 04-01-29                                               | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20636.16     | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | 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        |     1510000 | PA      | $1534167.55   | 0.10%             | 2030-03-15      | Fixed         | 6.25%                 | 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        |      900000 | PA      | $1176098.87   | 0.08%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 1.8% 07-15-27                                                   | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1092044.90   | 0.07%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                           | ELEMENT SOLUTIONS INC 144A LIFE SR UNSEC 3.875% 09-01-28                             | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101901.45    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 0.9% 09-15-25                                                  | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      750000 | PA      | $744403.50    | 0.05%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  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        |     3329000 | PA      | $2983393.21   | 0.20%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 1.625% 07-12-26                     | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1248000 | PA      | $1211499.74   | 0.08%             | 2026-07-12      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.125% 07-12-28                     | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1227000 | PA      | $1145937.02   | 0.08%             | 2028-07-12      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV EUR REG S SR UNSEC (B) 4.0% 02-20-31                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      465000 | PA      | $572248.01    | 0.04%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                           | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28                       | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       90000 | PA      | $95191.20     | 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        |     1862000 | PA      | $1843757.99   | 0.13%             | 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        |        3000 | PA      | $3288.48      | 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        |     1000000 | PA      | $1225682.89   | 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        |      240000 | PA      | $307797.77    | 0.02%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                                      | EUROBANK ERGASIAS SERVICES AND HOLDINGS SA EUR REG S SUB (B) 6.25% 04-25-34/29       | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |      475000 | PA      | $602219.79    | 0.04%             | 2034-04-25      | Variable      | 6.25%                 | 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        |      150000 | PA      | $159344.25    | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | 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        |     3000000 | PA      | $3007335.00   | 0.20%             | 2029-03-08      | Fixed         | 5.80%                 | 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        |      255000 | PA      | $255860.63    | 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        |     2175000 | PA      | $2192452.20   | 0.15%             | 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        |       30000 | PA      | $31730.04     | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  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        |      810000 | PA      | $902463.30    | 0.06%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  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        |      125000 | PA      | $126458.25    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | 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        |      960000 | PA      | $1132312.26   | 0.08%             | 2028-07-27      | Fixed         | 3.62%                 | 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        |        7922 | PA      | $1277953.09   | 0.09%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE OF                                                    | PROVINCE OF BRITISH COLUMBIA CANADA 4.2% 07-06-33                                    | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $68492.91     | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.85% 10-22-34                | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      880000 | PA      | $1018822.52   | 0.07%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  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        |       58289 | PA      | $8855451.00   | 0.60%             | 2035-01-01      | Fixed         | 10.00%                | 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        |     3500000 | PA      | $2245534.46   | 0.15%             | 2048-12-01      | Fixed         | 2.75%                 | 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        |     2601777 | NS      | $21958999.48  | 1.49%             |  |  |  | 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        |        1441 | NS      | $44497.46     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                           | CONSTELLATION OIL SERVICES HOLDING SA NDR                                            | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |     3958470 | NS      | $1767279.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DSG TOPCO INC                                                                   | DSG TOPCO INC (DRS) (NOT LISTED OR TRADING)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         420 | NS      | $6369.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO INC                                                                        | ENDO INC 1L 6.125 ESCROW (NOT LISTED OR TRADING)                                     | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      205000 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | 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        |          48 | NS      | $68536.85     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMER SPORTS CO                                                                  | AMER SPORTS CO 144A LIFE SR SEC 1ST LIEN 6.75% 02-16-31                              | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36467.45     | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                           | AAR ESCROW ISSUER LLC 144A LIFE SR UNSEC 6.75% 03-15-29                              | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $27998.68     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73568.85     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                    | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145583.10    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.2% 02-21-27                                                     | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      445000 | PA      | $430647.86    | 0.03%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC EUR SR UNSEC 1.6% 05-19-28                                                  | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2699174.47   | 0.18%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 1.5% 06-03-30                                                | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1805247.00   | 0.12%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                             | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      315000 | PA      | $321403.01    | 0.02%             | 2027-11-17      | Fixed         | 5.12%                 | 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        |      290000 | PA      | $328732.78    | 0.02%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1558304.87   | 0.11%             | 2079-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.25% 01-25-32                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1604759.45   | 0.11%             | 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        |      300000 | PA      | $339127.50    | 0.02%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EXPORT IMPORT BANK OF THAILAND                                                  | EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29                                       | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | USGA              | TH        |     1420000 | PA      | $1461023.80   | 0.10%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  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        |      500000 | PA      | $586875.89    | 0.04%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA EUR REG S SR UNSEC (B) 1.375% 05-22-32                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     3650000 | PA      | $3850217.91   | 0.26%             | 2032-05-22      | Fixed         | 1.38%                 | 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        |     1400000 | PA      | $1606963.39   | 0.11%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                     | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30                       | CUSIP: 40053XAA7<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      660000 | PA      | $649813.56    | 0.04%             | 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        |     1513600 | PA      | $1487513.10   | 0.10%             | 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        |      500000 | PA      | $509225.50    | 0.03%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                             | KREDITANSTALT FUER WIEDERAUFBAU GBP REG S SR UNSEC (B) 1.125% 07-04-25               | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     1165000 | PA      | $1598942.16   | 0.11%             | 2025-07-04      | Fixed         | 1.12%                 | No            |                  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        |    73000000 | PA      | $844105.06    | 0.06%             | 2030-07-01      | Fixed         | 6.75%                 | 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        |     1430000 | PA      | $1819963.77   | 0.12%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFB MAGYAR FEJLESZTESI BANK ZRT                                                 | MFB MAGYAR FEJLESZTESI BANK ZRT .0% 06-27-30                                         | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | USGA              | HU        |      590000 | PA      | $704975.43    | 0.05%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  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        |       90000 | PA      | $97308.63     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | 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        |      500000 | PA      | $448971.50    | 0.03%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                         | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      946000 | PA      | $945586.60    | 0.06%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      779000 | PA      | $724448.97    | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                          | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5999000 | PA      | $5972472.42   | 0.41%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                            | BANK NEGARA INDONESIA PERSERO TBK PT PRP REG S SUB (H) 4.3% 12-31-79/03-24-27        | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |     2755000 | PA      | $2633082.99   | 0.18%             | 2079-12-31      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                               | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1040000 | PA      | $977392.00    | 0.07%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GOVERNMENT INTERNATIONAL BOND 6.4% 02-14-35                                   | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      850000 | PA      | $829629.75    | 0.06%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GLOBAL 3.75% 04-17-26                                                         | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |      465000 | PA      | $459424.65    | 0.03%             | 2026-04-17      | Fixed         | 3.75%                 | 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        |     1550000 | PA      | $1553307.70   | 0.11%             | 2028-02-21      | Fixed         | 6.59%                 | 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        |     3640000 | PA      | $2122847.55   | 0.14%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                       | AUSTRALIA GOVERNMENT BOND AUD REG S 1.0% 11-21-31                                    | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     5789000 | PA      | $3226028.90   | 0.22%             | 2031-11-21      | Fixed         | 1.00%                 | 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        |     4415000 | PA      | $2840701.96   | 0.19%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                            | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 9.5% 11-12-25                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     4225000 | PA      | $4245326.48   | 0.29%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 1.7% 06-22-50                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     2730000 | PA      | $2104129.17   | 0.14%             | 2050-06-22      | Fixed         | 1.70%                 | 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        |      113384 | PA      | $18322932.45  | 1.25%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       26770 | PA      | $4381960.35   | 0.30%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 5.0% 10-01-28     | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   955000000 | PA      | $1024459.11   | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.3% 06-22-54                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      880000 | PA      | $923186.18    | 0.06%             | 2054-06-22      | Fixed         | 3.30%                 | 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        |        2126 | PA      | $354941.24    | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.75% 02-07-34                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      530000 | PA      | $534208.20    | 0.04%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 6.0% 09-24-44                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      745000 | PA      | $808440.20    | 0.05%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  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        |   114250000 | PA      | $6170174.38   | 0.42%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.0% 01-31-30                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     8400000 | PA      | $467089.58    | 0.03%             | 2030-01-31      | Fixed         | 8.00%                 | 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        |     7510000 | PA      | $8648466.17   | 0.59%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  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        |     2250000 | PA      | $1641024.52   | 0.11%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.5% 10-31-31                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1247000 | PA      | $1282983.04   | 0.09%             | 2031-10-31      | Fixed         | 0.50%                 | 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        |     1010000 | PA      | $788470.62    | 0.05%             | 2052-10-31      | Fixed         | 1.90%                 | 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        |      740000 | PA      | $765678.00    | 0.05%             | 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        |     3647000 | PA      | $4366983.36   | 0.30%             | 2033-04-30      | Fixed         | 3.15%                 | 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        |     5005000 | PA      | $6138186.35   | 0.42%             | 2033-10-31      | Fixed         | 3.55%                 | 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        |     1980000 | PA      | $2367160.51   | 0.16%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SLOVAK REPUBLIC (GOVERNMENT)                                                    | SLOVAKIA GOVERNMENT BOND EUR REG S (B) 3.75% 03-06-34                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |      640000 | PA      | $779620.46    | 0.05%             | 2034-03-06      | Fixed         | 3.75%                 | 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        |      500000 | PA      | $604996.89    | 0.04%             | 2034-10-31      | Fixed         | 3.45%                 | 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        |     1795000 | PA      | $2109464.04   | 0.14%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-26                   | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      837514 | PA      | $830217.57    | 0.06%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 05-15-50                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1625000 | PA      | $780623.68    | 0.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                            | TURKIYE GOVERNMENT BOND TRY 12.6% 10-01-25                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    73785000 | PA      | $1737957.31   | 0.12%             | 2025-10-01      | Fixed         | 12.60%                | 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        |     3487013 | PA      | $1900285.57   | 0.13%             | 2051-02-15      | Fixed         | 0.12%                 | 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        |     4650000 | PA      | $3086878.32   | 0.21%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                     | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      183462 | PA      | $145379.58    | 0.01%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                            | TURKIYE GOVERNMENT BOND TRY 17.8% 07-13-33                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    12175000 | PA      | $204417.63    | 0.01%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10569651 | PA      | $10963951.17  | 0.75%             | 2028-10-15      | Fixed         | 2.38%                 | 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        |     4809000 | PA      | $4762578.24   | 0.32%             | 2053-11-15      | Fixed         | 4.75%                 | 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        |     2650000 | PA      | $2648135.73   | 0.18%             | 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        |      681000 | PA      | $621461.19    | 0.04%             | 2054-02-15      | 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        |     5916172 | PA      | $5416070.98   | 0.37%             | 2054-02-15      | Fixed         | 2.12%                 | 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        |     5926200 | PA      | $5754896.08   | 0.39%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8331 06-01-53                                                        | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      259110 | PA      | $259633.97    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5072 07-01-53                                                        | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      218169 | PA      | $218582.47    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | 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        |       21927 | PA      | $21582.51     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RA9795 09-01-53                                                        | CUSIP: 3133KR3C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       34414 | PA      | $32041.33     | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BY0943 04-01-53                                                        | CUSIP: 3140NHBM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       20118 | PA      | $18751.79     | 0.00%             | 2053-04-01      | 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        |     1638681 | PA      | $1647483.81   | 0.11%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.995% 04-04-25/01-02-29                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $315634.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.115% 04-08-25/01-02-29                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $98092.92     | 0.01%             |  |  |  | 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              | GB        |           1 | NC      | $67349.44     | 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      | $40917.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX CAD 2.5225% 05-22-25/05-22-27 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $21239.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUND 10YR FUT OPT RXQ5P P @ 129 07-25-25                                        | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         817 | NC      | $63662.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUND 10YR FUT OPT RXQ5P P @ 128 07-25-25                                        | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         817 | NC      | $-39294.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | GBP C USD P FX OPT @ 1.485 12-15-25                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     3625000 | PA      | $-11589.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP C USD P FX OPT @ 1.43 12-15-25                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     3625000 | PA      | $35331.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX LTD                                                                         | AUS GB 3YR FUT YMU5 09-15-25                                                         | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |           1 | NC      | $-261.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                                         | AUS GB 10YR FUT XMU5 09-15-25                                                        | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |         118 | NC      | $-98551.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                   | CAN GB 5YR FUT XQU5 09-18-25                                                         | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         268 | NC      | $100917.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                   | CAN GB 10YR FUT CNU5 09-18-25                                                        | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          21 | NC      | $657.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BOBL 5YR FUT OEU5 09-08-25                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         403 | NC      | $-126780.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | SGD FWD PUR FROM USD 8/6/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $2522.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | TRY FWD PUR FROM USD 7/14/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $953.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD PUR FROM USD 7/21/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $39539.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD FWD PUR FROM CAD 7/21/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-5819.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 7/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-19582.