# EDGAR Filing Document

**Accession Number:** 0000823535
**File Stem:** 0000035402-26-001356
**Filing Date:** 2026-2
**Character Count:** 699744
**Document Hash:** 256140eed758d2f2461cecb77e6074b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001356.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000035402-26-001356

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Variable Insurance Products Fund V
- **CENTRAL INDEX KEY:** 0000823535

**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:** 811-05361
- **FILM NUMBER:** 26670527

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1750610128.31

**Total Liabilities:** $106968454.30

**Net Assets:** $1643641674.01

**Delayed Delivery Securities:** $23606051.77

**Cash Not Reported:** $4711018.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7934.19240954 | **1-Year:** 54660.75184206 | **5-Year:** 108936.91088065 | **10-Year:** 142897.09084769 | **30-Year:** 98287.55636594

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

- **3-Month:** 22910.11737049 | **1-Year:** 53464.66134955 | **5-Year:** 58339.71127910 | **10-Year:** 25846.84896688 | **30-Year:** 8764.31520616

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048809 | 0.96%                | 0.09%                | 0.31%                |
| Class ID C000048811 | 0.96%                | 0.00%                | 0.33%                |
| Class ID C000048812 | 0.89%                | 0.00%                | 0.34%                |
| Class ID C000048810 | 0.97%                | 0.00%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-536766.19              | $9836426.42                                |
| Month 2  | $-504863.11              | $-5480043.81                               |
| Month 3  | $-272526.02              | $1842189.01                                |