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | TRANSOCEAN INC SR UNSEC 6.8% 03-15-38                                                | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |       35000 | PA      | $24641.65     | 0.00%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                         | TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27                 | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       39375 | PA      | $39465.29     | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP EUR REG S SR UNSEC 0.125% 11-05-27                          | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     1850000 | PA      | $2073313.26   | 0.14%             | 2027-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC SUB 4.875% 05-01-29                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78660.88     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | 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        |      455000 | PA      | $457962.51    | 0.03%             | 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        |      100000 | PA      | $100000.00    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.4% 03-15-29                                              | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1004973.05   | 0.07%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.65% 01-15-53                                             | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1355488.40   | 0.09%             | 2053-01-15      | Fixed         | 5.65%                 | 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        |      235000 | PA      | $237340.13    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP SR UNSEC 6.125% 10-01-28                                       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25050.65     | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                               | TRIUMPH GROUP INC 144A LIFE SR SEC 1ST LIEN 9.0% 03-15-28                            | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |       57000 | PA      | $59602.91     | 0.00%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           |                  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        |       31000 | PA      | $31995.57     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28                     | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82733.52     | 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 9.875% 02-01-32                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       82000 | PA      | $88608.22     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS SA DE CV                                         | BUFFALO ENERGY MEXICO HOLDINGS 144A LIFE SR SEC 1ST LIEN SF 7.875% 02-15-39          | CUSIP: 11952AAA0<br>LEI: 254900881F7MS73FUK11 | Long             | DBT              | CORP              | MX        |     1341000 | PA      | $1382632.69   | 0.09%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.625% 03-15-32                            | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156063.00    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                               | WASTE PRO USA INC 144A LIFE SR UNSEC 7.0% 02-01-33                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20812.36     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | WASTE MANAGEMENT INC SR UNSEC 3.875% 01-15-29                                        | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49403.10     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                             | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202620.20    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                            | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                       | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      135000 | PA      | $126269.55    | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                            | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31                         | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       80000 | PA      | $72596.80     | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                | WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26            | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199422.40    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  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        |       93000 | PA      | $95918.99     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  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        |     4385000 | PA      | $5309112.99   | 0.36%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  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        |      653000 | PA      | $654224.38    | 0.04%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 3.9% 01-30-33                            | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     3200000 | PA      | $3995482.00   | 0.27%             | 2033-01-30      | Fixed         | 3.90%                 | 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        |      290000 | PA      | $280109.26    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND EUR REG S 4.5% 06-16-34                        | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      380000 | PA      | $452451.72    | 0.03%             | 2034-06-16      | Fixed         | 4.50%                 | 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        |      305000 | PA      | $352260.63    | 0.02%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 6.0% 09-26-35                        | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      325000 | PA      | $327068.63    | 0.02%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  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        |  1556000000 | PA      | $95677.47     | 0.01%             | 2028-05-15      | Fixed         | 6.12%                 | 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        |      140000 | PA      | $132785.80    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25                                | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246940.00    | 0.02%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29                               | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      190000 | PA      | $189614.87    | 0.01%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                      | ALCOA NEDERLAND HOLDING BV 144A LIFE SR UNSEC 4.125% 03-31-29                        | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       75000 | PA      | $71543.85     | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SUB (B) 5.5% 06-11-31/26                                     | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      680000 | PA      | $813329.47    | 0.06%             | 2031-06-11      | Variable      | 5.50%                 | 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        |      245000 | PA      | $248207.79    | 0.02%             | 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        |      300000 | PA      | $292044.30    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27                                      | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2887306.93   | 0.20%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                                      | ATKORE INC 144A LIFE SR UNSEC 4.25% 06-01-31                                         | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23152.70     | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP EUR SR UNSEC 0.875% 05-21-29                                     | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1605178.95   | 0.11%             | 2029-05-21      | Fixed         | 0.88%                 | 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        |       55000 | PA      | $55127.88     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                  | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      135000 | PA      | $131279.40    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  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        |     2070000 | PA      | $1402191.09   | 0.10%             | 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        |     2800000 | PA      | $3052786.99   | 0.21%             | 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        |      122000 | PA      | $115605.49    | 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        |      120000 | PA      | $118378.68    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                      | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                   | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     2102000 | PA      | $2048554.55   | 0.14%             | 2026-10-29      | Fixed         | 2.45%                 | 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        |     2687000 | PA      | $2752490.25   | 0.19%             | 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        |     1284000 | PA      | $1254555.31   | 0.09%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC SR UNSEC 5.95% 03-09-28                                       | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46067.36     | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | 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      | $208817.80    | 0.01%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  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        |      500000 | PA      | $652861.12    | 0.04%             | 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        |    29290000 | PA      | $1566234.93   | 0.11%             | 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        |       60000 | PA      | $62924.58     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28                                  | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1147000 | PA      | $1214102.94   | 0.08%             | 2029-09-13      | Variable      | 6.61%                 | 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        |       50000 | PA      | $55008.45     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | 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        |      180000 | PA      | $186329.70    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  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        |     1925000 | PA      | $1972264.53   | 0.13%             | 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        |     2200000 | PA      | $2147809.40   | 0.15%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SUB (B) 4.875% 02-26-36/31                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1115048.76   | 0.08%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                              | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $81235.27     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                     | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      865000 | PA      | $884728.06    | 0.06%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 7.25% 02-15-26                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 22733000000 | PA      | $1410608.20   | 0.10%             | 2026-02-15      | Fixed         | 7.25%                 | No            |                  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        |   100000000 | PA      | $690732.27    | 0.05%             | 2026-05-27      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.1% 04-01-27                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2565000 | PA      | $2975636.68   | 0.20%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 6.375% 08-15-28                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 63512000000 | PA      | $3932384.50   | 0.27%             | 2028-08-15      | Fixed         | 6.38%                 | 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        |     1130000 | PA      | $1268092.63   | 0.09%             | 2043-10-18      | Fixed         | 3.00%                 | 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        | 29412000000 | PA      | $1809887.85   | 0.12%             | 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        |     1430000 | PA      | $1806242.09   | 0.12%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 8.375% 03-15-34                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  6937000000 | PA      | $474963.38    | 0.03%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  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        |     1820000 | PA      | $2091451.40   | 0.14%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                    | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1230919.64   | 0.08%             | 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        |     2790000 | PA      | $2841732.18   | 0.19%             | 2034-03-15      | Fixed         | 5.05%                 | 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        |    13920000 | PA      | $764644.53    | 0.05%             | 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        |     2985000 | PA      | $3079603.61   | 0.21%             | 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        |     1030000 | PA      | $1070955.89   | 0.07%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                         | ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29           | CUSIP: 01879NAC9<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53175.15     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                            | AMENTUM HOLDINGS INC 144A LIFE SR UNSEC 7.25% 08-01-32                               | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       98000 | PA      | $100926.08    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP                                                                     | AVIENT CORP 144A LIFE SR UNSEC 6.25% 11-01-31                                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25249.33     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | 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        |       65000 | PA      | $66290.19     | 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        |       70000 | PA      | $72244.48     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.62% 10-15-32                | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25460.70     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  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        |     2290000 | PA      | $2699806.46   | 0.18%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  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      | $204605.40    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.625% 07-15-33               | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15227.37     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                       | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      195000 | PA      | $193545.11    | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45                                       | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      425000 | PA      | $368142.65    | 0.03%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE LLC                                                | ABU DHABI CRUDE OIL PIPELINE LLC REG S SR SEC 1ST LIEN SF 4.6% 11-02-47              | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |      775000 | PA      | $693918.73    | 0.05%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                            | ARAMARK SERVICES INC 144A LIFE SR UNSEC 5.0% 02-01-28                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109662.96    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC EUR SR UNSEC 3.125% 06-15-31                                        | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      800000 | PA      | $928757.03    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | 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        |     2000000 | PA      | $2301485.77   | 0.16%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                              | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27                                | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      256000 | PA      | $256777.98    | 0.02%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                  | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      290000 | PA      | $290430.65    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  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        |      165000 | PA      | $165134.97    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                     | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52365.17     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                                       | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $70461.33     | 0.00%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.25% 03-02-30                                                    | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      981000 | PA      | $1011089.23   | 0.07%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.259% 05-01-27                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46315.22     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | 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        |      723000 | PA      | $777326.22    | 0.05%             | 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        |      526000 | PA      | $576332.94    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3520000 | PA      | $3698351.36   | 0.25%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.511% 01-24-36/35                                     | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1578893.33   | 0.11%             | 2036-01-24      | Variable      | 5.51%                 | 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        |     5501000 | PA      | $5600018.00   | 0.38%             | 2035-08-15      | Fixed         | 5.62%                 | 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        |      200000 | PA      | $201898.00    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC SR UNSEC 6.5% 05-15-32                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247770.72    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | 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        |       28000 | PA      | $28574.11     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                            | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49524.86     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC                                                    | BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 5.75% 05-15-26                | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |       63000 | PA      | $62868.33     | 0.00%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  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        |      955000 | PA      | $942003.41    | 0.06%             | 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        |      210000 | PA      | $191430.96    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | 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        |     1756000 | PA      | $1362232.80   | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP EUR REG S SR UNSEC 3.648% 03-31-29/28                           | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     5000000 | PA      | $6058185.05   | 0.41%             | 2029-03-31      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 4.15% 04-09-30                                 | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      900000 | PA      | $885108.60    | 0.06%             | 2030-04-09      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.805% 05-01-50                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47996.15     | 0.00%             | 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        |     2451000 | PA      | $2496495.46   | 0.17%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.625% 02-01-31                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      718000 | PA      | $676763.11    | 0.05%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                           | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      746000 | PA      | $666674.84    | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                            | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29                              | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      175000 | PA      | $168844.20    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | 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        |     1700000 | PA      | $1735620.10   | 0.12%             | 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        |     1420000 | PA      | $1445604.02   | 0.10%             | 2035-03-14      | Fixed         | 5.25%                 | 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        |       30000 | PA      | $30881.13     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | 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      | $-389619.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 3.4928% 08-05-24/08-06-29 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-36263.15    | -0.00%            |  |  |  | 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      | $23249.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 11.91% 09-03-24/01-04-27                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-542179.60   | -0.04%            |  |  |  | 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      | $-254817.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                              | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1275000 | PA      | $1142901.08   | 0.08%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  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        |      107000 | PA      | $103893.58    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                            | REWORLD HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23803.35     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | 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        |      349000 | PA      | $253995.57    | 0.02%             | 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        |     1085000 | PA      | $713930.00    | 0.05%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                    | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63580.34     | 0.00%             | 2029-01-15      | 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        |       17000 | PA      | $14452.75     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP SR UNSEC 3.25% 01-31-32                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       26000 | PA      | $23321.19     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  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        |       64000 | PA      | $66317.25     | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  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        |      178000 | PA      | $185660.23    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  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        |      175000 | PA      | $181554.63    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 4.8% 05-15-33                                                  | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4093358.00   | 0.28%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  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        |      748000 | PA      | $702605.38    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | 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        |       90000 | PA      | $91112.31     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-30                                   | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97256.35     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33                                 | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $219782.80    | 0.01%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  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        |      445000 | PA      | $448021.55    | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  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        |      800000 | PA      | $1114783.97   | 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        |     1900000 | PA      | $2364956.31   | 0.16%             | 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        |       45000 | PA      | $46203.35     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                             | DEUTSCHE TELEKOM AG EUR REG S SR UNSEC (B) 3.25% 06-04-35                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     1990000 | PA      | $2316389.55   | 0.16%             | 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        |      125000 | PA      | $132924.38    | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 6.75% 07-15-33                                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41328.88     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                       | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV SR UNSEC 9.25% 06-01-32                    | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      930000 | PA      | $1161180.33   | 0.08%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                       | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV EUR SR UNSEC (B) 7.5% 01-24-33             | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $301920.60    | 0.02%             | 2033-01-24      | Fixed         | 7.50%                 | 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        |       60000 | PA      | $62436.36     | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                      | GRIFOLS SA EUR 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-30                               | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $123520.54    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  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        |     1645000 | PA      | $1665314.11   | 0.11%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ENVIRI CORP                                                                     | ENVIRI CORP 144A LIFE SR UNSEC 5.75% 07-31-27                                        | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143231.44    | 0.01%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                            | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24903.70     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | 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        |       25000 | PA      | $25443.65     | 0.00%             | 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        |      175000 | PA      | $173818.93    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26                                 | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $6826645.00   | 0.46%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                 | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                   | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107060.36    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31                                  | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      135000 | PA      | $129229.29    | 0.01%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                              | LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28                          | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89423.10     | 0.01%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDINGS LLC / BALDWIN INSURANCE GROUP HOLDINGS FINANCE | BALDWIN INSURANCE GROUP HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 7.125% 05-15-31       | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20805.92     | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  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              | BM        |      289329 | PA      | $264489.19    | 0.02%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 5.5% 03-15-55                              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      232000 | PA      | $229996.45    | 0.02%             | 2055-03-15      | 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        |      950000 | PA      | $978920.85    | 0.07%             | 2034-07-09      | Fixed         | 5.75%                 | 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        |       30000 | PA      | $28639.98     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                        | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 6.75% 02-15-27                    | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5032.60      | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | 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        |       40000 | PA      | $42560.72     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LGI HOMES INC                                                                   | LGI HOMES INC 144A LIFE SR UNSEC 8.75% 12-15-28                                      | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      155000 | PA      | $161225.42    | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                            | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.5% 04-15-32                                | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50059.05     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |       25000 | PA      | $23860.73     | 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        |       45000 | PA      | $44779.82     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                           | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3707773.70   | 0.25%             | 2030-10-18      | Variable      | 4.65%                 | 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        |      115000 | PA      | $117130.26    | 0.01%             | 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        |      709000 | PA      | $719503.13    | 0.05%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPT FINANCE CORP                                                                | MPT OPERATING PARTNERSHIP LP EUR 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-32             | CUSIP: N/A<br>LEI: 549300GMTGMY6F98X275       | Long             | DBT              | CORP              | US        |      100000 | PA      | $120857.67    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  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        |       35000 | PA      | $36657.64     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      476000 | PA      | $475902.90    | 0.03%             | 2035-03-03      | Fixed         | 4.95%                 | 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        |     2925000 | PA      | $2964674.70   | 0.20%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1470008.55   | 0.10%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.7% 09-15-53                                      | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      282000 | PA      | $283505.32    | 0.02%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       85000 | PA      | $87095.93     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | 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        |      970000 | PA      | $959718.00    | 0.07%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                        | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-29                   | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55608.63     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                        | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.375% 02-15-32                   | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70267.61     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                     | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 5.181% 06-11-34                       | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1250000 | PA      | $1293933.75   | 0.09%             | 2034-06-11      | Fixed         | 5.18%                 | Yes           |                  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        |      709499 | PA      | $322697.88    | 0.02%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  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        |       30000 | PA      | $31581.33     | 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        |       55000 | PA      | $57268.70     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | 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        |       80000 | PA      | $80745.12     | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | 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        |       20000 | PA      | $19908.42     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                    | NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76705.76     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | 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        |       45000 | PA      | $44849.34     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27082.30     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  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        |     2725000 | PA      | $2331755.25   | 0.16%             | 2030-08-07      | Fixed         | 1.20%                 | 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        |      165000 | PA      | $160833.09    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                | NATIONSTAR MORTGAGE HOLDINGS INC 144A LIFE SR UNSEC 5.125% 12-15-30                  | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $137305.67    | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | 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        |      145000 | PA      | $143080.20    | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28                            | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151440.90    | 0.01%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  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        |     2725000 | PA      | $2976941.42   | 0.20%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  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        |      150000 | PA      | $156157.80    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                      | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26                         | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $79867.20     | 0.01%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                  | NCR VOYIX CORP 144A LIFE SR UNSEC 5.125% 04-15-29                                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37460.29     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                    | NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31                                      | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17987.00     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                   | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                     | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |       85000 | PA      | $77034.40     | 0.01%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | EXPAND ENERGY CORP 144A LIFE SR UNSEC 6.75% 04-15-29                                 | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30377.88     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | 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        |      185000 | PA      | $209701.00    | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27                             | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54354.19     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | 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        |       35000 | PA      | $33022.68     | 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        |      110000 | PA      | $101894.87    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  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        |      435000 | PA      | $522987.95    | 0.04%             | 2031-11-28      | Fixed         | 3.88%                 | 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        |      770000 | PA      | $901087.76    | 0.06%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                         | VZ SECURED FINANCING BV 144A LIFE SR SEC 1ST LIEN 5.0% 01-15-32                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $178089.60    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 7.0% 09-15-30                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2930000000 | PA      | $185713.45    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.35% 04-01-30                       | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        7000 | PA      | $7815.80      | 0.00%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.85% 07-01-25             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    17700000 | PA      | $20849714.94  | 1.42%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                         | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      638000 | PA      | $638543.58    | 0.04%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                              | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.0% 05-15-28                    | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20070.76     | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  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        |   694500000 | PA      | $3043328.37   | 0.21%             | 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        |   270900000 | PA      | $1490620.65   | 0.10%             | 2040-06-20      | Fixed         | 0.40%                 | 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        |      450000 | PA      | $465131.34    | 0.03%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                         | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1125041.30   | 0.08%             | 2050-02-01      | Fixed         | 3.65%                 | 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        |   514000000 | PA      | $3385775.34   | 0.23%             | 2031-03-20      | Fixed         | 0.10%                 | 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        |  1568700000 | PA      | $6764674.93   | 0.46%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 12-20-41                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   196950000 | PA      | $1056333.37   | 0.07%             | 2041-12-20      | Fixed         | 0.50%                 | 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        |   246100000 | PA      | $1150467.30   | 0.08%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTERNATIONAL FINANCE BV EUR REG S SR UNSEC (B) 1.5% 04-07-28                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2308157.68   | 0.16%             | 2028-04-07      | Fixed         | 1.50%                 | 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        |       39000 | PA      | $35983.94     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | 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        |      756000 | PA      | $655448.98    | 0.04%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26                                            | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |      563000 | PA      | $553914.31    | 0.04%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  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        |   619850000 | PA      | $3628815.96   | 0.25%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     5800000 | PA      | $29918.06     | 0.00%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                               | SIMMONS FOODS INC 144A LIFE SR SEC 2ND LIEN 4.625% 03-01-29                          | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |       80000 | PA      | $75601.84     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                          | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $112115.11    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  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        |    53250000 | PA      | $287867.64    | 0.02%             | 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        |   612200000 | PA      | $2958804.41   | 0.20%             | 2053-06-20      | Fixed         | 1.20%                 | 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        |      195000 | PA      | $187422.11    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                  | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45421.43     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | 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        |      290000 | PA      | $281741.09    | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  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        |       50000 | PA      | $49094.75     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  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        |  1341900000 | PA      | $8256983.13   | 0.56%             | 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        |   168700000 | PA      | $898194.39    | 0.06%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      111000 | PA      | $98738.94     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | EXPAND ENERGY CORP SR UNSEC 5.375% 03-15-30                                          | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55193.27     | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | 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        |    68200000 | PA      | $454017.69    | 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        |    69000000 | PA      | $428546.99    | 0.03%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  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        |       45000 | PA      | $43694.37     | 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        |       20000 | PA      | $19022.02     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  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        |   455100000 | PA      | $2714520.36   | 0.18%             | 2054-09-20      | Fixed         | 2.10%                 | 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        |  6359250000 | PA      | $44482204.14  | 3.02%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-35                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   720000000 | PA      | $5379488.21   | 0.37%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.2% 03-20-30                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   576100000 | PA      | $4225558.78   | 0.29%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                       | STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26                                    | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2043288.50   | 0.14%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | EXPAND ENERGY CORP SR UNSEC 4.75% 02-01-32                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14595.84     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |  5158930000 | PA      | $3816021.84   | 0.26%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA NDFB 2709 KRW 3.125% 09-10-27                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  4513500000 | PA      | $3393204.89   | 0.23%             | 2027-09-10      | Fixed         | 3.12%                 | 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        | 18379880000 | PA      | $14987201.47  | 1.02%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA NDFB 2803 KRW 3.25% 03-10-28                                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  3998100000 | PA      | $3021122.08   | 0.21%             | 2028-03-10      | Fixed         | 3.25%                 | 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        |       46000 | PA      | $44366.03     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                 | SEALED AIR CORP 144A LIFE SR UNSEC 6.125% 02-01-28                                   | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      180000 | PA      | $182751.66    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  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        |     1330000 | PA      | $1318047.29   | 0.09%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  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        |       60000 | PA      | $64455.12     | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                         | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 02-13-34                      | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     1620000 | PA      | $1941257.87   | 0.13%             | 2034-02-13      | Fixed         | 3.50%                 | 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        |     4900000 | PA      | $1255150.97   | 0.09%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  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        |       69000 | PA      | $73990.84     | 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        |       85000 | PA      | $88255.76     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      350000 | PA      | $373950.53    | 0.03%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  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        |     3140000 | PA      | $3771295.73   | 0.26%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | TRANSOCEAN INC 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32933.09     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | 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        |       77000 | PA      | $79941.40     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | 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        |     9280000 | PA      | $2685258.96   | 0.18%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.875% 10-20-34                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     1960000 | PA      | $2294878.51   | 0.16%             | 2034-10-20      | Fixed         | 2.88%                 | 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        |      130000 | PA      | $122335.59    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                        | UNITED NATURAL FOODS INC 144A LIFE SR UNSEC 6.75% 10-15-28                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83976.77     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  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        |      415000 | PA      | $442614.10    | 0.03%             | 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        |      755000 | PA      | $810924.36    | 0.06%             | 2038-03-01      | Fixed         | 8.00%                 | 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        |      250000 | PA      | $227544.25    | 0.02%             | 2029-05-01      | 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        |       35000 | PA      | $34114.54     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GOVERNMENT INTERNATIONAL BOND 7.875% 03-01-57                                 | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2015000 | PA      | $2055310.08   | 0.14%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.0% 06-15-35                  | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     2870000 | PA      | $3369546.60   | 0.23%             | 2035-06-15      | Fixed         | 3.00%                 | 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        |      425000 | PA      | $422553.70    | 0.03%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  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        |     1000000 | PA      | $1218167.57   | 0.08%             | 2030-09-03      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                       | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                 | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30058.11     | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | 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        |      110000 | PA      | $111716.99    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.5% 06-28-32                                | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1940824.69   | 0.13%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  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        |       20000 | PA      | $20677.68     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.375% 06-15-40                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      715000 | PA      | $831882.35    | 0.06%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | PROVINCE OF QUEBEC CANADA EUR REG S (B) 0.25% 05-05-31                               | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $939789.19    | 0.06%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | PROVINCE OF QUEBEC CANADA EUR REG S (B) 0.5% 01-25-32                                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     1155000 | PA      | $1170279.50   | 0.08%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  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        |     1870000 | PA      | $2511072.60   | 0.17%             | 2026-09-15      | Fixed         | 2.25%                 | 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        |     2525000 | PA      | $2910804.08   | 0.20%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND 3.875% 04-25-27                               | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      350000 | PA      | $342930.00    | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | VERALTO CORP SR UNSEC 5.35% 09-18-28                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2990456.80   | 0.20%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  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        |     4500000 | PA      | $5287014.17   | 0.36%             | 2032-11-04      | Fixed         | 3.88%                 | 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        |       55000 | PA      | $58933.49     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                     | BIOCON BIOLOGICS GLOBAL PLC 144A LIFE SR SEC 1ST LIEN 6.67% 10-09-29                 | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     2595000 | PA      | $2466591.62   | 0.17%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  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        |      457000 | PA      | $496842.63    | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                  | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       65000 | PA      | $56007.38     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | CHESAPEAKE ENERGY CORP SR UNSEC 4.875% 04-15-32                                      | CUSIP: 165ESCAS3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      915000 | PA      | $3660.00      | 0.00%             | 2032-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                   | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      458000 | PA      | $314593.79    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31                                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1212000 | PA      | $1072674.54   | 0.07%             | 2031-04-15      | Fixed         | 2.75%                 | 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        |      192000 | PA      | $172501.25    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR SEC 1ST LIEN 5.0% 04-15-26                                     | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36111.17     | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | 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        |      110000 | PA      | $102242.36    | 0.01%             | 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        |      147000 | PA      | $134454.29    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                                 | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                            | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65152.56     | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | 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        |       65000 | PA      | $63196.51     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC SR UNSEC 2.5% 07-15-31                                              | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      767000 | PA      | $669703.75    | 0.05%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  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        |      384000 | PA      | $366624.77    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37172.00     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | 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        |       55000 | PA      | $48994.66     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                 | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $43169.63     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | 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        |        5000 | PA      | $4712.94      | 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        |     1130000 | PA      | $1110333.48   | 0.08%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                         | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14327.70     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  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        |       55000 | PA      | $51605.13     | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                               | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       85000 | PA      | $75750.81     | 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        |       90000 | PA      | $84370.68     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29                                       | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101106.70    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | 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        |       65000 | PA      | $55050.84     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  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        |     4000000 | PA      | $4421953.61   | 0.30%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 2.125% 03-07-28                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1440000 | PA      | $1641991.81   | 0.11%             | 2028-03-07      | Fixed         | 2.12%                 | Yes           |                  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        |     7120000 | PA      | $8046009.03   | 0.55%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                      | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $841472.80    | 0.06%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA SR UNSEC 9.0% 03-01-31                                                     | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     2434000 | PA      | $2958351.75   | 0.20%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27                                              | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1763000 | PA      | $1743790.35   | 0.12%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193131.60    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | 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        |     1090000 | PA      | $1399697.81   | 0.10%             | 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        |     1870000 | PA      | $1993163.30   | 0.14%             | 2053-10-22      | Fixed         | 3.75%                 | 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        |     5570000 | PA      | $6624964.83   | 0.45%             | 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        |     2015000 | PA      | $2792351.03   | 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 4.75% 12-07-30                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     4770000 | PA      | $6821057.46   | 0.46%             | 2030-12-07      | Fixed         | 4.75%                 | 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        |     3785000 | PA      | $5269095.02   | 0.36%             | 2027-12-07      | Fixed         | 4.25%                 | 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        |    81400000 | PA      | $932182.81    | 0.06%             | 2027-01-12      | Fixed         | 5.25%                 | 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        |   126400000 | PA      | $1484265.56   | 0.10%             | 2027-09-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTER-AMERICAN DEVELOPMENT BANK 7.0% 01-25-29                                        | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |    18000000 | PA      | $212959.77    | 0.01%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC TL-B3 1ST LIEN (TSFR3M + 225)(FLR 0.0) FRN 02-10-32            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |       15000 | PA      | $14997.32     | 0.00%             | 2032-02-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC PIK TL-B 1ST LIEN  (TSFR3M+350) FRN 01-31-29                  | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |        8981 | PA      | $8961.71      | 0.00%             | 2029-01-31      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                          | SPIRIT AEROSYSTEMS INC TL (TSFR3M+450) 8.77965% 01-15-27                             | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |        4937 | PA      | $4946.88      | 0.00%             | 2027-01-15      | Variable      | 8.78%                 | 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        |       44212 | PA      | $44378.30     | 0.00%             | 2030-05-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                                   | TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR3M+475) (FLR 0.00) FRN 05-06-32       | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      123684 | PA      | $125462.17    | 0.01%             | 2032-05-06      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                           | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |      497000 | PA      | $437931.55    | 0.03%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                 | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                     | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14611.71     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                           | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+200) FRN 01-16-26                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       32445 | PA      | $17844.85     | 0.00%             | 2026-01-16      | Variable      | 6.26%                 | 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        |       32622 | PA      | $17942.14     | 0.00%             | 2026-07-16      | Variable      | 12.39%                | No            |                  3 | On Loan: No      |
| AP CORE HOLDINGS II LLC                                                         | AP CORE HOLDINGS II LLC TL-B 1ST LIEN (TSFR3M+550)(FLR 0.75) FRN 09-01-27            | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |       95000 | PA      | $85690.00     | 0.01%             | 2027-09-01      | Variable      | 9.94%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                         | BX 2021-VOLT A 144A FRN 09-15-36                                                     | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1269165 | PA      | $1265597.23   | 0.09%             | 2036-09-15      | Variable      | 5.13%                 | 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        |      219000 | PA      | $234583.60    | 0.02%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                    | BX 25-BIO3 A 144A 6.1382% 02-10-42/02-12-30                                          | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1724000 | PA      | $1772185.80   | 0.12%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  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        |     1598877 | PA      | $1608822.49   | 0.11%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  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        |     1240000 | PA      | $1281569.76   | 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        |      804000 | PA      | $849778.96    | 0.06%             | 2043-05-25      | Variable      | 7.86%                 | Yes           |                  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        |     1208341 | PA      | $1234221.43   | 0.08%             | 2043-05-25      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                               | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                  | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      805000 | PA      | $842781.07    | 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        |      658109 | PA      | $664669.03    | 0.05%             | 2043-06-25      | Variable      | 6.21%                 | 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        |      305000 | PA      | $318613.37    | 0.02%             | 2043-06-25      | Variable      | 7.41%                 | 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        |      460998 | PA      | $463731.02    | 0.03%             | 2043-07-25      | Variable      | 6.01%                 | 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        |      206000 | PA      | $208486.21    | 0.01%             | 2044-01-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1M2 144A FRN 05-25-44                                                   | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1148000 | PA      | $1155561.88   | 0.08%             | 2044-05-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 M1 144A FRN 08-25-34/27                                               | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      614000 | PA      | $595709.55    | 0.04%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 A 144A FRN 08-25-34/27                                                | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      110722 | PA      | $109769.78    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  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        |      227789 | PA      | $232008.71    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8591 07-01-54                                                        | CUSIP: 3140XQRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      317880 | PA      | $326238.01    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |      194943 | PA      | $198511.41    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7692 08-01-54                                                        | CUSIP: 3140AHRN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      188820 | PA      | $192480.37    | 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        |       66327 | PA      | $67887.33     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8455 08-01-54                                                        | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        1222 | PA      | $1262.68      | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7687 08-01-54                                                        | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       93594 | PA      | $95912.28     | 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        |      176969 | PA      | $180720.72    | 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        |       74352 | PA      | $76101.09     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |      102715 | PA      | $105004.87    | 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        |      125566 | PA      | $128844.40    | 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        |      196472 | PA      | $201516.58    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | 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        |      172750 | PA      | $177388.92    | 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        |      184944 | PA      | $188544.27    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |      190000 | PA      | $201363.52    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8447 07-01-54                                                        | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1540292 | PA      | $1566949.62   | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4699 07-01-54                                                        | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1038536 | PA      | $1040262.00   | 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        |      837567 | PA      | $853358.41    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QI8872 07-01-54                                                        | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      521633 | PA      | $522500.29    | 0.04%             | 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        |      345787 | PA      | $352298.19    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                      | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      125000 | PA      | $114160.88    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28         | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25007.35     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1964 07-01-54                                                        | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1258526 | PA      | $1294127.96   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8842 07-01-54                                                        | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4031032 | PA      | $4037731.74   | 0.27%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1963 07-01-54                                                        | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1053998 | PA      | $1054772.49   | 0.07%             | 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        |      420069 | PA      | $431113.67    | 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        |      869467 | PA      | $885847.09    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |      569788 | PA      | $581939.48    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  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        |       28829 | PA      | $29319.47     | 0.00%             | 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        |       67886 | PA      | $69060.39     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.2032% 02-10-25/02-10-27 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-34520.76    | -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      | $26561.26     | 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      | $-2017.18     | -0.00%            |  |  |  | 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      | $6715.79      | 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      | $31213.71     | 0.00%             |  |  |  | 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      | $30597.86     | 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      | $47944.82     | 0.00%             |  |  |  | No            |                  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      | $113034.47    | 0.01%             |  |  |  | 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      | $-66248.41    | -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      | $-16618.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.3532% 04-22-25/04-22-30 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-66411.10    | -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      | $-15887.40    | -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      | $-43093.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 11.22441676% 10-30-23/01-04-27                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-321047.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 10.045% 01-26-24/01-02-29                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1312857.20  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX GBP 3.9322% 02-16-24/02-16-54 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $417437.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 3.968% 02-16-24/02-16-29 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $223966.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 4.254% 05-09-24/05-09-27 LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $60444.45     | 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      | $-869712.28   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                           | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15959.10     | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29                           | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $830297.60    | 0.06%             | 2029-04-22      | Fixed         | 5.65%                 | Yes           |                  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        |      219283 | PA      | $223426.41    | 0.02%             | 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        |     3860177 | PA      | $3873756.84   | 0.26%             | 2054-08-01      | Fixed         | 5.50%                 | 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        |     6025759 | PA      | $6045089.38   | 0.41%             | 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        |     3455035 | PA      | $3461844.83   | 0.24%             | 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        |      632557 | PA      | $636541.68    | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2222 08-01-54                                                        | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      542797 | PA      | $565302.20    | 0.04%             | 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        |     1514399 | PA      | $1540298.40   | 0.10%             | 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        |      577825 | PA      | $587647.17    | 0.04%             | 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        |      823236 | PA      | $837726.23    | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MB0202 02-20-55                                                             | CUSIP: 3618N5GL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      185190 | PA      | $172317.36    | 0.01%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MB0144 01-20-55                                                             | CUSIP: 3618N5ES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1755716 | PA      | $1633677.64   | 0.11%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MB0256 03-20-55                                                             | CUSIP: 3618N5JA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      225090 | PA      | $209444.01    | 0.01%             | 2055-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                            | TCN 23-SFR1 C 144A 5.1% 07-17-40/07-19-28                                            | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $99656.20     | 0.01%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                            | TCN 23-SFR1 B 144A 5.1% 07-17-40/07-19-28                                            | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      251000 | PA      | $252236.68    | 0.02%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 07-01-55                                                           | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3097900 | PA      | $2789473.08   | 0.19%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 07-01-55                                                           | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4067973 | PA      | $3891650.78   | 0.26%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.0 UMBS TBA 07-01-55                                                           | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5159591 | PA      | $5243583.98   | 0.36%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 07-01-55                                                           | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171451 | PA      | $168045.13    | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | UMBS  30YR TBA(REG A) 7.0 UMBS TBA 07-01-55                                          | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      183000 | PA      | $192687.29    | 0.01%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.5 UMBS TBA 08-01-55                                                           | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4656 | PA      | $4800.84      | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                    | VERUS 2024-4 A1 144A 6.218% 06-25-69/05-01-28                                        | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |      631063 | PA      | $638349.49    | 0.04%             | 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        |      838258 | PA      | $840155.47    | 0.06%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  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        |      965000 | PA      | $659263.88    | 0.04%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                      | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |      345957 | NS      | $34595705.00  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX EMERGING MARKET ISSUER                                                      | CDX EM S43 1.0% 03-20-25/06-20-30 ICE                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105525.