**Designated Index Information**

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

- **Index Identifier:** 19807815

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.5% 07/15/2031 144A                                    | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     640000 | PA      | $680423.64    | 0.04%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6% 02/01/2056 #TBA                                                                      | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2800000 | PA      | $2851133.32   | 0.17%             | 2056-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDING AS                                                     | TAV HAVALIMANLARI HOLDING AS 8.5% 12/07/2028 144A                                               | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     185000 | PA      | $192862.50    | 0.01%             | 2028-12-07      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP                                                                                       | CUSIP: 909218406<br>LEI: 549300XGK22FZCTN8B67 | Long             | EC               | CORP              | US        |       2069 | NS      | $63828.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A                                                | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     460000 | PA      | $458298.00    | 0.03%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054                                           | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     431655 | PA      | $433832.03    | 0.03%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 6.75% 09/25/2052 144A                                                       | CUSIP: 445545AT3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     145000 | PA      | $153700.00    | 0.01%             | 2052-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 8% 03/01/2032                                                           | CUSIP: 843452AZ6<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     335000 | PA      | $386748.43    | 0.02%             | 2032-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     525000 | PA      | $506904.30    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                                | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $593348.84    | 0.04%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A                                                      | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     730000 | PA      | $727722.40    | 0.04%             | 2026-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 7.15% 02/24/2055 144A                                                        | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     375000 | PA      | $400566.11    | 0.02%             | 2055-02-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL INC                                                             | BLUE OWL CAPITAL INC A                                                                          | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33300 | NS      | $497502.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 5.875% 07/17/2064 144A                                                | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $194250.00    | 0.01%             | 2064-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 01/01/2056 #TBA                                                                    | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $3028956.90   | 0.18%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                         | NAVOI MINING METALLURGIC 6.75% 05/14/2030 144A                                                  | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     480000 | PA      | $502526.30    | 0.03%             | 2030-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.125% 02/17/2028                                                            | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     255000 | PA      | $257103.75    | 0.02%             | 2028-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026                                   | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     841962 | PA      | $837530.64    | 0.05%             | 2026-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2030                                                           | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    4708246 | PA      | $4011425.93   | 0.24%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                             | CELSIUS HOLDINGS INC                                                                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11200 | NS      | $512288.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                              | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     450000 | PA      | $318150.00    | 0.02%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                       | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     540000 | PA      | $547425.00    | 0.03%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                        | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1091898.43   | 0.07%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.875% 04/16/2043                                                            | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     815000 | PA      | $627672.25    | 0.04%             | 2043-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $472040.19    | 0.03%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                            | DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A                                                   | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     425000 | PA      | $412648.44    | 0.03%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.375% 09/18/2037                                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     140000 | PA      | $142240.00    | 0.01%             | 2037-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                          | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                  | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $365311.35    | 0.02%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP                                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       6000 | NS      | $1107420.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP                                                                              | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      38700 | NS      | $638163.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LTD                                          | MONTEGO BAY AIRPORT REVENUE FINANCE LTD 6.6% 06/15/2035 144A                                    | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199688.00    | 0.01%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | FX Forward: AUD/USD settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2531.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                       | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     295000 | PA      | $305478.76    | 0.02%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 01/31/2027                                                                       | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4595000 | PA      | $4496817.76   | 0.27%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                | NEXA RESOURCES SA 6.75% 04/09/2034 144A                                                         | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $213250.00    | 0.01%             | 2034-04-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                              | ORBIA ADVANCE CORPORATION SAB DE CV 6.8% 05/13/2030 144A                                        | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     670000 | PA      | $660620.00    | 0.04%             | 2030-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HLDGS INC                                                                | ONEMAIN HOLDINGS INC                                                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      29100 | NS      | $1965705.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC 9%/VAR PERP PFD                                                                    | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      24760 | NS      | $2446176.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                            | MINERVA LUXMBOURG SA 8.875% 09/13/2033 144A                                                     | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     505000 | PA      | $551534.24    | 0.03%             | 2033-09-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                         | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     415000 | PA      | $408129.67    | 0.02%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 3.625% 03/15/2029 144A                                                            | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     305000 | PA      | $295384.48    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP REC 3.565 09/15/26                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3040000 | NC      | $34476.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 11/30/2028                                                                     | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3230000 | PA      | $3303305.85   | 0.20%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | SUZANO AUSTRIA GMBH 5% 01/15/2030                                                               | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     725000 | PA      | $725610.45    | 0.04%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.75% 01/17/2048 144A                                                            | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     455000 | PA      | $501778.55    | 0.03%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE                                                                                | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43692 | NS      | $760677.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEBANON REPUBLIC OF                                                              | LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS                                                        | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     625000 | PA      | $143750.00    | 0.01%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA 0% 12/31/2049                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     102200 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A                                                     | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1915000 | PA      | $1367310.00   | 0.08%             | 2049-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                           | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    2227279 | PA      | $2258015.45   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5.5% PERP                                                                            | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |     650000 | PA      | $42250.00     | 0.00%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                  | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     102340 | PA      | $93340.29     | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     380000 | PA      | $396265.59    | 0.02%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.75% 09/21/2047                                                            | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     798000 | PA      | $654519.60    | 0.04%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                  | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     280000 | PA      | $254499.39    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 10/31/2027                                                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     907000 | PA      | $907212.58    | 0.06%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                      | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1448188.66   | 0.09%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 8.8% 10/09/2038 144A                                                          | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $202198.66    | 0.01%             | 2038-10-09      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS                                             | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | IL        |     295000 | PA      | $275847.14    | 0.02%             | 2032-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                    | FRESNILLO PLC 4.25% 10/02/2050 144A                                                             | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     360000 | PA      | $287550.00    | 0.02%             | 2050-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/EUR settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8013.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 11/30/2028                                                                       | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     860000 | PA      | $811692.18    | 0.05%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A                                   | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     205000 | PA      | $214015.90    | 0.01%             | 2034-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF 0% 07/03/2026 144A                                                            | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      16960 | PA      | $16642.00     | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 6.2% 04/14/2052 144A                                                      | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     265000 | PA      | $270029.70    | 0.02%             | 2052-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A               | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30016.17     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A                         | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1512233.42   | 0.09%             | 2029-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 4% 04/15/2028 144A                                               | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     165813 | PA      | $158765.88    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                           | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     560000 | PA      | $556469.14    | 0.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 3.5% 01/31/2034                                                               | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $183700.00    | 0.01%             | 2034-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                            | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                        | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $736704.11    | 0.04%             | 2032-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                 | PETRONAS CAP LTD 3.404% 04/28/2061 144A                                                         | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     500000 | PA      | $339515.00    | 0.02%             | 2061-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A                                                   | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1120000 | PA      | $713579.55    | 0.04%             | 2061-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING IX LTD                                                        | ALPHA STAR HOLDING IX LTD 7% 08/26/2028 REGS                                                    | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $408828.00    | 0.02%             | 2028-08-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 5.875% 02/06/2034 144A                                                          | CUSIP: 124808AC0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     245000 | PA      | $243873.00    | 0.01%             | 2034-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                        | AMERICAN AIRLINES TERM B 1LN 5/28/2032                                                          | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      59700 | PA      | $59961.49     | 0.00%             | 2032-05-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 2.5% 11/01/2041#SC0210                                                                | CUSIP: 3132D9GT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1203729 | PA      | $1084986.26   | 0.07%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4.696% 04/24/2033 144A                                            | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     350000 | PA      | $352947.00    | 0.02%             | 2033-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                               | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     405000 | PA      | $377238.87    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                  | ENVU TERM B 1LN 10/04/2029                                                                      | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    2876506 | PA      | $2759403.84   | 0.17%             | 2029-10-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 4.5% 02/01/2026                                                            | CUSIP: 135087R22<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     310000 | PA      | $226208.89    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT MAR26 FVH6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         62 | NC      | $-16567.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 5%/VAR PERP                                                                | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |     115000 | PA      | $114586.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 4.34% 03/07/2042                                                              | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     260000 | PA      | $232180.00    | 0.01%             | 2042-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                   | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     670000 | PA      | $666918.00    | 0.04%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    6265000 | PA      | $7174733.75   | 0.44%             | 2035-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3% 02/01/2056 #TBA                                                                    | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -4500000 | PA      | $-3974413.95  | -0.24%            | 2056-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIEMAE 30YR 2% 02/01/2052#FA0353                                                             | CUSIP: 3140W0MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277503 | PA      | $228962.70    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO 1 LTD                                                             | CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS                                                       | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | EP               | CORP              | VG        |     800000 | PA      | $789232.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                                               | OSTTRA TERM B 1LN 10/8/2032                                                                     | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      60000 | PA      | $60243.60     | 0.00%             | 2032-10-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3% 01/01/2056 #TBA                                                                    | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -9000000 | PA      | $-7954452.90  | -0.48%            | 2056-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 7.5% 05/02/2054 144A                                                                     | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $220996.00    | 0.01%             | 2054-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 06/01/2055#CC0577                                                                  | CUSIP: 3140Y6UB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337715 | PA      | $353339.09    | 0.02%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.625% 06/15/2035                                                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1965000 | PA      | $1860363.75   | 0.11%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK                                                        | MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A                                                | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | CORP              | HU        |     200000 | PA      | $205438.00    | 0.01%             | 2027-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026                                                | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     168186 | PA      | $167143.02    | 0.01%             | 2026-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 5.875% 03/30/2031 144A REGS                                         | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     160000 | PA      | $154752.60    | 0.01%             | 2031-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                         | AZUL SECURED FINANCE LLP 11.93% 08/28/2028                                                      | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625292 | PA      | $314209.23    | 0.02%             | 2028-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VII LTD                                                        | ARES LOAN FUNDING VII LTD E TSFR3M+625 10/22/2037 144A                                          | CUSIP: 04021BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99324.40     | 0.01%             | 2037-10-22      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| OTP BANK PLC                                                                     | OTP BANK PLC 8.75%/VAR 05/15/2033 REGS                                                          | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |     215000 | PA      | $228035.45    | 0.01%             | 2033-05-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 5.8528% 02/23/2036 144A                                          | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     510000 | PA      | $532404.30    | 0.03%             | 2036-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                                  | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     245000 | PA      | $261537.50    | 0.02%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                                                      | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     205000 | PA      | $176190.33    | 0.01%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 8.5% 01/15/2029 144A                                                             | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2055694.72   | 0.13%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                  | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                          | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292001.58    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING LLC                                                      | SILK ROAD GROUP HOLDING LLC 7.5% 09/15/2030 144A                                                | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     315000 | PA      | $316771.88    | 0.02%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                        | ICE CDX CXPEI544 12/20/30                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -2440000 | NC      | $-3063.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                 | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     430000 | PA      | $406449.46    | 0.02%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                         | X.AI TERM 1LN 06/28/2030                                                                        | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1451362 | PA      | $1521811.64   | 0.09%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6% 01/01/2056 #TBA                                                                      | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3325000 | PA      | $3388188.63   | 0.21%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                     | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1010000 | PA      | $977096.10    | 0.06%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES TERM B 1LN 2/22/2031                                                            | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     103064 | PA      | $103386.34    | 0.01%             | 2031-02-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STS OPERATING INC                                                                | SUNSOURCE TERM 1LN 03/25/2031                                                                   | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |     275100 | PA      | $274756.13    | 0.02%             | 2031-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 11.95% 08/05/2031 REGS                                                    | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    1090000 | PA      | $346620.00    | 0.02%             | 2031-08-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     415000 | PA      | $416296.88    | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                | CHILE ELECTRICITY LUX MPC II SARL 5.58% 10/20/2035 144A                                         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     195501 | PA      | $201244.82    | 0.01%             | 2035-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.25% 03/13/2030                                                             | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     185000 | PA      | $183961.69    | 0.01%             | 2030-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 30 LTD                                                           | FLATIRON RR CLO 30 LTD E TSFR3M+525 04/15/2038 144A                                             | CUSIP: 33882NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $201406.80    | 0.01%             | 2038-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                         | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     455000 | PA      | $444367.32    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2.5% 06/20/2051#MA7418                                                                  | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6999301 | PA      | $6039695.02   | 0.37%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV3.75% MAC 03/18/33                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -666000 | NC      | $834.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                  | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    1020000 | PA      | $947223.00    | 0.06%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.75% 01/15/2036 144A                                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1490342.44   | 0.09%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.5% 06/02/2041                                                             | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     170000 | PA      | $147560.00    | 0.01%             | 2041-06-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15779000 | PA      | $12774826.41  | 0.78%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3% 02/27/2027 144A                                                          | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     265000 | PA      | $260581.02    | 0.02%             | 2027-02-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 4.065 05/02/30                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     590000 | NC      | $19574.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 8.625% 04/15/2029                                                             | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1020248.90   | 0.06%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV4.0% MAC 03/18/36                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     967000 | NC      | $-3552.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                 | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1495649.56   | 0.09%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 01/15/2036 144A                                                               | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1165229.86   | 0.07%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 7.05% 09/15/2028 144A                                            | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87909.92     | 0.01%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A                                                | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     215000 | PA      | $177126.68    | 0.01%             | 2049-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X TERM 1LN 10/26/2029                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6800000 | PA      | $6770828.00   | 0.41%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $288444.93    | 0.02%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $593969.29    | 0.04%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                              | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     780000 | PA      | $600497.98    | 0.04%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                   | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125062.00    | 0.01%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                              | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                                                      | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |     615000 | PA      | $621439.05    | 0.04%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.5% 02/02/2034                                                            | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     250000 | PA      | $260250.00    | 0.02%             | 2034-02-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                          | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     145000 | PA      | $97150.00     | 0.01%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                  | TROPICANA TERM EXCH FLSO FL20 01/24/2029                                                        | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      82091 | PA      | $53974.69     | 0.00%             | 2029-01-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.7% 09/17/2026 REGS                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    8920000 | PA      | $10531832.98  | 0.64%             | 2026-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                           | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     450097 | PA      | $451341.67    | 0.03%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                         | AZUL SECURED FINANCE LLP 11.5% 08/28/2029                                                       | CUSIP: 05501WAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     413110 | PA      | $8262.20      | 0.00%             | 2029-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                 | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     790000 | PA      | $769684.20    | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     580000 | PA      | $566988.34    | 0.03%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                       | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    5765000 | PA      | $6265240.58   | 0.38%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                     | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307209.90    | 0.02%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11920000 | PA      | $7232087.50   | 0.44%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA VESTA SAB. DE CV.                                       | CORPORACION INMO VESTA SAB CV 5.5% 01/30/2033 144A                                              | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     355000 | PA      | $358413.33    | 0.02%             | 2033-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                   | CHILE ELECTRICITY LUX MPC SARL 6.01% 01/20/2033 144A                                            | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     179000 | PA      | $187557.99    | 0.01%             | 2033-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 2.5% 05/01/2042#RB0806                                                                | CUSIP: 3133KT3P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17227 | PA      | $15479.36     | 0.00%             | 2042-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LTD T5Y+NA 02/25/2056 144A                                                        | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     305000 | PA      | $304329.00    | 0.02%             | 2056-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A                                                       | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     395000 | PA      | $402070.50    | 0.02%             | 2054-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 9.25% 09/15/2027                                                          | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    2395000 | PA      | $773585.00    | 0.05%             | 2027-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                           | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     417000 | PA      | $617681.25    | 0.04%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     430000 | PA      | $438562.98    | 0.03%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 4.625% 11/02/2031                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     335000 | PA      | $298401.25    | 0.02%             | 2031-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 4% 08/01/2028 144A                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3420000 | PA      | $3369622.03   | 0.21%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A                                                 | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $386325.00    | 0.02%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                    | YINSON BERGENIA PRODUCTION BV 8.498% 01/31/2045 144A                                            | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     285000 | PA      | $299429.55    | 0.02%             | 2045-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                      | ALERA TERM 1LN 05/31/2032                                                                       | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     179550 | PA      | $180313.09    | 0.01%             | 2032-05-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 3% 01/15/2034                                                                  | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     440000 | PA      | $382800.00    | 0.02%             | 2034-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 08/31/2031                                                                      | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3170000 | PA      | $3159474.62   | 0.19%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.5% 03/31/2034 144A                                           | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     425000 | PA      | $427918.83    | 0.03%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                       | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     885000 | PA      | $732952.59    | 0.04%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.244% 01/15/2031 144A                                                          | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $201561.58    | 0.01%             | 2031-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                    | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     610000 | PA      | $527650.00    | 0.03%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK LTD                                                                  | SOBHA SUKUK LTD 8.75% 07/17/2028 REGS                                                           | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |     235000 | PA      | $244317.75    | 0.01%             | 2028-07-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                          | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $1162502.67   | 0.07%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 01/31/2031                                                                         | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     680000 | PA      | $687835.94    | 0.04%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 4% 02/14/2051 144A                                                          | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     280000 | PA      | $191133.38    | 0.01%             | 2051-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UC HOLDINGS INC                                                                  | UC HOLDINGS INC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      33750 | NS      | $0.34         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                              | REPUBLIC OF ALBANIA 4.75% 02/14/2035 REGS                                                       | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |     255000 | PA      | $303107.29    | 0.02%             | 2035-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 5.625% 01/17/2028 144A                                                           | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     365000 | PA      | $373326.56    | 0.02%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622156.20    | 0.04%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 06/30/2029                                                                      | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4440000 | PA      | $4534003.24   | 0.28%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC                                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      10200 | NS      | $2354364.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA REPUBLIC OF                                                              | GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A                                                       | CUSIP: 37311PAB6<br>LEI: 254900MHQHBC58M2GR84 | Long             | DBT              | NUSS              | GE        |     290000 | PA      | $286737.50    | 0.02%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                     | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $557952.57    | 0.03%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                                          | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     685000 | PA      | $620192.15    | 0.04%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                 | TEINE ENERGY LTD 6.875% 04/15/2029 144A                                                         | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |     445000 | PA      | $444917.36    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                 | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1091126.39   | 0.07%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                 | TIERRA MOJADA LUXEMBOURG II SARL 5.75% 12/01/2040 144A                                          | CUSIP: 30260LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     240375 | PA      | $236276.73    | 0.01%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 3.125% 07/12/2041 144A                                                          | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    1235000 | PA      | $950950.00    | 0.06%             | 2041-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.5% 01/17/2048                                                         | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $200312.00    | 0.01%             | 2048-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                                       | SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A                                               | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     825000 | PA      | $828894.00    | 0.05%             | 2026-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2041                                                           | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1140000 | PA      | $788880.00    | 0.05%             | 2041-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                   | BANCO DE CREDITO E INVERSIONES 7.5%/VAR PERP 144A                                               | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |     295000 | PA      | $313160.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD                                       | TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6%/VAR PERP 144A                                     | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | EP               | CORP              | IE        |     275000 | PA      | $13750.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AVALARA INC                                                                      | AVALARA TERM B 1LN 03/29/2032                                                                   | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    1293508 | PA      | $1298177.68   | 0.08%             | 2032-03-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF 0% 01/03/2030 144A                                                            | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      23701 | PA      | $20938.08     | 0.00%             | 2030-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                 | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $72875.00     | 0.00%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2034 144A                                                            | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     575000 | PA      | $580980.00    | 0.04%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                       | CVR ENERGY TERM B 1LN 12/30/2027                                                                | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      60288 | PA      | $60338.50     | 0.00%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.125% 10/31/2026                                                                     | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1665801.19   | 0.10%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.375% 03/14/2029                                                            | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     490000 | PA      | $550015.20    | 0.03%             | 2029-03-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     635000 | PA      | $686118.14    | 0.04%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                              | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                                        | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     705000 | PA      | $621105.00    | 0.04%             | 2035-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                                                   | NBK TIER 1 LTD 3.625%/VAR PERP 144A                                                             | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | EP               | CORP              | AE        |     230000 | PA      | $225620.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+53 06/25/2030                                            | CUSIP: 3137HMCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1300000 | PA      | $1299471.81   | 0.08%             | 2030-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.347% 11/25/2026                                                | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6478720 | PA      | $6442646.95   | 0.39%             | 2026-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HLDGS INC                                                            | TRIDENT TPI HLDGS INC 12.75% 12/31/2028 144A                                                    | CUSIP: 89616RAC3<br>LEI: 549300CDIWH76BWR6804 | Long             | DBT              | CORP              | US        |     295000 | PA      | $302263.20    | 0.02%             | 2028-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $291490.88    | 0.02%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                      | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     285000 | PA      | $292014.14    | 0.02%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH + LOMB CORP 8.375% 10/01/2028 144A                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     580000 | PA      | $605375.00    | 0.04%             | 2028-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                            | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1230077.74   | 0.07%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                     | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                             | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     255000 | PA      | $241854.72    | 0.01%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                              | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                                        | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1319190 | PA      | $1304678.91   | 0.08%             | 2030-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | CARLISLE COS INC                                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       1400 | NS      | $447804.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       6500 | NS      | $3143530.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.5% 12/15/2096                                                         | CUSIP: 228255AJ4<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     160000 | PA      | $158003.20    | 0.01%             | 2096-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS B.V                                                  | MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A                                          | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     379495 | PA      | $376056.36    | 0.02%             | 2029-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES TERM 1LN 2/15/2031                                                              | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     289838 | PA      | $233139.49    | 0.01%             | 2031-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                     | VALLOUREC SA 7.5% 04/15/2032 144A                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     508000 | PA      | $539385.58    | 0.03%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.375% 01/15/2028 144A                                                     | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     300000 | PA      | $299230.59    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                              | M2S GROUP TERM B 1LN 8/25/2031                                                                  | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1258118 | PA      | $1246794.59   | 0.08%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON                                                            | TURK TELEKOMUNIKASYON 6.95% 10/07/2032 144A                                                     | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $255077.50    | 0.02%             | 2032-10-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                   | URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034                                                  | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     300000 | PA      | $319800.00    | 0.02%             | 2034-10-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125%/VAR PERP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    2710000 | PA      | $2774912.63   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                             | GEORGIAN RAILWAY JSC 4% 06/17/2028 144A                                                         | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     191000 | PA      | $179719.54    | 0.01%             | 2028-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 10/31/2029                                                                     | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     136000 | PA      | $138326.88    | 0.01%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                             | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |     919272 | PA      | $922718.85    | 0.06%             | 2032-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                     | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    5125000 | PA      | $5212647.75   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 7.45% 04/30/2044 144A                                                        | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     335000 | PA      | $369923.75    | 0.02%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2029 144A                                                         | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     457501 | PA      | $341982.00    | 0.02%             | 2029-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                              | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     430000 | PA      | $457263.72    | 0.03%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.5% 02/15/2032                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     410000 | PA      | $393562.24    | 0.02%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 4.875% 05/19/2033                                                  | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     345000 | PA      | $331200.00    | 0.02%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3.25% 04/22/2032                                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     290000 | PA      | $244325.00    | 0.01%             | 2032-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO 5.875% 01/17/2033 144A                                                                    | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $211113.97    | 0.01%             | 2033-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                               | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 7.625%/VAR PERP 144A                                | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |     610000 | PA      | $623206.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                     | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1005000 | PA      | $1054747.83   | 0.06%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                 | CSN RESOURCES SA 5.875% 04/08/2032 144A                                                         | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     420000 | PA      | $329872.20    | 0.02%             | 2032-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                             | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     875000 | PA      | $965810.13    | 0.06%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 5.625% 07/15/2032 144A                                                        | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     585000 | PA      | $575799.41    | 0.04%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 05/31/2033 144A                                                            | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1539190.50   | 0.09%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                         | KINGSTON AIRPORT REV FIN 6.75% 12/15/2036 144A                                                  | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     215000 | PA      | $220441.65    | 0.01%             | 2036-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 01/15/2026                                                                     | CUSIP: 91282CGE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $50002.04     | 0.00%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.625% 09/30/2030                                                                     | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     399000 | PA      | $414617.11    | 0.03%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 05/31/2030                                                                      | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     189000 | PA      | $189465.12    | 0.01%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 7.25% 01/15/2032 144A                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     290000 | PA      | $304826.02    | 0.02%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: EUR/USD settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2652.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TMK CAPITAL SA                                                                   | TMK CAPITAL SA 4.3% 02/12/2027 REGS                                                             | CUSIP: N/A<br>LEI: 222100TBRQIOGYHYB529       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $20000.00     | 0.00%             | 2027-02-12      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| VISA INC                                                                         | VISA INC CL A                                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       8800 | NS      | $3086248.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX SAB DE CV                                                                  | CEMEX SAB DE CV T5Y+NA PERP 144A                                                                | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |     460000 | PA      | $479504.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 5.5% 06/01/2027                                                              | CUSIP: 29273VAF7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     860000 | PA      | $873695.07    | 0.05%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 11/30/2030                                                                     | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     791000 | PA      | $813772.15    | 0.05%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                       | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     890000 | PA      | $883294.74    | 0.05%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                              | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $391545.37    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS TERM 1LN 09/29/2031                                                            | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     215325 | PA      | $215660.91    | 0.01%             | 2031-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV3.5% MAC 03/18/28                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -19966000 | NC      | $-24441.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $3955000.00   | 0.24%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 6.625% 03/15/2035                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     270000 | PA      | $278370.00    | 0.02%             | 2035-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                               | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     775000 | PA      | $759684.70    | 0.05%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                           | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2181929.30   | 0.13%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 02/15/2037                                                    | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1636000 | PA      | $1713582.20   | 0.10%             | 2037-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN LTD                                                        | JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A                                                    | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     455000 | PA      | $455102.83    | 0.03%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     665000 | PA      | $700245.00    | 0.04%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP REC 4.025 04/23/30                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1540000 | NC      | $46993.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    1319901 | PA      | $1321273.46   | 0.08%             | 2029-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.875% 10/31/2030                                                                     | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4520000 | PA      | $4748118.75   | 0.29%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3% 01/01/2056 #TBA                                                                    | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9000000 | PA      | $7954452.90   | 0.48%             | 2056-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                        | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     265000 | PA      | $74340.45     | 0.00%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.696% 02/23/2038 144A                                                         | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     280000 | PA      | $280308.00    | 0.02%             | 2038-02-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.6% 05/14/2049                                                         | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     295000 | PA      | $298779.69    | 0.02%             | 2049-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP SER C WT 02/09/26                                                            | CUSIP: 165167180<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         61 | NS      | $6056.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 5.25% 01/17/2042 144A                                                     | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     305000 | PA      | $305991.25    | 0.02%             | 2042-01-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     205000 | PA      | $203057.81    | 0.01%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                                      | JAMES HARDIE IND PLC                                                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      41100 | NS      | $852825.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1020000 | PA      | $1002787.50   | 0.06%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                  | EMIRATE OF DUBAI GOVT INTL BONDS 5.25% 01/30/2043 REGS                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |     330000 | PA      | $336187.50    | 0.02%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC SER A 10% PERP PFD                                                                 | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      14504 | NS      | $1468820.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.143% 02/23/2030 144A                                                         | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     360000 | PA      | $371728.80    | 0.02%             | 2030-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                    | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    1015843 | PA      | $978134.92    | 0.06%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                               | NIAGARA ENERGY SAC 5.746% 10/03/2034 144A                                                       | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     495000 | PA      | $506112.75    | 0.03%             | 2034-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                   | DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     290000 | PA      | $307209.47    | 0.02%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP REC 4.01 05/07/30                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    2360000 | NC      | $71395.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                      | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     870000 | PA      | $866226.46    | 0.05%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 12.625% 07/15/2029 144A                                                              | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131126.45    | 0.01%             | 2029-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                   | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $542211.43    | 0.03%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2025-III LTD                                                            | CIFC FDG 2025-III LTD E TSFR3M+725 07/21/2038 144A                                              | CUSIP: 12574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $256598.00    | 0.02%             | 2038-07-21      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                     | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $622002.18    | 0.04%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                      | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1376570.32   | 0.08%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 8.75% 11/15/2030 144A                                                            | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     430000 | PA      | $464575.44    | 0.03%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 12/31/2027                                                                     | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2518499.75   | 0.15%             | 2027-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2030 144A                                                         | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     109055 | PA      | $64342.45     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                           | UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A                                                     | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     205000 | PA      | $188874.70    | 0.01%             | 2031-10-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9.375% 02/01/2031 144A                                                     | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     285000 | PA      | $297257.00    | 0.02%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP                                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      25665 | NS      | $1389759.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     640000 | PA      | $639824.90    | 0.04%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                      | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     430000 | PA      | $433860.11    | 0.03%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                 | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     475000 | PA      | $475701.58    | 0.03%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.625% 02/15/2035                                                                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2156000 | PA      | $2239208.23   | 0.14%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                  | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     185000 | PA      | $183226.74    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 5.25% 07/15/2030 144A                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     585000 | PA      | $577924.31    | 0.04%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      10083 | NS      | $35794.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       9600 | NS      | $6336864.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5.5% 03/18/2054                                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     285000 | PA      | $271865.78    | 0.02%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                    | APOLLO GLOBAL MANAGEMENT INC                                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      20300 | NS      | $2938628.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                         | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     284447 | PA      | $166401.50    | 0.01%             | 2036-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 6% 01/15/2029 144A                                                           | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     315000 | PA      | $317121.53    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                                            | GACI FIRST INVESTMENT 5% 10/13/2027 REGS                                                        | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     635000 | PA      | $642302.50    | 0.04%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                                          | INRETAIL SHOPPING MALLS 5.65% 10/16/2032 144A                                                   | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |     365000 | PA      | $366142.45    | 0.02%             | 2032-10-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     425000 | PA      | $422418.04    | 0.03%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     425000 | PA      | $428807.86    | 0.03%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER TERM B 1LN 08/18/2031                                                           | CUSIP: N/A<br>LEI: 254900BWCHJ03XRL8K59       | Long             | LON              | CORP              | US        |     133312 | PA      | $133869.75    | 0.01%             | 2031-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8% 04/20/2033                                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     280000 | PA      | $301000.00    | 0.02%             | 2033-04-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 5.625% 01/31/2034 144A                                                            | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     430000 | PA      | $434982.20    | 0.03%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 01/31/2034 144A                                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     230000 | PA      | $238666.63    | 0.01%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.5% 02/15/2045                                                     | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17524000 | PA      | $12410551.47  | 0.76%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 02/28/2031                                                                      | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2840000 | PA      | $2905342.18   | 0.18%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                           | CITADEL TERM B 1LN 10/31/2031                                                                   | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     516091 | PA      | $518609.55    | 0.03%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                               | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $280836.64    | 0.02%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3368517.33   | 0.20%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                 | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     275000 | PA      | $261986.18    | 0.02%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 5.5% 03/18/2031                                                              | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169769.62    | 0.01%             | 2031-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                         | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     855480 | PA      | $856018.53    | 0.05%             | 2028-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                       | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1386735.26   | 0.08%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                     | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     630000 | PA      | $620285.72    | 0.04%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 6.375% 04/11/2031 144A                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     260000 | PA      | $313954.68    | 0.02%             | 2031-04-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 6% 12/31/2049 144A                                                    | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     585000 | PA      | $136012.50    | 0.01%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                           | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047                    | CUSIP: 3137H3SE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     103680 | PA      | $92476.31     | 0.01%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP                                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         32 | NS      | $3531.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $391073.04    | 0.02%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 1.375% 09/12/2026 144A                                                          | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     900000 | PA      | $881847.00    | 0.05%             | 2026-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 2.875% 11/07/2029 144A                                                        | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     530000 | PA      | $504432.80    | 0.03%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                                                        | TERMOCANDELARIA POWER LTD 7.75% 09/17/2031 144A                                                 | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     410000 | PA      | $423325.00    | 0.03%             | 2031-09-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                   | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1460000 | PA      | $1406105.47   | 0.09%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054                                               | CUSIP: 3136BUGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     563847 | PA      | $566735.12    | 0.03%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        865 | NS      | $38674.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3.125% 04/15/2031                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     535000 | PA      | $464112.50    | 0.03%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.75% 03/31/2026                                                                      | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       4000 | PA      | $3973.67      | 0.00%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                           | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                     | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     350000 | PA      | $243250.00    | 0.01%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO 6.25% 10/31/2028 144A                                               | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $211396.00    | 0.01%             | 2028-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL SARL                                                      | USIMINAS INTERNATIONAL SARL 7.5% 01/27/2032 144A                                                | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |     575000 | PA      | $596539.50    | 0.04%             | 2032-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.25% 02/15/2033 144A                                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1447115.85   | 0.09%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                  | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1128292.84   | 0.07%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: USD/CAD settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-58443.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 9.5% 03/05/2036 144A                                                          | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $212720.00    | 0.01%             | 2036-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 10/15/2031 144A                                                           | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     103963 | PA      | $98719.18     | 0.01%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      90000 | PA      | $87182.55     | 0.01%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     700000 | PA      | $693910.98    | 0.04%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.875% 01/15/2028                                                            | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1165000 | PA      | $1282665.00   | 0.08%             | 2028-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                  | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     530000 | PA      | $492173.90    | 0.03%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                   | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2050000 | PA      | $2008839.85   | 0.12%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A                                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $2010606.57   | 0.12%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+105 04/25/2055                                           | CUSIP: 3137HKUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     394506 | PA      | $394378.93    | 0.02%             | 2055-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2% 01/01/2056 #TBA                                                                    | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -3800000 | PA      | $-3069984.28  | -0.19%            | 2056-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SABERT CORPORATION                                                               | SABERT TERM B 1LN 12/10/2026                                                                    | CUSIP: 78516EAD4<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |     255005 | PA      | $254367.11    | 0.02%             | 2026-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: USD/AUD settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-26678.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A                                                    | CUSIP: 455780BU9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1160000 | PA      | $1149490.40   | 0.07%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                    | CABLE ONDA SA 4.5% 01/30/2030 144A                                                              | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    1020000 | PA      | $970275.00    | 0.06%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMFORT SYSTEMS USA INC                                                          | COMFORT SYSTEMS USA INC                                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       7700 | NS      | $7186333.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                      | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     472000 | PA      | $699150.00    | 0.04%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                         | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $424331.26    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                        | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     425000 | PA      | $403598.04    | 0.02%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 08/15/2032                                                                      | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6935000 | PA      | $6464449.43   | 0.39%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.65% 10/01/2055 144A REGS                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    3400000 | PA      | $4166295.55   | 0.25%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                 | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $285986.92    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 6.129% 02/23/2038 144A                                           | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    1015000 | PA      | $1078909.48   | 0.07%             | 2038-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6% PERP                                                                              | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |     575000 | PA      | $110687.50    | 0.01%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1120000 | PA      | $1177750.00   | 0.07%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                       | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $345086.18    | 0.02%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC 4.375% 11/06/2064                                                                  | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1519000 | PA      | $1700288.78   | 0.10%             | 2064-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027                                                | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2100000 | PA      | $2084575.50   | 0.13%             | 2027-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                        | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     306250 | PA      | $332281.23    | 0.02%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A                                                   | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     175000 | PA      | $200375.00    | 0.01%             | 2054-11-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/JPY settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7594.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METALSA S A DE C V                                                               | METALSA S A DE C V 3.75% 05/04/2031 144A                                                        | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |     455000 | PA      | $389912.25    | 0.02%             | 2031-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                     | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     465000 | PA      | $457851.42    | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MERCADOLIBRE INC 4.9% 01/15/2033                                                                | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     365000 | PA      | $361067.13    | 0.02%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 4.625% 02/01/2028 144A                                                              | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     215000 | PA      | $214990.76    | 0.01%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 5.75% 04/01/2030 144A                                                       | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     725000 | PA      | $732060.78    | 0.04%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELTIC RESOURCES HOLDINGS DAC                                                    | CELTIC RESOURCES HOLDINGS DAC 4.125% 12/31/2049 144A                                            | CUSIP: 15119CAA7<br>LEI: 213800BMR8PHADXZAB66 | Long             | DBT              | CORP              | IE        |     445000 | PA      | $63795.20     | 0.00%             | 2049-12-31      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     940000 | PA      | $934220.79    | 0.06%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                   | NCR VOYIX CORP 5% 10/01/2028 144A                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     335000 | PA      | $332612.49    | 0.02%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A                                                  | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     480000 | PA      | $478200.00    | 0.03%             | 2031-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     195000 | PA      | $204339.81    | 0.01%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                        | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $1005160.58   | 0.06%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                 | PETRONAS CAP LTD 3.5% 04/21/2030 144A                                                           | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     230000 | PA      | $223622.10    | 0.01%             | 2030-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS TERM B 1LN 05/06/2030                                                                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     133316 | PA      | $133333.19    | 0.01%             | 2030-05-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.125% 07/13/2030                                                            | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     350000 | PA      | $399974.75    | 0.02%             | 2030-07-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 7.375% 05/13/2055                                                  | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     500000 | PA      | $538000.00    | 0.03%             | 2055-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $179192.09    | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     870000 | PA      | $883664.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                  | EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |     920000 | PA      | $695202.60    | 0.04%             | 2050-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 5% 07/15/2032 144A                                                        | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     260000 | PA      | $262763.80    | 0.02%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 06/06/2031                                                                    | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    5445287 | PA      | $5098694.60   | 0.31%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3632241 | PA      | $2702387.30   | 0.16%             | 2035-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | AUTODESK INC                                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       2300 | NS      | $680823.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC 8% 04/15/2030 144A                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $311674.11    | 0.02%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A                                                  | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     330000 | PA      | $284888.74    | 0.02%             | 2047-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055                                               | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     391930 | PA      | $394762.09    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC                                                                    | NEW COTAI LLC PIK CONV 5% 02/24/2027                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     334254 | PA      | $393517.39    | 0.02%             | 2027-02-24      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                         | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1326000 | PA      | $802970.31    | 0.05%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A                                                     | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     225000 | PA      | $201150.00    | 0.01%             | 2033-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     590000 | PA      | $610281.25    | 0.04%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                            | NXP SEMICONDUCTORS NV                                                                           | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       2300 | NS      | $499238.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 8.5% 09/30/2033 144A REGS                                           | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $214000.00    | 0.01%             | 2033-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                               | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     595000 | PA      | $597401.42    | 0.04%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP 10.75% 11/30/2029                                                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    7297195 | PA      | $8069246.91   | 0.49%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                 | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $615225.00    | 0.04%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2% 12/10/2026 REGS                                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   16060000 | PA      | $18871371.72  | 1.15%             | 2026-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 05/15/2028                                                                | CUSIP: 87256FAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1188026 | PA      | $1190996.19   | 0.07%             | 2028-05-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT CMM TERM NEW $ HOLDCO 1LN 7/15/2031                                                         | CUSIP: 36250LAX2<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |     213699 | PA      | $175767.71    | 0.01%             | 2031-07-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE                                  | EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE 7.95% 10/07/2032 144A                           | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $211958.00    | 0.01%             | 2032-10-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                    | BBVA BANCOMER SA TEXAS BRH 8.45%/VAR 06/29/2038 144A                                            | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |     310000 | PA      | $342831.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 0% 03/17/2026                                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |  375240000 | PA      | $249011.00    | 0.02%             | 2026-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                 | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A                                          | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     419514 | PA      | $379932.85    | 0.02%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                         | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2318001 | PA      | $2222822.44   | 0.14%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A                                               | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     170000 | PA      | $160347.40    | 0.01%             | 2047-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 6.625% 09/15/2029                                                             | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     320000 | PA      | $318834.82    | 0.02%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 2.45% 09/15/2028 144A                                            | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     175000 | PA      | $161842.89    | 0.01%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                      | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     275000 | PA      | $262970.21    | 0.02%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 5.5% 04/28/2033 144A                                                          | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     300000 | PA      | $316782.00    | 0.02%             | 2033-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.75% 01/31/2029                                                                      | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2583000 | PA      | $2447392.50   | 0.15%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                              | SHRIRAM FINANCE LTD 6.625% 04/22/2027 144A                                                      | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     230000 | PA      | $234600.00    | 0.01%             | 2027-04-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2030 144A                                    | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     305000 | PA      | $302593.66    | 0.02%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 02/01/2056 #TBA                                                                  | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -1900000 | PA      | $-1749261.79  | -0.11%            | 2056-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PIPECO LLC 4.875% 08/15/2027 144A                                                          | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150573.63    | 0.01%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CPI ACQUISITION INC                                                              | CPI ACQUISITION INC 10% 07/15/2029 144A                                                         | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     256000 | PA      | $271236.32    | 0.02%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                               | VERTIV HOLDINGS CO                                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      20100 | NS      | $3256401.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A   | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5365000 | PA      | $5320739.82   | 0.32%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 03/31/2031                                                                     | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3858000 | PA      | $3923555.87   | 0.24%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                         | DICKS SPORTING GOODS INC                                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       5700 | NS      | $1128429.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 07/31/2030                                                                         | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1650000 | PA      | $1670947.26   | 0.10%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                                | MA'ADEN SUKUK LTD 5.25% 02/13/2030 144A                                                         | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     585000 | PA      | $598823.55    | 0.04%             | 2030-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A                                                   | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     130000 | PA      | $137020.00    | 0.01%             | 2031-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 10/15/2028                                                                       | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4470000 | PA      | $4465663.21   | 0.27%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | VALE SA VAR PFD PERP                                                                            | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EP               | CORP              | BR        |      68058 | NS      | $512321.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.817% 03/14/2049 144A                                                                 | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1060000 | PA      | $995933.60    | 0.06%             | 2049-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                | REPUBLIC OF BENIN 8.375% 01/23/2041 144A                                                        | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     180000 | PA      | $189394.20    | 0.01%             | 2041-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                     | COTIVITI TERM B 1LN 5/1/2031                                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    1592340 | PA      | $1527324.30   | 0.09%             | 2031-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                             | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     735000 | PA      | $686997.44    | 0.04%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6.5% 03/01/2054#CB8113                                                                | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115246 | PA      | $120271.11    | 0.01%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $286453.31    | 0.02%             | 2030-11-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A                                    | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     870000 | PA      | $617743.50    | 0.04%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BYD CO LTD                                                                       | BYD COMPANY LTD H                                                                               | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     210000 | NS      | $2566359.36   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                              | REPUBLIC OF ARMENIA 6.75% 03/12/2035 144A                                                       | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     570000 | PA      | $593159.10    | 0.04%             | 2035-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                            | CZECHOSLOVAK GROUP AS 5.25% 01/10/2031 144A                                                     | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     110000 | PA      | $133796.52    | 0.01%             | 2031-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 7.375% 10/10/2047 144A                                                        | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     110000 | PA      | $110446.60    | 0.01%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                               | SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A                                       | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $304983.60    | 0.02%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 4% 09/15/2030                                                              | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     330000 | PA      | $309328.85    | 0.02%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1% 07/31/2028                                                                         | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4418000 | PA      | $4145326.56   | 0.25%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     325000 | PA      | $316064.94    | 0.02%             | 2032-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.95% 01/28/2060                                                            | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     535000 | PA      | $434206.00    | 0.03%             | 2060-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                      | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |       6562 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.338% 05/04/2053                                                  | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     305000 | PA      | $290207.50    | 0.02%             | 2053-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.375% 10/31/2028                                                                     | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3514000 | PA      | $3310572.36   | 0.20%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 12/20/2054#MB0092                                                                  | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     173744 | PA      | $175636.21    | 0.01%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                      | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     145000 | PA      | $362.50       | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 3.95 04/29/30                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1370000 | NC      | $48209.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                             | ORCHARD PARK CLO LTD E TSFR3M+560 10/20/2037 144A                                               | CUSIP: 68563KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100842.70    | 0.01%             | 2037-10-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL CORP                                                       | PAREXEL TERM B 1LN 12/12/2031                                                                   | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     306189 | PA      | $307018.46    | 0.02%             | 2031-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                  | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     580000 | PA      | $614322.76    | 0.04%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                            | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                      | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $596189.47    | 0.04%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                     | NATIONAL MENTOR HOLDINGS INC 10.5% 12/15/2030 144A                                              | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     570000 | PA      | $573019.99    | 0.03%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A                                                    | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      55000 | PA      | $50015.63     | 0.00%             | 2030-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 7% 12/31/2049                                                                | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     360000 | PA      | $0.04         | 0.00%             | 2049-12-31      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                         | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     626091 | PA      | $380350.28    | 0.02%             | 2034-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                 | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $278413.03    | 0.02%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 9.25% 04/17/2030 144A                                                   | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     290000 | PA      | $315263.35    | 0.02%             | 2030-04-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 3.375% 01/15/2050                                                               | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     595000 | PA      | $399031.61    | 0.02%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050                                          | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     657338 | PA      | $579244.51    | 0.04%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                              | COSAN LUXEMBOURG SA 7.25% 06/27/2031 144A                                                       | CUSIP: 22112EAE8<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $308439.00    | 0.02%             | 2031-06-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                                | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     335000 | PA      | $302233.65    | 0.02%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 11.75% 10/01/2028 144A                                                      | CUSIP: 86745GAG8<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     860000 | PA      | $4300.00      | 0.00%             | 2028-10-01      | Fixed         | 0.12%                 | No            |                  3 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 6.3% 01/23/2034 144A                                                          | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     195000 | PA      | $178247.55    | 0.01%             | 2034-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $3039077.60   | 0.18%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                         | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $661050.00    | 0.04%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.25% 12/31/2026                                                                      | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     698000 | PA      | $682540.33    | 0.04%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                                    | KODIAK TERM B 1LN 12/4/2031                                                                     | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     126922 | PA      | $123629.59    | 0.01%             | 2031-12-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 6.625% 02/17/2037 144A                                                    | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     220000 | PA      | $251075.00    | 0.02%             | 2037-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.375% 05/15/2033                                                                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     250000 | PA      | $240341.80    | 0.01%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 01/09/2038                                                           | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2032304 | PA      | $1579100.21   | 0.10%             | 2038-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2.5% 01/01/2056 #TBA                                                                    | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -24500000 | PA      | $-21128388.40 | -1.29%            | 2056-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                              | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     610000 | PA      | $584917.78    | 0.04%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA 8.25% 01/17/2034 144A                                                                    | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     255000 | PA      | $259845.00    | 0.02%             | 2034-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/SGD settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-10907.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 4.125% 05/15/2051                                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     220000 | PA      | $135905.00    | 0.01%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A                                                | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     265000 | PA      | $275517.85    | 0.02%             | 2032-04-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A                                              | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     620000 | PA      | $620192.20    | 0.04%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC          | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A   | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $828709.59    | 0.05%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC                                       | Fidelity Floating Rate Central Fund                                                             | CUSIP: 31606V708<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |    1100572 | NS      | $105214681.19 | 6.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                              | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     825000 | PA      | $774833.98    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039                                                     | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     126000 | PA      | $133090.89    | 0.01%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 03/01/2029 144A                                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     780000 | PA      | $803400.00    | 0.05%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     500000 | PA      | $478689.86    | 0.03%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 01/01/2056 #TBA                                                                      | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -25000000 | PA      | $-20691197.50 | -1.26%            | 2056-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRANDSAFWAY TERM B 1LN 08/01/2030                                                               | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    1473462 | PA      | $1339509.57   | 0.08%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 6.75% 04/15/2029 144A                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     440000 | PA      | $442576.88    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE TERM B 1LN 05/06/2031                                                          | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     103427 | PA      | $103470.86    | 0.01%             | 2031-05-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 8.375% 01/19/2036                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     290000 | PA      | $297424.00    | 0.02%             | 2036-01-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                             | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1361025 | PA      | $1360330.69   | 0.08%             | 2029-01-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5.75% 11/16/2032                                                             | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     425000 | PA      | $455047.50    | 0.03%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                 | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     555000 | PA      | $536860.21    | 0.03%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNELIAN POINT HOLDINGS LP                                                      | CARNELIAN POINT HOLDINGS LP WT 06/30/27                                                         | CUSIP: 155371529<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         54 | NS      | $157.68       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 7% 09/15/2028 144A                                                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $299139.35    | 0.02%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.875% 04/30/2029                                                                     | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3300000 | PA      | $3227039.05   | 0.20%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.625%/VAR PERP                                                              | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    1730000 | PA      | $1721228.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 7% 01/25/2051 144A                                                               | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     105000 | PA      | $119086.36    | 0.01%             | 2051-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS                                                    | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     100000 | PA      | $56983.01     | 0.00%             | 2030-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 8.75% 05/03/2029 144A                                                        | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     370000 | PA      | $375632.84    | 0.02%             | 2029-05-03      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                               | BRASKEM IDESA SAPI 7.45% 11/15/2029 144A                                                        | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     415000 | PA      | $242343.40    | 0.01%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.5% 11/24/2070 144A                                                  | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     460000 | PA      | $290517.60    | 0.02%             | 2070-11-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6.625% 02/17/2045                                                            | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     310000 | PA      | $288610.00    | 0.02%             | 2045-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                            | MINERVA LUXMBOURG SA 4.375% 03/18/2031 144A                                                     | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     115000 | PA      | $106777.50    | 0.01%             | 2031-03-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.5% 03/08/2047 144A                                                             | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     395000 | PA      | $422993.65    | 0.03%             | 2047-03-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 05/15/2026                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     261000 | PA      | $260818.94    | 0.02%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                                | GABONESE REPUBLIC 7% 11/24/2031 144A                                                            | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     180000 | PA      | $137696.40    | 0.01%             | 2031-11-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                         | SOUTHEASTERN GROCERS INC CVR RT                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      40826 | NS      | $1599.56      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                          | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     330000 | PA      | $320529.66    | 0.02%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 8.75% 12/15/2028 144A                                                             | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     285000 | PA      | $297274.38    | 0.02%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.625% 01/15/2029                                                                 | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     930000 | PA      | $923834.38    | 0.06%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5% 10/12/2046                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     395000 | PA      | $309486.45    | 0.02%             | 2046-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     720000 | PA      | $698914.80    | 0.04%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 6.78% 01/13/2055 144A                                   | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     235000 | PA      | $252697.85    | 0.02%             | 2055-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 1.336% 09/25/2027                                                | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8229498 | PA      | $7943549.59   | 0.48%             | 2027-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC                                  | DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC D TSFR3M+610 07/20/2037 144A                    | CUSIP: 25255XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $252941.75    | 0.02%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2947693.40   | 0.18%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048                                           | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     139045 | PA      | $117491.13    | 0.01%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A                                                 | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     460000 | PA      | $426926.00    | 0.03%             | 2048-02-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026                                                | CUSIP: 3137FNWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     795413 | PA      | $788826.76    | 0.05%             | 2026-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                    | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $648731.47    | 0.04%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                    | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     430000 | PA      | $440896.63    | 0.03%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     790000 | PA      | $823373.75    | 0.05%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6.5% 01/01/2055#CB9828                                                                | CUSIP: 3140QV4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175159 | PA      | $185450.56    | 0.01%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2055                                                      | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     122000 | PA      | $0.01         | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.4% 05/07/2054                                                    | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $192600.00    | 0.01%             | 2054-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                         | ATS CORP 4.125% 12/15/2028 144A                                                                 | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     460000 | PA      | $448699.09    | 0.03%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                        | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A                                                 | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     640000 | PA      | $641964.80    | 0.04%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                             | OLEODUCTO CENTRAL SA 4% 07/14/2027 144A                                                         | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     454000 | PA      | $446908.52    | 0.03%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6% 01/14/2041                                                                | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     770000 | PA      | $693723.80    | 0.04%             | 2041-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                           | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     460000 | PA      | $493639.80    | 0.03%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC                                     | STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS                                                  | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |     275000 | PA      | $297324.50    | 0.02%             | 2030-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2% 08/15/2051                                                       | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8416000 | PA      | $4821118.73   | 0.29%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                                | GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A                                         | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     260000 | PA      | $274082.90    | 0.02%             | 2030-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                    | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     725000 | PA      | $652877.00    | 0.04%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF                                  | iShares Broad USD High Yield Corp Bd ETF                                                        | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |     527400 | NS      | $19722123.00  | 1.20%             |  |  |  | No            |                  1 | On Loan: —       |
| PT PERTAMINA (PERSERO)                                                           | PT PERTAMINA (PERSERO) 4.175% 01/21/2050 144A                                                   | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     395000 | PA      | $308471.30    | 0.02%             | 2050-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044                                                 | CUSIP: 3137H7FZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     314543 | PA      | $306526.89    | 0.02%             | 2044-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#FS3295                                                                  | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160247 | PA      | $161758.86    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENERGY PT                                                   | PERTAMINA GEOTHERMAL ENERGY PT 5.15% 04/27/2028 144A                                            | CUSIP: 69379VAA7<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |     205000 | PA      | $207818.75    | 0.01%             | 2028-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                      | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     715000 | PA      | $704315.54    | 0.04%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                | NEXA RESOURCES SA 6.6% 04/08/2037 144A                                                          | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     235000 | PA      | $242377.05    | 0.01%             | 2037-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF STEP 07/03/2029 144A                                                          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     291520 | PA      | $286447.55    | 0.02%             | 2029-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 5.625% 08/15/2030 144A                                                                | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     645000 | PA      | $658107.69    | 0.04%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A                                   | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     280000 | PA      | $265627.60    | 0.02%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                               | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $437852.71    | 0.03%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B 1LN 06/21/2032                                                                  | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     787532 | PA      | $787201.46    | 0.05%             | 2032-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                           | MONGOLIA GOVERNMENT OF 7.875% 06/05/2029 144A                                                   | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $212750.00    | 0.01%             | 2029-06-05      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 4.125% 08/15/2031 144A                                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     355000 | PA      | $323040.38    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                      | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     675000 | PA      | $686023.43    | 0.04%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 3.25% 08/15/2033 144A                                                                  | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     420000 | PA      | $376633.90    | 0.02%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                           | REPUBLIC OF MONTENEGRO 7.25% 03/12/2031 144A                                                    | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     745000 | PA      | $795056.55    | 0.05%             | 2031-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4010000 | PA      | $3680271.49   | 0.22%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 8.875% 01/13/2033                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1420000 | PA      | $1510880.00   | 0.09%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                              | REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A                                                        | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     280000 | PA      | $255063.20    | 0.02%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                                        | BANCO DEL ESTADO DE CHILE 7.95%/VAR PERP 144A                                                   | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | EP               | CORP              | CL        |     260000 | PA      | $274869.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $631459.40    | 0.04%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                    | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    1360506 | PA      | $1383889.70   | 0.08%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B14 1LN 5/31/2031                                                                      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     737415 | PA      | $736338.21    | 0.04%             | 2031-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 4.9% 06/01/2030 144A                                                           | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     230000 | PA      | $229022.50    | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 5.875% 02/01/2029 144A                                                       | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     310000 | PA      | $310021.89    | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 3.3% 03/11/2041                                                                | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     360000 | PA      | $278460.00    | 0.02%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     570000 | PA      | $547530.39    | 0.03%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.625% 02/15/2031 144A                                                           | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     605000 | PA      | $565361.96    | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     595000 | PA      | $618772.63    | 0.04%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     510000 | PA      | $506387.84    | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                           | EMIRATES NBD BANK PJSC 6.25%/VAR PERP REGS                                                      | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EP               | CORP              | AE        |     380000 | PA      | $384997.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                         | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1150000 | PA      | $1154864.50   | 0.07%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                         | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $373912.98    | 0.02%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 76 B LTD                                                  | GOLUB CAP PARTNERS CLO 76 B LTD E TSFR3M+575 10/25/2037 144A                                    | CUSIP: 38180CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     175000 | PA      | $175663.08    | 0.01%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 03/01/2052#CB3174                                                                | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     404386 | PA      | $375771.74    | 0.02%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                                            | GACI FIRST INVESTMENT 5.25% 10/13/2032 REGS                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     315000 | PA      | $324056.25    | 0.02%             | 2032-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                          | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                   | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $430580.02    | 0.03%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                              | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1109048.86   | 0.07%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A                                                 | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     290000 | PA      | $266263.50    | 0.02%             | 2050-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044                                                    | CUSIP: 3136BL6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     650687 | PA      | $628760.03    | 0.04%             | 2044-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                         | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     975000 | PA      | $977180.69    | 0.06%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                                               | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                                           | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |     200000 | PA      | $198876.00    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 8.5% 11/15/2028 144A                                                        | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     385000 | PA      | $402534.83    | 0.02%             | 2028-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2054 REGS                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    4805000 | PA      | $3039803.36   | 0.18%             | 2054-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT            | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 5.45% 05/15/2030 144A     | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     880000 | PA      | $905687.20    | 0.06%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                       | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                   | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     470000 | PA      | $484257.92    | 0.03%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC                                                                                 | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5655 | NS      | $23524.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 4.85% 09/27/2027                                                       | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     285000 | PA      | $288705.00    | 0.02%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A                                                | CUSIP: 716558AC5<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     110000 | PA      | $31240.00     | 0.00%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 5.75% 09/16/2030 144A                                                       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     374000 | PA      | $385249.92    | 0.02%             | 2030-09-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 32.6% 02/10/2027                                                             | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   21565000 | PA      | $492876.96    | 0.03%             | 2027-02-10      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                 | GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A                                         | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    1210000 | PA      | $1067679.80   | 0.06%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 3.061% 07/13/2031 144A                                                                | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     385000 | PA      | $349626.20    | 0.02%             | 2031-07-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | GSCM SWAP REC 3.9025 04/14/26                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    2960000 | NC      | $47790.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                          | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.25% 10/02/2054 144A                                   | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     470000 | PA      | $455754.30    | 0.03%             | 2054-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 0% 03/24/2026                                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |  618000000 | PA      | $408428.91    | 0.02%             | 2026-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | GSCM SWAP PAY 3.9025 04/14/26                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    2960000 | NC      | $28325.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI AS                                                       | TURKIYE GARANTI BANKASI AS 8.125%/VAR 1/08/2036 144A                                            | CUSIP: 900148AH0<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     380000 | PA      | $394276.60    | 0.02%             | 2036-01-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 05/31/2027                                                                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5025585.95   | 0.31%             | 2027-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS                                                | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |     480000 | PA      | $110822.40    | 0.01%             | 2027-04-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 5.315% 04/14/2032 144A                                                    | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     450000 | PA      | $457980.75    | 0.03%             | 2032-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 02/01/2056 #TBA                                                                    | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2850000 | PA      | $2875282.64   | 0.17%             | 2056-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION TERM B 1LN 01/31/2029                                                                 | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     341688 | PA      | $338697.73    | 0.02%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110                                                   | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $502200.00    | 0.03%             | 2110-10-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                           | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A                                   | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     205000 | PA      | $165334.55    | 0.01%             | 2061-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                                | CELULOSA ARAUCO Y CONSTITUCION SA 6.18% 05/05/2032 144A                                         | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     225000 | PA      | $232076.25    | 0.01%             | 2032-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $347302.14    | 0.02%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1546100.10   | 0.09%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                         | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     428419 | PA      | $254909.31    | 0.02%             | 2035-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048                                           | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     253665 | PA      | $238232.12    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    8650000 | PA      | $9949860.03   | 0.61%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | RAND PARENT LLC 8.5% 02/15/2030 144A                                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $776180.50    | 0.05%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 7.875% 09/15/2029                                          | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     550000 | PA      | $605015.40    | 0.04%             | 2029-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75% 05/01/2035 144A                                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     645000 | PA      | $706244.99    | 0.04%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     995000 | PA      | $956373.70    | 0.06%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                        | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $414287.68    | 0.03%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 5.625% 05/01/2027                                                            | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     305000 | PA      | $305162.57    | 0.02%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                              | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                      | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     103000 | PA      | $84122.30     | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                         | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     407526 | PA      | $192556.04    | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 01/31/2028                                                                       | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4190000 | PA      | $4190818.35   | 0.25%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BUXL 30Y BND FUT MAR26 UBH6                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -30 | NC      | $57677.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.875% 10/15/2035 144A                                                          | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $198188.00    | 0.01%             | 2035-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM FLSO 1LN 03/25/2026                                                                | CUSIP: 05358AAQ7<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |      12498 | PA      | $12497.79     | 0.00%             | 2026-03-25      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM DEC FLSO 03/25/2026                                                                | CUSIP: N/A<br>LEI: 549300EBCNNXVCJ2FW66       | Long             | LON              | CORP              | US        |      12472 | PA      | $13043.56     | 0.00%             | 2026-03-25      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 10YR NOTE FUT (CBT)MAR26 TYH6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       1045 | NC      | $-566434.10   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 7% 09/15/2030 144A                                                     | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     390000 | PA      | $406840.20    | 0.02%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                              | MSCS SWAP PAY 3.853 09/16/30                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |    1800000 | NC      | $69075.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 03/01/2052#MA4565                                                                | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     309461 | PA      | $286789.89    | 0.02%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 6.51% 02/23/2042 144A                                            | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     305000 | PA      | $333499.20    | 0.02%             | 2042-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                   | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                   | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     675000 | PA      | $637537.50    | 0.04%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING VIII LTD                                                      | ALPHA STAR HOLDING VIII LTD 8.375% 04/12/2027 REGS                                              | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |     445000 | PA      | $458763.85    | 0.03%             | 2027-04-12      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 6.55% 04/03/2034 144A                                                    | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     140000 | PA      | $152397.00    | 0.01%             | 2034-04-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 3.298% 01/19/2033                                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     140000 | PA      | $122987.27    | 0.01%             | 2033-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 6.5% 11/28/2027 144A                                                           | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     445000 | PA      | $449703.65    | 0.03%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 6.85% 07/29/2030                                                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1075000 | PA      | $249524.30    | 0.02%             | 2030-07-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIMPSON MANUFACTURING CO                                                         | SIMPSON MANUFACTURING CO                                                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       3800 | NS      | $613586.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 5.95% 01/08/2046 144A                                                     | CUSIP: 455780BW5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     350000 | PA      | $372137.50    | 0.02%             | 2046-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM FLSO 03/25/2026                                                                    | CUSIP: 05358AAV6<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     114588 | PA      | $119839.88    | 0.01%             | 2026-03-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR                                                      | CUSIP: 86389T106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      11100 | NS      | $39405.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | CALIBER COLLISION TERM B 1LN 01/30/2031                                                         | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      98608 | PA      | $98660.75     | 0.01%             | 2031-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 7.625% 11/15/2032 144A                                                    | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     285000 | PA      | $280119.80    | 0.02%             | 2032-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                              | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    1953000 | PA      | $2087501.08   | 0.13%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 8.375% 01/15/2029 144A                                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1330974.72   | 0.08%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 15YR 2% 02/01/2028#FS3865                                                                  | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42528 | PA      | $41823.76     | 0.00%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                               | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                        | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1402687.59   | 0.09%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT TRUST 5.125% 02/03/2032 144A                                                                 | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     720000 | PA      | $687816.00    | 0.04%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 7.125% PERP                                                                          | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |     620000 | PA      | $127100.00    | 0.01%             | 2199-12-31      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 3% 09/01/2041#FM9587                                                                  | CUSIP: 3140XDUM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118194 | PA      | $110003.17    | 0.01%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5.75% 03/12/2054                                                                | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     315000 | PA      | $303032.14    | 0.02%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO 5.75% 01/17/2028 144A                                                                     | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     420000 | PA      | $432757.35    | 0.03%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.609% 04/13/2033                                                       | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     305000 | PA      | $323300.00    | 0.02%             | 2033-04-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.625% 03/31/2030                                                                     | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7767000 | PA      | $7752436.88   | 0.47%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC                                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9500 | NS      | $807310.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                  | ZAMBIA REPUBLIC STEP 06/30/2033 144A                                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      55429 | PA      | $54494.17     | 0.00%             | 2033-06-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                    | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     550000 | PA      | $499497.52    | 0.03%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.25% 08/15/2036 144A                                                          | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     460000 | PA      | $481279.88    | 0.03%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                | DARKTRACE TERM 1LN 10/09/2031                                                                   | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      74812 | PA      | $75038.99     | 0.00%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                                                       | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     390000 | PA      | $398970.00    | 0.02%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC 4% 02/15/2028 144A                                                                      | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     345000 | PA      | $339815.06    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                                                 | CFC GROUP TERM B 1LN 07/01/2032                                                                 | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     670000 | PA      | $650737.50    | 0.04%             | 2032-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 5.375% 03/15/2030                                                            | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     560000 | PA      | $567609.58    | 0.03%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3478000 | PA      | $3117470.52   | 0.19%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6.25% PERP                                                                           | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |     670000 | PA      | $50250.00     | 0.00%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| SUMMIT MIDSTREAM CORP                                                            | SUMMIT MIDSTREAM CORP 3ML+743 PERP PFD                                                          | CUSIP: 86614G200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        148 | NS      | $234555.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $430011.07    | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                                         | LD CELULOSE INTERNATIONA 7.95% 01/26/2032 144A                                                  | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     325000 | PA      | $340843.75    | 0.02%             | 2032-01-26      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA 6% 01/30/2035 144A                                                                     | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     630000 | PA      | $663867.36    | 0.04%             | 2035-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 4.025 04/23/30                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1540000 | NC      | $51943.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF 1% 07/09/2029                                                             | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     751038 | PA      | $669550.74    | 0.04%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC / NEW COTAI CAP CORP                                               | NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     247076 | NS      | $76593.56     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5330 FA SOFR30A+105 08/25/2053                                   | CUSIP: 3137HAFW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     444206 | PA      | $444786.75    | 0.03%             | 2053-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.625% 08/15/2032 144A                                                                | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     280000 | PA      | $287788.63    | 0.02%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3% 02/15/2049                                                       | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13241000 | PA      | $9753858.45   | 0.59%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1260154.98   | 0.08%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                  | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                           | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $361625.00    | 0.02%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO 6.25% 07/09/2054 144A                                               | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     495000 | PA      | $511468.65    | 0.03%             | 2054-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5425 FK SOFR30A+120 06/25/2054                                   | CUSIP: 3137HCYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     314920 | PA      | $316851.24    | 0.02%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV3.5% MAC 03/18/29                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -23514000 | NC      | $-35831.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | LUXCO 3                                                                                         | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |      46642 | NS      | $703259.50    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                     | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $541971.38    | 0.03%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.125% 12/15/2030 144A                                       | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     425000 | PA      | $432796.38    | 0.03%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                                                             | SOLENIS TERM B6 1LN 6/20/2031                                                                   | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     151794 | PA      | $150327.98    | 0.01%             | 2031-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                     | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     285000 | PA      | $283849.34    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A                                                       | CUSIP: 445545AP1<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     295000 | PA      | $300568.13    | 0.02%             | 2029-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033                                                     | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     335000 | PA      | $338601.25    | 0.02%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 01/01/2056 #TBA                                                                  | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -3800000 | PA      | $-3510398.58  | -0.21%            | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVESTMENTS LTD                                                    | MTN MAURITIUS INVSTMENTS 6.5% 10/13/2026 144A                                                   | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     315000 | PA      | $318348.45    | 0.02%             | 2026-10-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6% 02/01/2029 144A                                                           | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2441299.83   | 0.15%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A                                                 | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1705000 | PA      | $1547048.80   | 0.09%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 8.25% 01/30/2037 144A                                               | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     300000 | PA      | $325827.00    | 0.02%             | 2037-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A                                                     | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     930000 | PA      | $1165085.40   | 0.07%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                       | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     240000 | PA      | $229017.91    | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                       | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |     555112 | PA      | $452183.54    | 0.03%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     485000 | PA      | $484861.82    | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                           | ACCELYA TERM B 1LN 10/1/2032                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     575000 | PA      | $569968.75    | 0.03%             | 2032-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                         | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                  | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     420000 | PA      | $394948.66    | 0.02%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                                                   | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     215000 | PA      | $207045.00    | 0.01%             | 2043-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                              | SENEGAL REPUBLIC OF 4.75% 03/13/2028 REGS                                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     255000 | PA      | $208649.42    | 0.01%             | 2028-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                               | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                       | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     740000 | PA      | $800254.50    | 0.05%             | 2035-02-10      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 10/31/2029                                                                         | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1317011.72   | 0.08%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG TERM B 1LN 02/10/2031                                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    3823935 | PA      | $3825464.36   | 0.23%             | 2031-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.625% 09/30/2026                                                                     | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4153000 | PA      | $4094025.45   | 0.25%             | 2026-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 12/20/2048                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1370000000 | PA      | $5269829.55   | 0.32%             | 2048-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.625% 12/01/2031 144A                                                      | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     410000 | PA      | $388702.84    | 0.02%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                          | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                                                  | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     595000 | PA      | $538659.45    | 0.03%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | THE BOOKING HOLDINGS INC                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        200 | NS      | $1071066.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2032 144A                                                         | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     495800 | PA      | $374329.00    | 0.02%             | 2032-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                         | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $420987.85    | 0.03%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     485000 | PA      | $483792.36    | 0.03%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B 1LN 09/19/2031                                                          | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    1602612 | PA      | $1605785.02   | 0.10%             | 2031-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                       | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     580000 | PA      | $572025.58    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                     | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                     | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98932.20     | 0.01%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.875% 02/16/2032 144A                                                         | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     160000 | PA      | $166656.00    | 0.01%             | 2032-02-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                               | MVM ENERGETIKA ZRT 6.5% 03/13/2031 REGS                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | CORP              | HU        |     200000 | PA      | $211000.00    | 0.01%             | 2031-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 9.5% 05/30/2029 144A                    | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $420269.74    | 0.03%             | 2029-05-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV3.5% MAC 03/18/31                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    2714000 | NC      | $-110.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A                                                   | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     665000 | PA      | $573230.00    | 0.03%             | 2033-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 03/20/2052#                                                                          | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     207589 | PA      | $171966.26    | 0.01%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A                                              | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     231000 | PA      | $234161.24    | 0.01%             | 2028-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP                                                                                | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      12300 | NS      | $1048452.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                       | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2211276.83   | 0.13%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 6.125% 05/22/2028 144A                                                      | CUSIP: 445545AR7<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     225000 | PA      | $233505.00    | 0.01%             | 2028-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5045000 | PA      | $5726104.06   | 0.35%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EATON CORP PLC                                                                   | EATON CORP PLC                                                                                  | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       6500 | NS      | $2070315.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     365000 | PA      | $356127.95    | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                         | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     970000 | PA      | $986490.00    | 0.06%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US LONG BOND(CBT) FUT MAR26 USH6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         74 | NC      | $-112960.98   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                     | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $445898.10    | 0.03%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 7.125% 02/12/2032                                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     380000 | PA      | $402420.00    | 0.02%             | 2032-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER PENTAPLAST TERM DIP ROLLUP PIK 07/27/2026                                             | CUSIP: N/A<br>LEI: 529900H8J1B7UA1CG794       | Long             | LON              | CORP              | LU        |      30480 | PA      | $27032.33     | 0.00%             | 2026-07-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIONES S A ESP                                              | COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A                                             | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |     845000 | PA      | $768772.55    | 0.05%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 7.75% 01/15/2028 144A                                                         | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     320000 | PA      | $333001.60    | 0.02%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                         | SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A                                                 | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $414279.33    | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 3.3% 07/12/2051 144A                                                            | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     930000 | PA      | $651074.40    | 0.04%             | 2051-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     310000 | PA      | $330227.50    | 0.02%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                  | CEMEX SAB DE CV T5Y+NA PERP 144A                                                                | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    1195000 | PA      | $1192765.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                              | SENEGAL REPUBLIC OF 6.75% 03/13/2048 144A                                                       | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     120000 | PA      | $63900.00     | 0.00%             | 2048-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY LOUIS VUITTON SE                                                             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        500 | NS      | $376867.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | PARKER HANNIFIN CORP                                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       2600 | NS      | $2285296.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 5.625% 09/09/2035 144A                                                          | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $256750.00    | 0.02%             | 2035-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 02/15/2033                                                                       | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3800000 | PA      | $3692976.57   | 0.22%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                 | EUC TERM 1LN 07/01/2031                                                                         | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    1341450 | PA      | $1333065.94   | 0.08%             | 2031-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                         | NAVOI MINING METALLURGIC 6.7% 10/17/2028 144A                                                   | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $207000.00    | 0.01%             | 2028-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 0.5% 09/21/2026 REGS                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    4420000 | PA      | $2879189.49   | 0.18%             | 2026-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 8.25% 05/09/2028 144A                                                           | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     650000 | PA      | $652882.49    | 0.04%             | 2028-05-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FINANCE LLC                                                  | BORR IHC LTD / BORR FINANCE LLC 10.375% 11/15/2030 144A                                         | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130922 | PA      | $130758.68    | 0.01%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.194% 07/25/2027                                                | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $594692.22    | 0.04%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                     | ARTHUR J GALLAGHAR AND CO                                                                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       8600 | NS      | $2225594.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 5.625% 02/21/2047                                                 | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     240000 | PA      | $203520.00    | 0.01%             | 2047-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                  | NETWORK I2I LTD T5Y+NA PERP 144A                                                                | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | EP               | CORP              | MU        |     315000 | PA      | $313818.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.COM INC 3.375% 01/14/2030                                                                    | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     405000 | PA      | $392712.30    | 0.02%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                             | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $375069.00    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                         | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1167003.40   | 0.07%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 6.75% 06/30/2030 144A REGS                                                   | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     205000 | PA      | $208612.31    | 0.01%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | SHEARER'S FOODS TERM B 1LN 02/12/2031                                                           | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98507 | PA      | $98372.87     | 0.01%             | 2031-02-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH and LOMB TERM B 1LN 1/15/2031                                                            | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     154225 | PA      | $155613.03    | 0.01%             | 2031-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 11/30/2026                                                                      | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3580000 | PA      | $3601932.01   | 0.22%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                    | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     430000 | PA      | $444658.55    | 0.03%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 05/15/2034                                                                     | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     230000 | PA      | $235040.23    | 0.01%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $720122.90    | 0.04%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                   | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $286746.40    | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                  | CHEMOURS CO/ THE                                                                                | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      30845 | NS      | $363662.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GABONESE REPUBLIC                                                                | GABONESE REPUBLIC 6.625% 02/06/2031 144A                                                        | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     185000 | PA      | $142733.05    | 0.01%             | 2031-02-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                           | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     575000 | PA      | $575287.50    | 0.04%             | 2032-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MONDAY.COM LTD                                                                   | MONDAY.COM LTD                                                                                  | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |       6700 | NS      | $988652.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                         | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $959261.55    | 0.06%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 3.125% 09/21/2051 144A                                                      | CUSIP: 445545AN6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     340000 | PA      | $209079.60    | 0.01%             | 2051-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XIX                                                              | MIDOCEAN CR CLO XIX E TSFR3M+625 07/20/2036 144A                                                | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100675.00    | 0.01%             | 2036-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG HOLDING SARL                                                 | PETRORIO LUXEMBOURG HOLDING SARL 6.75% 10/15/2030 144A                                          | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     450000 | PA      | $438696.00    | 0.03%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/EUR settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-826577.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                           | CUSIP: 3137HJYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     762433 | PA      | $765662.84    | 0.05%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 02/05/2026                                                                         | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     610000 | PA      | $607959.81    | 0.04%             | 2026-02-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027                                                 | CUSIP: 3137BVZ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $597264.96    | 0.04%             | 2027-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FINANCE LLC                                                  | BORR IHC LTD / BORR FINANCE LLC 10% 11/15/2028 144A                                             | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     371342 | PA      | $373432.76    | 0.02%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 5.625% 05/18/2034 144A                                                          | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     155000 | PA      | $148654.30    | 0.01%             | 2034-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     825850 | PA      | $804898.19    | 0.05%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMWLTH                                                                  | BAHAMAS COMWLTH 8.25% 06/24/2036 144A                                                           | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     460000 | PA      | $512564.20    | 0.03%             | 2036-06-24      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                         | TRANSOCEAN TITAN FIN LTD 8.375% 02/01/2028 144A                                                 | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     502714 | PA      | $513413.06    | 0.03%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 08/15/2034                                                                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3680000 | PA      | $3625375.18   | 0.22%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                 | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $537474.80    | 0.03%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                               | SERBIA REPUBLIC OF 6% 06/12/2034 144A                                                           | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     205000 | PA      | $211662.50    | 0.01%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.75% 09/15/2026                                                                   | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250363.25    | 0.02%             | 2026-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 2.45% 01/31/2031                                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1355000 | PA      | $1239147.50   | 0.08%             | 2031-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                 | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     283000 | PA      | $274450.37    | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                         | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1463309.58   | 0.09%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                      | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A                      | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100030.50    | 0.01%             | 2038-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 4.375% 09/18/2026                                                            | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     530000 | PA      | $526687.50    | 0.03%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.65% 09/27/2047                                                       | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     190000 | PA      | $160604.15    | 0.01%             | 2047-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6% 03/25/2027                                                                | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     170000 | PA      | $173527.50    | 0.01%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                    | BBVA BANCOMER SA TEXAS BRH 5.25% 09/10/2029 144A                                                | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |     440000 | PA      | $452056.00    | 0.03%             | 2029-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 4% 01/31/2052                                                                 | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $158150.00    | 0.01%             | 2052-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 04/15/2028                                                                      | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11440000 | PA      | $11499434.35  | 0.70%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | CITI SWAP PAY 3.855 09/12/30                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    2390000 | NC      | $91640.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 06/01/2053#CB6539                                                                  | CUSIP: 3140QSHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     272183 | PA      | $283478.02    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PING IDENTITY HOLDING CORP                                                       | PING IDENTITY TERM 1LN 11/15/2032                                                               | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      85000 | PA      | $85106.25     | 0.01%             | 2032-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.25% 09/30/2028                                                                      | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2930000 | PA      | $2756145.70   | 0.17%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 6.875% 04/25/2044 144A                                                                   | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     325000 | PA      | $338360.75    | 0.02%             | 2044-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2320000 | PA      | $2209577.63   | 0.13%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053                                           | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     707964 | PA      | $716527.56    | 0.04%             | 2053-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     250000 | PA      | $259659.25    | 0.02%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                         | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     215000 | PA      | $212044.83    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                                 | TURKIYE IHRACAT KREDI BANKASI AS 6.375% 10/03/2030 144A                                         | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $301125.00    | 0.02%             | 2030-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 7.875% 03/01/2057                                                            | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     290000 | PA      | $337322.43    | 0.02%             | 2057-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    1165000 | PA      | $1128263.82   | 0.07%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO FRN TSFR3M+274.5 PERP                                                     | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    4005000 | PA      | $4014952.43   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 4.027% 08/03/2050 144A                                                                | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     595000 | PA      | $413525.00    | 0.03%             | 2050-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1452650.29   | 0.09%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM TERM L 1LN 1/19/2032                                                                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     469062 | PA      | $470802.72    | 0.03%             | 2032-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.875% 06/15/2031 144A                                                            | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     435000 | PA      | $449313.24    | 0.03%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                     | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1012077.61   | 0.06%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | TELEVISAUNIVISION TERM 1LN 06/24/2029                                                           | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      33775 | PA      | $33766.56     | 0.00%             | 2029-06-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8.5% 04/25/2035                                                            | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     280000 | PA      | $308280.00    | 0.02%             | 2035-04-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     315000 | PA      | $249868.11    | 0.02%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     280000 | PA      | $288016.40    | 0.02%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                               | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     565000 | PA      | $584635.02    | 0.04%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 02/15/2028                                                                      | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2100000 | PA      | $2132198.25   | 0.13%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                                        | BRINKS CO 4.625% 10/15/2027 144A                                                                | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     620000 | PA      | $619955.42    | 0.04%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 7.375% 10/01/2031 144A                                                    | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     260000 | PA      | $271620.09    | 0.02%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2520000 | PA      | $1760850.00   | 0.11%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048                                          | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     179493 | PA      | $168523.13    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                     | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     823000 | PA      | $933768.66    | 0.06%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029                                | CUSIP: 3137HDJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2197339 | PA      | $2198668.13   | 0.13%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.75% 07/01/2036                                                        | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     870000 | PA      | $863572.96    | 0.05%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RR 31 LTD                                                                        | RR 31 LTD D TSFR3M+600 10/15/2039 144A                                                          | CUSIP: 74988BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     125000 | PA      | $127672.63    | 0.01%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                  | NCR ATLEOS CORP 9.5% 04/01/2029 144A                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     435000 | PA      | $472138.56    | 0.03%             | 2029-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3748992.75   | 0.23%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 01/15/2030 144A                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     225923 | PA      | $213779.64    | 0.01%             | 2030-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | CITI SWAP REC 3.855 09/12/30                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    2390000 | NC      | $63211.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1222806.82   | 0.07%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.125% 06/01/2050 144A                                                         | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     350000 | PA      | $342345.50    | 0.02%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                                                          | RED PLANET TERM B 1LN 9/8/2032                                                                  | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |     430000 | PA      | $430404.20    | 0.03%             | 2032-09-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 6.25% 06/01/2028 144A                                                                   | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305889.30    | 0.02%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                  | CUSIP: 3137H5UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     142915 | PA      | $127374.86    | 0.01%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                               | BAPCO ENERGIES BSC 8.375% 11/07/2028 144A                                                       | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     180000 | PA      | $193509.00    | 0.01%             | 2028-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5% 07/17/2033                                                           | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     210000 | PA      | $215446.88    | 0.01%             | 2033-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                             | PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC 6.25% 04/01/2029 144A                      | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $316522.68    | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.375% 05/08/2048 144A                                                          | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     370000 | PA      | $324310.55    | 0.02%             | 2048-05-08      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                     | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2240000 | PA      | $2112774.99   | 0.13%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                            | CZECHOSLOVAK GROUP AS 6.5% 01/10/2031 144A                                                      | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     400000 | PA      | $411000.00    | 0.03%             | 2031-01-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | SUZANO AUSTRIA GMBH 3.75% 01/15/2031                                                            | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     245000 | PA      | $230937.00    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 9.1297% 01/13/2046 144A                                                        | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     255000 | PA      | $273806.25    | 0.02%             | 2046-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ TERM B 1LN 06/21/2028                                                               | CUSIP: N/A<br>LEI: 549300IXDNBXNHUPBU73       | Long             | LON              | CORP              | US        |     134050 | PA      | $134623.73    | 0.01%             | 2028-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2029                                                                  | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1655753.40   | 0.10%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.75% 01/26/2026                                                             | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     490000 | PA      | $490000.00    | 0.03%             | 2026-01-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 7.5% 06/15/2029                                                         | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $512348.50    | 0.03%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 3.1% 01/22/2061                                                               | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     700000 | PA      | $435050.00    | 0.03%             | 2061-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                           | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     236797 | PA      | $236774.29    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.875% 02/28/2027                                                                     | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24950000 | PA      | $24489009.83  | 1.49%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 06/15/2035 144A                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      91380 | PA      | $69315.81     | 0.00%             | 2035-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                    | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     184000 | PA      | $181385.84    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $634884.12    | 0.04%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 3.875% 08/15/2029 144A                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     355000 | PA      | $332791.63    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                  | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     605000 | PA      | $573237.08    | 0.03%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD 8.75% 01/31/2030 144A                                                               | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     430000 | PA      | $400975.00    | 0.02%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                              | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     450000 | PA      | $442418.30    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4.75% 03/09/2037 144A                                             | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     470000 | PA      | $460896.10    | 0.03%             | 2037-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A                                                    | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     640000 | PA      | $547200.00    | 0.03%             | 2046-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                     | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                               | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     420000 | PA      | $418954.28    | 0.03%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                      | MCAFEE TERM 1LN 03/01/2029                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     583398 | PA      | $536545.06    | 0.03%             | 2029-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                     | TECPETROL SA 7.625% 01/22/2033 144A                                                             | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     255000 | PA      | $258