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4113.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                           | CDX NA HY S44 5.0% 03-20-25/06-20-30 ICE                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-121086.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE ISSUER                                                            | ITRAXX EUR S43 1.0% 03-20-25/06-20-30 ICE                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-194775.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX CROSSOVER ISSUER                                                         | ITRAXX EUR XO S43 5.0% 03-20-25/06-20-30 ICE                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $15812.49     | 0.00%             |  |  |  | No            |                  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      | $-7431.17     | -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      | $3863.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.8272% 06-18-24/06-18-29 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-172741.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUXL 30YR FUT UBU5 09-08-25                                                     | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          46 | NC      | $68229.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-SCHATZ 2YR FUT DUU5 09-08-25                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         300 | NC      | $47413.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUND 10YR FUT RXU5 09-08-25                                                     | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         683 | NC      | $587259.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 7/16/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $18492.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 7/17/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $30529.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF FWD PUR FROM USD 7/28/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $63066.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM EUR 8/6/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $2059.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM USD 8/6/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $6031.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD PUR FROM EUR 7/28/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-88.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO USD 7/28/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-151045.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/8/2025                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-593735.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/24/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-132180.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO GBP 7/25/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $12552.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/25/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-176563.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 9/17/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-45740.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 7/14/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $89328.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 7/10/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $527409.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-15946.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 7/15/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $181797.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 9/12/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $157378.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 7/16/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $992469.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 7/8/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $431463.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/16/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-285303.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/15/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-16019.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 7/8/2025                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-20520.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 9/17/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $31208.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 7/18/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $101324.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 7/17/2025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-13373.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 7/7/2025                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-17175.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-79/03-15-27                              | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86694.20     | 0.01%             | 2079-12-31      | Variable      | 5.00%                 | 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        |      350000 | PA      | $363987.75    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                                      | EUROBANK ERGASIAS SERVICES AND HOLDINGS SA EUR REG S SUB (B) 10.0% 12-06-32/27       | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |     1540000 | PA      | $2083522.71   | 0.14%             | 2032-12-06      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     3170000 | PA      | $3506138.33   | 0.24%             | 2032-11-25      | Fixed         | 2.00%                 | 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        |     1920000 | PA      | $2259868.23   | 0.15%             | 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        |     1790000 | PA      | $2138574.94   | 0.15%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29        | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        2000 | PA      | $2027.55      | 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        |      863029 | PA      | $816032.96    | 0.06%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                           | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 09-15-33                            | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     2370000 | PA      | $2826618.72   | 0.19%             | 2033-09-15      | 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        |     4430000 | PA      | $5133750.41   | 0.35%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  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        |     1200000 | PA      | $668693.47    | 0.05%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-30                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    16885000 | PA      | $18062360.60  | 1.23%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 11-15-27                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1400000 | PA      | $1578796.25   | 0.11%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  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        |      690000 | PA      | $771794.29    | 0.05%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  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        |      400000 | PA      | $389452.00    | 0.03%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  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        |     2305000 | PA      | $2653629.88   | 0.18%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.75% 06-18-32                 | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     1915000 | PA      | $2093708.15   | 0.14%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  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        |     1300000 | PA      | $1231934.50   | 0.08%             | 2038-05-15      | Fixed         | 1.00%                 | 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        |      615000 | PA      | $758414.00    | 0.05%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.375% 06-15-34                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     5870000 | PA      | $7030122.71   | 0.48%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  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        |      640000 | PA      | $751891.70    | 0.05%             | 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        |    13725000 | PA      | $16036828.41  | 1.09%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4479 04-01-54                                                        | CUSIP: 3140M56R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      320185 | PA      | $320708.46    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | 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        |      193898 | PA      | $194040.41    | 0.01%             | 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        |      277241 | PA      | $282121.03    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP5576 06-01-50                                                        | CUSIP: 3140KDFS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5947 | PA      | $4946.45      | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FP0015 09-01-50                                                        | CUSIP: 3140XTAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         966 | PA      | $803.32       | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8462 09-01-54                                                        | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2317095 | PA      | $2318797.91   | 0.16%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |     1811915 | PA      | $1777247.28   | 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        |      426202 | PA      | $408108.29    | 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        |       13268 | PA      | $13277.38     | 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        |      329935 | PA      | $293556.30    | 0.02%             | 2054-08-01      | Variable      | 5.59%                 | Yes           |                  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        |       48198 | PA      | $47279.38     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                  | FMBT 2024-FBLU A 144A FRN 12-15-29                                                   | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      483000 | PA      | $483696.00    | 0.03%             | 2029-12-15      | Variable      | 5.76%                 | 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        |      124178 | PA      | $124269.02    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8469 10-01-54                                                        | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      443175 | PA      | $443500.30    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | 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        |     1156199 | PA      | $1157048.76   | 0.08%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QX1414 12-01-54                                                        | CUSIP: 31425VSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      339544 | PA      | $339713.72    | 0.02%             | 2054-12-01      | 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        |      194673 | PA      | $189636.04    | 0.01%             | 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        |      127133 | PA      | $123681.51    | 0.01%             | 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        |       38516 | PA      | $39201.77     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5631 02-01-55                                                        | CUSIP: 31418FHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      707001 | PA      | $730613.30    | 0.05%             | 2055-02-01      | Fixed         | 6.50%                 | 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        |       57632 | PA      | $58603.23     | 0.00%             | 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        |      103647 | PA      | $105386.65    | 0.01%             | 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        |      523158 | PA      | $513189.16    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 7.0 MA5696 03-01-45                                                        | CUSIP: 31418FKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       75370 | PA      | $79536.10     | 0.01%             | 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        |     3825457 | PA      | $3828268.98   | 0.26%             | 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        |      349602 | PA      | $342857.51    | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                      | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187610.20    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29                 | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $65699.40     | 0.00%             | 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        |       45000 | PA      | $42332.36     | 0.00%             | 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        |      103000 | PA      | $104416.56    | 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        |      300000 | PA      | $298144.80    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  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        |      449000 | PA      | $450465.99    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO SR UNSEC 6.1% 08-19-32                                                 | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29970.87     | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  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        |      200000 | PA      | $207770.80    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 03-15-31       | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $28709.59     | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                  | GULFPORT ENERGY OPERATING CORP 144A LIFE SR UNSEC 6.75% 09-01-29                     | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15391.55     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  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        |      321679 | PA      | $315498.33    | 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        |      324520 | PA      | $324683.04    | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  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        |       65000 | PA      | $66824.81     | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                        | GLOBAL AUTO HOLDINGS LTD 144A LIFE SR UNSEC 11.5% 08-15-29                           | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195896.80    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.536% 01-28-36/35                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      732000 | PA      | $750943.43    | 0.05%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                          | GROUP 1 AUTOMOTIVE INC 144A LIFE SR UNSEC 4.0% 08-15-28                              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111093.68    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                                                                     | GARTNER INC 144A LIFE SR UNSEC 3.75% 10-01-30                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65548.21     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1042994.88   | 0.07%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR UNSEC 5.375% 11-15-31                                    | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       19000 | PA      | $14263.22     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                      | FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23090.18     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                               | GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30                                           | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       38000 | PA      | $40377.51     | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  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        |     1342000 | PA      | $1388806.28   | 0.09%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0013 06-01-55                                                        | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      745587 | PA      | $745960.29    | 0.05%             | 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        |      202463 | PA      | $205864.75    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | 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        |     1624228 | PA      | $1592769.46   | 0.11%             | 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        |      449251 | PA      | $440549.59    | 0.03%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SL1094 04-01-55                                                        | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      151662 | PA      | $148724.25    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 DD6324 04-01-55                                                        | CUSIP: 3140B7A29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      370904 | PA      | $363871.28    | 0.02%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5646 03-01-55                                                        | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4644296 | PA      | $4646622.65   | 0.32%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  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        |      643783 | PA      | $616201.22    | 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        |      611690 | PA      | $585482.35    | 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        |      166208 | PA      | $168992.32    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5762 07-01-55                                                        | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1498 | PA      | $1548.03      | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8786 07-01-54                                                        | CUSIP: 3140XQXQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       16606 | PA      | $17163.59     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                              | GNMA 21-2 AH 1.5% 06-16-63                                                           | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      754166 | PA      | $551333.56    | 0.04%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785813 12-20-51                                                             | CUSIP: 3622ABK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3561006 | PA      | $2987277.88   | 0.20%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                          | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1140969.06   | 0.08%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                        | BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26555.63     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  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        |       25000 | PA      | $26157.88     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                                       | HOWDEN UK REFINANCE 2 PLC 144A LIFE SR UNSEC 8.125% 02-15-32                         | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209000.80    | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                                    | HELIOS SOFTWARE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205903.00    | 0.01%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  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        |       25000 | PA      | $26423.23     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                        | HAH GROUP HOLDING CO LLC 144A LIFE SR SEC 1ST LIEN 9.75% 10-01-31                    | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114094.72    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | HYATT HOTELS CORP SR UNSEC 5.75% 03-30-32                                            | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16432.18     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | 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        |       65000 | PA      | $67923.83     | 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        |       30000 | PA      | $31453.53     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 5.625% 09-01-28                                                     | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123568.08    | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25                                        | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4172000 | PA      | $4168015.74   | 0.28%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1493408.00   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                       | MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90543.06     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                       | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.25% 04-26-26                          | CUSIP: 58547DAB5<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1528000 | PA      | $1526701.20   | 0.10%             | 2026-04-26      | Fixed         | 5.25%                 | Yes           |                  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              | KY        |      873000 | PA      | $872016.13    | 0.06%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                              | MURPHY OIL USA INC SR UNSEC 4.75% 09-15-29                                           | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |       48000 | PA      | $47216.59     | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP SR UNSEC 5.25% 12-15-29                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4942.99      | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | 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        |      120000 | PA      | $117447.96    | 0.01%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  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        |       80000 | PA      | $78250.08     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC EUR REG S SR UNSEC 0.55% 06-16-27             | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2279618.31   | 0.15%             | 2027-06-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                 | MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     1025248 | PA      | $995249.24    | 0.07%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP SR UNSEC 5.125% 10-15-27                                               | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54850.95     | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN REG S SR UNSEC 2.125% 10-28-25                                               | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | CN        |     1730000 | PA      | $1716459.29   | 0.12%             | 2025-10-28      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                             | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69807.00     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1226372.86   | 0.08%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                 | MEG ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                   | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $29988.12     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 144A LIFE SR UNSEC 3.625% 11-01-31                                          | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      210000 | PA      | $193637.85    | 0.01%             | 2031-11-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                  | MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29                      | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43246.44     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                             | STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29                               | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      115000 | PA      | $110119.98    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                   | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4258.91      | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | 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        |       40000 | PA      | $39717.40     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                                | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      600000 | PA      | $523270.80    | 0.04%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  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        |      155000 | PA      | $155835.45    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  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        |     1086000 | PA      | $1173796.58   | 0.08%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                        | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      496000 | PA      | $474167.07    | 0.03%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                                      | NATIONAL BANK OF GREECE SA EUR REG S SUB (B) 8.0% 01-03-34/29                        | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      660000 | PA      | $876737.86    | 0.06%             | 2034-01-03      | Variable      | 8.00%                 | 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        |      160000 | PA      | $153326.88    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.0% 01-09-34             | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1511188.50   | 0.10%             | 2034-01-09      | Fixed         | 5.00%                 | 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        |       35000 | PA      | $36473.71     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  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        |       25000 | PA      | $25912.98     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 2.65% 07-15-26                                                  | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2327000 | PA      | $2285607.32   | 0.16%             | 2026-07-15      | Fixed         | 2.65%                 | 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        |     1880000 | PA      | $1838265.88   | 0.12%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                  | OPEN TEXT CORP 144A LIFE SR UNSEC 3.875% 02-15-28                                    | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24267.78     | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28                                   | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       54000 | PA      | $56146.18     | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.95% 03-25-51                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       22000 | PA      | $16252.37     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                          | OPTION CARE HEALTH INC 144A LIFE SR UNSEC 4.375% 10-31-29                            | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24080.30     | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 5.8% 11-01-30                                                     | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       69000 | PA      | $72267.43     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 6.05% 09-01-33                                                    | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      514000 | PA      | $539555.05    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 6.625% 09-01-53                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      290000 | PA      | $301646.98    | 0.02%             | 2053-09-01      | Fixed         | 6.62%                 | 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        |       33000 | PA      | $33954.82     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | 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        |      730000 | PA      | $911888.10    | 0.06%             | 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        |       55000 | PA      | $56598.52     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  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        |      106000 | PA      | $107052.05    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | 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        |      145000 | PA      | $137680.40    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                           | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6200000 | PA      | $6160803.60   | 0.42%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                               | CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27                                   | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90562.95     | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                   | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79705.20     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND 3.125% 04-15-31                               | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3000000 | PA      | $2470851.00   | 0.17%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 7.25% 10-26-50                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  7150600000 | PA      | $1051758.26   | 0.07%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | BONOS DE LA TESORERIA DE LA REPUBLICA CLP I/L 1.5% 03-01-26                          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   903202870 | PA      | $971272.16    | 0.07%             | 2026-03-01      | Fixed         | 1.50%                 | No            |                  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        |    19550000 | PA      | $20032122.70  | 1.36%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 05-25-32                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2120000 | PA      | $2055035.26   | 0.14%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 02-25-28               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      980000 | PA      | $1113814.15   | 0.08%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8433 05-01-54                                                        | CUSIP: 3132DWLN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       24639 | PA      | $25511.61     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  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        |     1379573 | PA      | $1096638.90   | 0.07%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS3056 10-01-52                                                        | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3437033 | PA      | $2726584.71   | 0.19%             | 2052-10-01      | Fixed         | 2.00%                 | 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        |       11000 | PA      | $10986.25     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | 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        |      444000 | PA      | $427245.22    | 0.03%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO SR UNSEC 3.0% 03-25-30                                           | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      338000 | PA      | $322635.20    | 0.02%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                             | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      150000 | PA      | $97637.55     | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30                               | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      634000 | PA      | $571425.47    | 0.04%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                           | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31262.79     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  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        |      123000 | PA      | $127537.22    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SMRC AUTOMOTIVE HOLDINGS NETHERLANDS 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        |      595000 | PA      | $604822.26    | 0.04%             | 2029-07-11      | Fixed         | 5.62%                 | 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        |       35000 | PA      | $35400.68     | 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        |       66000 | PA      | $65642.21     | 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 5.9% 03-01-55                          | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1007241.40   | 0.07%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                        | SLM CORP SR UNSEC 6.5% 01-31-30                                                      | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $89284.00     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | 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        |     1450000 | PA      | $1467489.90   | 0.10%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                 | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1421772.09   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  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        |       25000 | PA      | $26181.25     | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                           | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27                              | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |      110000 | PA      | $108724.77    | 0.01%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SPRINT LLC                                                                      | SPRINT LLC SR UNSEC 7.625% 03-01-26                                                  | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131257.75    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | 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        |      200000 | PA      | $229957.75    | 0.02%             | 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        |     2710000 | PA      | $2731902.22   | 0.19%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                         | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185173.40    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  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        |      350000 | PA      | $356231.75    | 0.02%             | 2029-01-23      | Fixed         | 4.83%                 | 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        |       55000 | PA      | $56197.08     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                            | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15368.46     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | 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        |       45000 | PA      | $46648.98     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54                                    | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1444908.00   | 0.10%             | 2054-04-05      | Fixed         | 5.49%                 | 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        |      200000 | PA      | $207214.40    | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC CL A (DRS)                                                   | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |        4095 | NS      | $13595.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.783% 12-17-29                                       | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      424000 | PA      | $429099.87    | 0.03%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC EUR SR UNSEC 3.15% 02-11-32                                         | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1991028.03   | 0.14%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                           | PARTY CITY HOLDCO INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING)              | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |          80 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                           | PARTY CITY HOLDCO INC (NEW) 144A (DRS) (NOT LISTED OR TRADING)                       | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |           1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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              | KY        |       92286 | PA      | $93809.07     | 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        |       75000 | PA      | $75255.45     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BIGHORN PERMIAN RESOURCES LLC                                                   | BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING)                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         531 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VENATOR MATERIALS PLC                                                           | VENATOR MATERIALS PLC (1145 SHARES)                                                  | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |         232 | 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        |     1817000 | PA      | $1831394.27   | 0.12%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                       | AESOP 23-6 A 144A 5.81% 12-20-29/28                                                  | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      996000 | PA      | $1036124.86   | 0.07%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $204420.20    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                   | TIDEWATER INC 144A LIFE SR UNSEC 9.125% 07-15-30                                     | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10296.05     | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | 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        |      552674 | PA      | $553002.74    | 0.04%             | 2032-04-20      | Variable      | 5.40%                 | 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        |      102289 | PA      | $102491.52    | 0.01%             | 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        |      527740 | PA      | $523781.71    | 0.04%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                          | AASET 25-1 A 144A 5.943% 02-16-50/02-17-32                                           | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      558966 | PA      | $570346.74    | 0.04%             | 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        |      994000 | PA      | $1006065.17   | 0.07%             | 2050-02-16      | Fixed         | 5.52%                 | 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        |     1070000 | PA      | $1111594.11   | 0.08%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                   | CLAST 25-1 A 144A 5.783% 02-15-50/02-17-32                                           | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      834252 | PA      | $847084.86    | 0.06%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| EART 2023-5A                                                                    | EART 23-5 B 6.58% 04-17-28/02-17-26                                                  | CUSIP: 30168DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       61883 | PA      | $62240.76     | 0.00%             | 2028-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                        | EQS 24-2M A 144A 5.7 12-20-32/12-22-31                                               | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      871334 | PA      | $885161.10    | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                 | EVGRN 25-CRT5 B 144A 5.24% 05-15-29/05-17-27                                         | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |      148000 | PA      | $149264.96    | 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        |     1348000 | PA      | $1357812.09   | 0.09%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 24-1 A 144A 5.44% 01-25-29/28                                                  | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      249000 | PA      | $253106.01    | 0.02%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 25-1 A 144A 4.91% 09-25-29/28                                                  | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1188000 | PA      | $1193878.22   | 0.08%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                          | LADAR 23-1 A3 144A 5.48% 06-15-27/06-16-25                                           | CUSIP: 505710AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      273378 | PA      | $273754.07    | 0.02%             | 2027-06-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                           | LADAR 23-4 B 144A 6.39% 10-16-28/11-16-26                                            | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194000 | PA      | $198609.25    | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | LAMAR MEDIA CORP SR UNSEC 3.75% 02-15-28                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9700.21      | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | 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        |      120000 | PA      | $110975.88    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                               | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                 | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37610.96     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | 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        |       25000 | PA      | $24100.93     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | 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        |      110000 | PA      | $113972.87    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1633000 | PA      | $1689328.70   | 0.11%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                            | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 9.75% 01-15-29                                  | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63224.33     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                    | INSULET CORP 144A LIFE SR UNSEC 6.5% 04-01-33                                        | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7303.04      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  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        |      235000 | PA      | $231956.05    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | 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        |      130000 | PA      | $121483.96    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                                    | INTELSAT JACKSON HOLDINGS SA 144A LIFE SR SEC 1ST LIEN 6.5% 03-15-30                 | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |      130000 | PA      | $132885.48    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  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        |       55000 | PA      | $52818.37     | 0.00%             | 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        |     1200000 | PA      | $1578136.83   | 0.11%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25                                       | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      225000 | PA      | $226792.13    | 0.02%             | 2025-11-21      | Fixed         | 7.00%                 | 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        |      730000 | PA      | $732122.84    | 0.05%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 24-3 A3 144A 4.52% 03-15-29/08-16-27                                           | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      219000 | PA      | $219587.58    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                    | LBZZ 25-1 A2 144A 5.10% 10-15-30/10-15-27                                            | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      530000 | PA      | $531944.04    | 0.04%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  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        |      360000 | PA      | $420773.82    | 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        |      536000 | PA      | $555689.42    | 0.04%             | 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        |       80000 | PA      | $82306.48     | 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        |       80000 | PA      | $82955.20     | 0.01%             | 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        |        5000 | PA      | $5046.79      | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                   | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                     | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5086.15      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26                                       | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1243000 | PA      | $1217528.44   | 0.08%             | 2027-02-04      | Variable      | 1.04%                 | 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        |       10000 | PA      | $10350.51     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | 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        |      225000 | PA      | $230930.10    | 0.02%             | 2029-07-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                                        | KIMMERIDGE TEXAS GAS LLC 144A LIFE SR UNSEC 8.5% 02-15-30                            | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15536.58     | 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        |     2250000 | PA      | $2277112.50   | 0.15%             | 2028-02-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP SR UNSEC 5.2% 02-15-64                                          | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      309000 | PA      | $285659.38    | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  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        |      563000 | PA      | $563529.22    | 0.04%             | 2036-07-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A 144A 6.2% 08-15-29/06-15-26                                             | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1094000 | PA      | $1104009.01   | 0.08%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 24-A B 144A 6.59% 08-15-29/06-15-26                                            | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      539000 | PA      | $543423.03    | 0.04%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                     | MCLO 19-2 A1R2 CLO 144A FRN (TSFR3M+95) 01-20-33                                     | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2787592 | PA      | $2775605.09   | 0.19%             | 2033-01-20      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B A 144A 5.4% 09-15-31                                                    | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1136000 | PA      | $1136686.03   | 0.08%             | 2031-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                     | NMEF 25-A A2 144A 4.72% 07-15-32                                                     | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      662000 | PA      | $662646.77    | 0.05%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                    | PEAC 25-1 A2 144A 4.94% 10-20-28                                                     | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1059000 | PA      | $1063319.66   | 0.07%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                       | SMB 2023-C A1B 144A FRN 11-15-52                                                     | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      547265 | PA      | $553142.89    | 0.04%             | 2052-11-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                    | SSTRT 25-A B 144A 5.038% 07-25-31/04-25-28                                           | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |      158444 | PA      | $159661.28    | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 25-1 A3 144A 5.11% 11-21-33                                                    | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2846000 | PA      | $2907376.84   | 0.20%             | 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        |     1832283 | PA      | $1832240.85   | 0.12%             | 2032-07-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                    | SSTRT 2025-B B 144A 4.98% 12-29-32                                                   | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      826000 | PA      | $828833.18    | 0.06%             | 2032-12-29      | Fixed         | 4.98%                 | 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        |      100000 | PA      | $121052.38    | 0.01%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                         | LATAM AIRLINES GROUP SA 144A LIFE SR UNSEC 7.875% 04-15-30                           | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |       25000 | PA      | $25531.25     | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                                 | USCLN 25-SUP1 B 144A 5.582% 02-25-32                                                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      751867 | PA      | $752626.22    | 0.05%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                | WLAKE 23-1 B 144A 5.41% 01-18-28/04-15-25                                            | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50033 | PA      | $50079.24     | 0.00%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                                     | WEF 24-1 A2 144A 4.99% 09-20-32                                                      | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146000 | PA      | $146163.81    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 24-1 B 144A 7.15% 06-17-31/27                                                   | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $122016.12    | 0.01%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 24-1 A 144A 6.27% 06-17-31/27                                                   | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      269000 | PA      | $272331.57    | 0.02%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                                           | BANK OF EAST ASIA LTD PRP REG S SUB (H) (B) 5.825% 12-31-79/10-21-25                 | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |      640000 | PA      | $638960.00    | 0.04%             | 2079-12-31      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADIAN GOVERNMENT BOND CAD 3.25% 12-01-33                                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7330000 | PA      | $5411846.52   | 0.37%             | 2033-12-01      | Fixed         | 3.25%                 | 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        |     5150000 | PA      | $893838.18    | 0.06%             | 2053-10-15      | Fixed         | 3.00%                 | 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        |     6340000 | PA      | $912466.28    | 0.06%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  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        |    54910000 | PA      | $8032523.39   | 0.55%             | 2034-05-25      | Fixed         | 2.27%                 | 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        |    28690000 | PA      | $4011222.75   | 0.27%             | 2055-01-15      | Fixed         | 1.92%                 | 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        |     1005000 | PA      | $1160439.97   | 0.08%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  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        |    33900000 | PA      | $4714642.91   | 0.32%             | 2032-05-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.625% 04-16-30                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $326577.21    | 0.02%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 09-09-25                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   150475000 | PA      | $2878204.49   | 0.20%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  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        |      360000 | PA      | $201522.32    | 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        |      600000 | PA      | $453949.89    | 0.03%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  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        |      460845 | PA      | $468646.29    | 0.03%             | 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        |      626711 | PA      | $637242.95    | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 FS9819 07-01-54                                                        | CUSIP: 3140XR4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       43167 | PA      | $45541.20     | 0.00%             | 2054-07-01      | Fixed         | 7.00%                 | 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        |       75000 | PA      | $77889.15     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | 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        |      130000 | PA      | $128686.74    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                           | BATH & BODY WORKS INC 144A LIFE SR UNSEC 6.625% 10-01-30                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123802.68    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  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        |      900000 | PA      | $1074907.25   | 0.07%             | 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        |      115000 | PA      | $105345.18    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26                                  | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3693007.50   | 0.25%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                     | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33680.71     | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | 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        |      100000 | PA      | $125505.98    | 0.01%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                             | ARTERA SERVICES LLC 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-31                          | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |       45000 | PA      | $37508.67     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43158.20     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                        | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |      400000 | PA      | $395430.40    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26                                    | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       16000 | PA      | $16043.49     | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                     | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4040000 | PA      | $3521619.52   | 0.24%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                              | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $649063.10    | 0.04%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                           | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      185000 | PA      | $156110.40    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                    | BRITISH AMERICAN TOBACCO PLC EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-27-26        | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     4980000 | PA      | $5839998.44   | 0.40%             | 2079-12-31      | Variable      | 3.00%                 | 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        |      250000 | PA      | $246671.00    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  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        |     2800000 | PA      | $3353284.86   | 0.23%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                     | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      320000 | PA      | $310590.08    | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1741657.73   | 0.12%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  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        |      900000 | PA      | $1125985.32   | 0.08%             | 2029-02-07      | Variable      | 5.25%                 | 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        |     1360000 | PA      | $1439298.88   | 0.10%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  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        |      700000 | PA      | $891841.26    | 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        |     2129000 | PA      | $1863045.32   | 0.13%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                      | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      525000 | PA      | $459417.00    | 0.03%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34                                | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $209367.80    | 0.01%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                     | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      165000 | PA      | $161244.60    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | 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        |       65000 | PA      | $69349.61     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | 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        |      421000 | PA      | $435690.37    | 0.03%             | 2032-07-23      | Variable      | 5.72%                 | 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        |      336000 | PA      | $337887.31    | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | 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        |      155000 | PA      | $179325.90    | 0.01%             | 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              | GB        |      200000 | PA      | $201275.60    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                        | CORONADO FINANCE PTY LTD 144A LIFE SR SEC 1ST LIEN 9.25% 10-01-29                    | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |      125000 | PA      | $93310.13     | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  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        |      100000 | PA      | $98543.40     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | 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        |      200000 | PA      | $203700.00    | 0.01%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                             | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2896886.95   | 0.20%             | 2055-01-15      | Fixed         | 5.50%                 | 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        |      990000 | PA      | $1013749.11   | 0.07%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 144A LIFE SR UNSEC 9.25% 06-01-30                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51159.15     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  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        |       15000 | PA      | $15388.82     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                               | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1184725.20   | 0.08%             | 2026-05-15      | Fixed         | 3.00%                 | 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        |      125000 | PA      | $124683.50    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.75% 02-15-28                  | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2601465.25   | 0.18%             | 2028-02-15      | Fixed         | 3.75%                 | 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        |      135000 | PA      | $130888.85    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |      384000 | PA      | $307457.28    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  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        |      240000 | PA      | $228961.20    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | 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        |      155000 | PA      | $144894.47    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  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        |       74000 | PA      | $69937.55     | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                       | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26                         | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50237.40     | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | EXPAND ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46215.10     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | 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        |       75000 | PA      | $64227.38     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                  | CONSTELLIUM SE 144A LIFE SR UNSEC 3.75% 04-15-29                                     | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      125000 | PA      | $117549.13    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | 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        |      115000 | PA      | $108197.64    | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                 | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24203.23     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      195000 | PA      | $185840.27    | 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        |      120000 | PA      | $110822.16    | 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        |      235000 | PA      | $234402.16    | 0.02%             | 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        |      600000 | PA      | $555460.20    | 0.04%             | 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        |     2375000 | PA      | $2306388.63   | 0.16%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                            | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      269000 | PA      | $259720.04    | 0.02%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                | HEALTHEQUITY INC 144A LIFE SR UNSEC 4.5% 10-01-29                                    | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       80000 | PA      | $77882.64     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                        | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $14071.61     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | 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        |      105000 | PA      | $102172.25    | 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        |     1700000 | PA      | $1707104.30   | 0.12%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43                                        | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1288977.60   | 0.09%             | 2044-03-09      | Variable      | 6.33%                 | 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        |      132000 | PA      | $139264.09    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | 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        |     2000000 | PA      | $2237622.00   | 0.15%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32                             | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      130000 | PA      | $136103.89    | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | 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        |      200000 | PA      | $206470.40    | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                                                         | KB HOME SR UNSEC 6.875% 06-15-27                                                     | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51536.40     | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                           | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18761.50     | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | 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        |      245000 | PA      | $224617.23    | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                          | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1210000 | PA      | $1186505.91   | 0.08%             | 2044-05-15      | Fixed         | 4.62%                 | 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        |     1360000 | PA      | $1362888.64   | 0.09%             | 2032-07-17      | Fixed         | 7.12%                 | 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        |      540000 | PA      | $527273.50    | 0.04%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 09-30-29                                            | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      399000 | PA      | $394972.97    | 0.03%             | 2029-09-30      | Fixed         | 3.50%                 | 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        |      328000 | PA      | $332717.76    | 0.02%             | 2029-10-31      | Fixed         | 4.12%                 | 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        |      143000 | PA      | $136263.36    | 0.01%             | 2054-11-15      | Fixed         | 4.50%                 | 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        |      704000 | PA      | $710988.75    | 0.05%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1681000 | PA      | $1734370.41   | 0.12%             | 2035-02-15      | Fixed         | 4.62%                 | 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        |      662000 | PA      | $663538.29    | 0.05%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                            | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2995000 | PA      | $3023894.26   | 0.21%             | 2030-05-31      | Fixed         | 4.00%                 | 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        |     1310000 | PA      | $1814221.98   | 0.12%             | 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        |     3313000 | PA      | $2523002.63   | 0.17%             | 2065-07-22      | Fixed         | 2.50%                 | 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        |     3690000 | PA      | $4746054.53   | 0.32%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UTD KINGDOM GILT GBP REG S 0.125% 01-30-26                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      425000 | PA      | $573102.99    | 0.04%             | 2026-01-30      | Fixed         | 0.12%                 | 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        |      210000 | PA      | $198694.63    | 0.01%             | 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        |    12845000 | PA      | $14142695.33  | 0.96%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 0.875% 01-31-46                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     4916746 | PA      | $3112969.81   | 0.21%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5010 05-01-53                                                        | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       16101 | PA      | $16136.01     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5039 06-01-53                                                        | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       57961 | PA      | $58077.89     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8342 07-01-53                                                        | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      695388 | PA      | $697191.45    | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.2007% 02-10-25/02-10-27 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-34036.44    | -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      | $-2227.59     | -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      | $-2438.31     | -0.00%            |  |  |  | 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        |   400000000 | PA      | $2759209.75   | 0.19%             | 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        |   300000000 | PA      | $2060524.29   | 0.14%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.1% 08-28-26                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3425000 | PA      | $4085010.59   | 0.28%             | 2026-08-28      | Fixed         | 3.10%                 | 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        |     4245000 | PA      | $5016063.99   | 0.34%             | 2054-10-01      | Fixed         | 4.30%                 | 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        |     4595000 | PA      | $5511661.92   | 0.37%             | 2035-08-01      | Fixed         | 3.65%                 | 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        |      755000 | PA      | $827694.35    | 0.06%             | 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        |     2530000 | PA      | $2969192.66   | 0.20%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  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        |     1365000 | PA      | $1605671.59   | 0.11%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 9.0% 03-15-29                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 26010000000 | PA      | $1747772.67   | 0.12%             | 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        |  1239550000 | PA      | $8430102.04   | 0.57%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 12-20-46                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   781600000 | PA      | $3773976.54   | 0.26%             | 2046-12-20      | 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        |  1966150000 | PA      | $11972086.07  | 0.81%             | 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        |   314350000 | PA      | $2133757.72   | 0.14%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-29                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1029800000 | PA      | $6906907.68   | 0.47%             | 2029-09-20      | Fixed         | 0.10%                 | 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        |     1170000 | PA      | $1424725.44   | 0.10%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 8.0% 11-07-47                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       78300 | PA      | $346659.38    | 0.02%             | 2047-11-07      | Fixed         | 8.00%                 | 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        |     1277000 | PA      | $344430.91    | 0.02%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 8.5% 11-18-38                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      211000 | PA      | $1034603.35   | 0.07%             | 2038-11-18      | Fixed         | 8.50%                 | 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        |    26902000 | PA      | $6543802.08   | 0.44%             | 2034-07-05      | Fixed         | 3.83%                 | 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        |      835072 | PA      | $3691116.59   | 0.25%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 3.757% 05-22-40                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10588000 | PA      | $2522757.91   | 0.17%             | 2040-05-22      | Fixed         | 3.76%                 | 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        |     2484000 | PA      | $635909.90    | 0.04%             | 2041-09-30      | Fixed         | 4.42%                 | 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        |     1987700 | PA      | $8719027.06   | 0.59%             | 2053-07-31      | Fixed         | 8.00%                 | 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        |     9030000 | PA      | $2282660.90   | 0.16%             | 2043-08-14      | Fixed         | 4.29%                 | 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        |      425000 | PA      | $391042.50    | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | 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        |     6143000 | PA      | $1517127.69   | 0.10%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 4.18% 05-16-44                                          | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    35614000 | PA      | $8920501.34   | 0.61%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN UDIBONOS MXN I/L 4.0% 10-29-54                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       77339 | PA      | $357129.02    | 0.02%             | 2054-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       33688 | PA      | $5692247.06   | 0.39%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                                  | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 1.75% 09-06-29                            | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     2080000 | PA      | $191865.83    | 0.01%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                                  | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 2.125% 05-18-32                           | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     6615000 | PA      | $593153.40    | 0.04%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                              | NEW SOUTH WALES TREASURY CORP AUD REG S 4.75% 02-20-35                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    12509000 | PA      | $8219049.57   | 0.56%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  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        |    14861000 | PA      | $9231088.03   | 0.63%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                              | NEW SOUTH WALES TREASURY CORP AUD REG S 4.75% 09-20-35                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     3115000 | PA      | $2037590.41   | 0.14%             | 2035-09-20      | Fixed         | 4.75%                 | 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        |    59865000 | PA      | $5913101.62   | 0.40%             | 2035-06-12      | Fixed         | 3.75%                 | 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        |     3956500 | PA      | $2620740.04   | 0.18%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  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        |     1120000 | PA      | $1317797.00   | 0.09%             | 2035-07-03      | Fixed         | 3.25%                 | 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        |     5045000 | PA      | $3729682.23   | 0.25%             | 2048-08-15      | Fixed         | 3.00%                 | 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        |   144700000 | PA      | $1704861.61   | 0.12%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.875% 12-06-27                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1060000 | PA      | $1272222.30   | 0.09%             | 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        |      540000 | PA      | $579806.40    | 0.04%             | 2054-10-05      | Fixed         | 3.38%                 | 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        |      170000 | PA      | $204328.62    | 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        |   155800000 | PA      | $1914950.23   | 0.13%             | 2033-10-23      | Fixed         | 7.40%                 | 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        |    46200000 | PA      | $546184.63    | 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        |   650500000 | PA      | $7667336.40   | 0.52%             | 2032-01-13      | Fixed         | 6.75%                 | 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        |      395000 | PA      | $465098.09    | 0.03%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 3.75% 10-12-45                                                        | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      425000 | PA      | $502390.96    | 0.03%             | 2045-10-12      | Fixed         | 3.75%                 | 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        |      220000 | PA      | $191760.93    | 0.01%             | 2035-07-04      | 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        |      705000 | PA      | $711803.53    | 0.05%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.7% 07-06-51                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     3000000 | PA      | $1784742.67   | 0.12%             | 2051-07-06      | Fixed         | 0.70%                 | 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        |     2075000 | PA      | $2100331.02   | 0.14%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.25% 10-22-26                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      610000 | PA      | $703298.28    | 0.05%             | 2026-10-22      | Fixed         | 0.25%                 | 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        |     1000000 | PA      | $1093258.93   | 0.07%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 2.875% 01-12-33                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     4500000 | PA      | $5358611.74   | 0.36%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 3.25% 07-04-34                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      380000 | PA      | $458334.81    | 0.03%             | 2034-07-04      | Fixed         | 3.25%                 | 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        |    34000000 | PA      | $395654.38    | 0.03%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 3.125% 12-04-30                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      190000 | PA      | $230591.29    | 0.02%             | 2030-12-04      | Fixed         | 3.12%                 | 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        |       53694 | PA      | $29531.77     | 0.00%             | 2028-10-12      | Variable      | 14.37%                | No            |                  3 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                            | AMENTUM ESCROW CORPORATION TL (TSFR3M+225) (FLR 0.00) FRN  09-29-31                  | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |          12 | PA      | $12.03        | 0.00%             | 2031-09-29      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | ASSUREDPARTNERS INC TL 1ST LIEN (TSFR3M+350)(FLR 0.5) FRN 02-14-31                   | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |       29849 | PA      | $29958.52     | 0.00%             | 2031-02-14      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTERMEDIATE HOLDINGS INC                                           | ALERA GROUP INTERMEDIATE HOLDINGS TL-B 2ND LIEN (TSFR3M+550) (FLR 0.5) FRN 05-15-33  | CUSIP: N/A<br>LEI: 549300BPCKH0Q3R2H875       | Long             | LON              | CORP              | US        |       65000 | PA      | $66367.73     | 0.00%             | 2033-05-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | CLOUD SOFTWARE GROUP INC TL-B1 1ST LIEN (TSFR3M+350)(FLR 0.50) FRN 03-29-29          | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      251969 | PA      | $252421.80    | 0.02%             | 2029-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                   | CORELOGIC INC TL 2ND LIEN (TSFR3M+650) (FLR 0.5) 10.94129% 06-04-29                  | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |       65000 | PA      | $63253.13     | 0.00%             | 2029-06-04      | Variable      | 10.94%                | 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: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |        7891 | PA      | $7161.22      | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+500)(FLR 0.75) 9.54126% 08-02-27           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       12873 | PA      | $12942.62     | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                       | ENDO FINANCE HOLDING INC TL-B 1ST LIEN (TSFR3M+400)(FLR 0.5) FRN 04-23-31            | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       84575 | PA      | $84614.67     | 0.01%             | 2031-04-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                           | ELLUCIAN HOLDINGS INC TL 2ND LIEN (TSFR3M+475) (FLR 0.5) FRN 11-22-32                | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |       25000 | PA      | $25562.50     | 0.00%             | 2032-11-22      | Variable      | 9.08%                 | No            |                  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        |       95343 | PA      | $96058.18     | 0.01%             | 2029-09-13      | Variable      | 11.43%                | Yes           |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                | FINASTRA USA INC TL-REVOLVER UNFUNDED PP FRN 09-13-29                                | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |        8026 | PA      | $8086.36      | 0.00%             | 2029-09-13      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                | FINASTRA USA INC TL-REVOLVER FUNDED PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29            | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |        1988 | PA      | $2002.77      | 0.00%             | 2029-09-13      | Variable      | 11.43%                | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                            | FIESTA PURCHASER INC TL 1ST LIEN (TSFR3M+325)(FLR 0.0) FRN 02-12-31                  | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       14888 | PA      | $14948.15     | 0.00%             | 2031-02-12      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                                                 | APPLE BIDCO LLC TL 1ST LIEN (TSFR3M+250)(FLR 0.0) FRN 09-23-31                       | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      145136 | PA      | $145272.39    | 0.01%             | 2031-09-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                    | GLATFELTER CORP TL-B 1st Lien (TSFR3M+425) (FLR 0.0) FRN 11-04-31                    | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |       54725 | PA      | $53835.72     | 0.00%             | 2031-11-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING SYSTEMS LTD                                             | HUSKY INJECTION MOLDING SYSTEMS LTD TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) FRN 02-15-29 | CUSIP: N/A<br>LEI: 5493003ZDHRVP2N4C109       | Long             | LON              | CORP              | CA        |       54588 | PA      | $54792.20     | 0.00%             | 2029-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD TL 1ST LIEN (TSFR3M+250)(FLR 0.00) FRN 06-20-30                | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |        3350 | PA      | $3362.84      | 0.00%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                 | HANESBRANDS INC TL-B 1ST LIEN (TSFR3M + 275)(FLR 0.0) FRN 03-07-32                   | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |       56555 | PA      | $56732.05     | 0.00%             | 2032-03-07      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                      | KASEYA INC TL 1ST LIEN (TSFR3M+325)(FLR 0.0) FRN 03-20-32                            | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |       75000 | PA      | $75398.40     | 0.01%             | 2032-03-20      | Variable      | 7.58%                 | 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        |       50000 | PA      | $50156.25     | 0.00%             | 2033-03-20      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP TL 1ST LIEN (TSFR3M+225)(FLR 0.50) FRN 10-23-28                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |       48974 | PA      | $49031.27     | 0.00%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                 | NCR ATLEOS CORP TL-B 1ST LIEN (TSFR3M+375)(FLR 0.0) FRN 04-16-29                     | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |       21333 | PA      | $21497.78     | 0.00%             | 2029-04-16      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                   | CFMT 24-NR1 A1 144A 6.405% 11-25-29/27                                               | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163340 | PA      | $164231.33    | 0.01%             | 2029-11-25      | Variable      | 6.41%                 | 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        |      258732 | PA      | $259045.84    | 0.02%             | 2045-02-25      | Variable      | 5.31%                 | 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        |      670521 | PA      | $671361.06    | 0.05%             | 2045-02-25      | Variable      | 5.46%                 | Yes           |                  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        |     2088036 | PA      | $1797254.12   | 0.12%             | 2041-05-01      | Fixed         | 2.00%                 | 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        |     1414000 | PA      | $1124233.30   | 0.08%             | 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        |     1680000 | PA      | $1617095.76   | 0.11%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  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        |      372023 | PA      | $356754.91    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9672 12-01-51                                                        | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      248451 | PA      | $206334.48    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | 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        |     1692427 | PA      | $1622970.23   | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | 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        |     3297358 | PA      | $3249077.74   | 0.22%             | 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        |     2788189 | PA      | $2673954.37   | 0.18%             | 2053-01-01      | Fixed         | 4.50%                 | 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        |       51172 | PA      | $50425.46     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE6084 07-01-52                                                        | CUSIP: 3133BFXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      911205 | PA      | $898098.38    | 0.06%             | 2052-07-01      | 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        |      441000 | PA      | $454563.40    | 0.03%             | 2042-04-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4919 02-01-53                                                        | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       92861 | PA      | $93144.77     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8323 05-01-53                                                        | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5529154 | PA      | $5433643.49   | 0.37%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5009 05-01-53                                                        | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4374615 | PA      | $4302477.49   | 0.29%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |      944266 | PA      | $960914.55    | 0.07%             | 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        |      585603 | PA      | $595931.26    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |     3341421 | PA      | $3344304.87   | 0.23%             | 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        |      531821 | PA      | $532407.38    | 0.04%             | 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        |      434590 | PA      | $435356.58    | 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        |       57732 | PA      | $58776.53     | 0.00%             | 2053-08-01      | 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        |     1305742 | PA      | $1328725.72   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |     1083597 | PA      | $1104003.02   | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2298 09-01-54                                                        | CUSIP: 3142GSRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      665811 | PA      | $667955.31    | 0.05%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |      330634 | PA      | $336871.26    | 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        |      514451 | PA      | $527887.42    | 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        |      559589 | PA      | $574292.52    | 0.04%             | 2054-09-01      | 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        |      591958 | PA      | $605653.39    | 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        |     1535076 | PA      | $1538765.82   | 0.10%             | 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        |      393290 | PA      | $394552.07    | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0326 11-01-53                                                        | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      126267 | PA      | $131131.20    | 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        |      201918 | PA      | $206588.93    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6029 08-01-54                                                        | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      309716 | PA      | $316881.38    | 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        |      246098 | PA      | $250748.10    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5813 07-01-54                                                        | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      537762 | PA      | $551260.04    | 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        |      496152 | PA      | $507973.45    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4968 08-01-54                                                        | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      163321 | PA      | $166096.27    | 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        |      461641 | PA      | $472341.51    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8758 08-01-54                                                        | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      340059 | PA      | $346484.55    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5470 09-01-54                                                        | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2116040 | PA      | $2117595.74   | 0.14%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |     1150204 | PA      | $1160324.15   | 0.08%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 6.5 TBA 07-01-55                                                                | CUSIP: 21H062677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1708000 | PA      | $1753846.14   | 0.12%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MB0421 06-20-55                                                             | CUSIP: 3618N5PF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9536 | PA      | $8873.15      | 0.00%             | 2055-06-20      | Fixed         | 4.00%                 | No            |                  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        |      396000 | PA      | $400329.86    | 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        |     2712000 | PA      | $2798510.09   | 0.19%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                           | HGMT 2025-HGLR A 144A FRN 02-05-45                                                   | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1949000 | PA      | $2003554.46   | 0.14%             | 2045-02-05      | Variable      | 5.64%                 | 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        |     1066000 | PA      | $1068068.04   | 0.07%             | 2042-03-15      | Variable      | 5.70%                 | 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        |     3679000 | PA      | $3668345.62   | 0.25%             | 2042-03-15      | Variable      | 5.66%                 | 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        |     1243000 | PA      | $1242558.74   | 0.08%             | 2039-12-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2                                        | MSWF 2023-2 A5 FRN 12-15-56                                                          | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      336000 | PA      | $360358.32    | 0.02%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MCAS 2024-01                                                                    | MCAS 2024-01 M7 144A FRN 07-25-54                                                    | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      493462 | PA      | $497993.46    | 0.03%             | 2054-07-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                  | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                               | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1351790 | PA      | $1360998.48   | 0.09%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK REG S SR SEC SER 01E SF COVERED 0.5% 10-01-43                           | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    48107668 | PA      | $6237883.10   | 0.42%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                   | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                   | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      546683 | PA      | $506386.72    | 0.03%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                   | OBX 2024-NQM5 A1 144A 5.988% 03-25-28                                                | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |      769929 | PA      | $775574.70    | 0.05%             | 2028-03-25      | 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        |     1493794 | PA      | $1510188.20   | 0.10%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                   | OBX 2025-NQM1 A1 144A 5.547% 12-25-64/12-01-28                                       | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |     2623655 | PA      | $2634855.08   | 0.18%             | 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        |     2572845 | PA      | $2588668.31   | 0.18%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                  | PROG 25-SFR3 A 144A 3.39% 07-17-30                                                   | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      902000 | PA      | $849954.60    | 0.06%             | 2030-07-17      | 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        |      833139 | PA      | $797763.55    | 0.05%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  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        |     2503138 | PA      | $308446.28    | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** AMERICAN FUNDS INSURANCE SERIES

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst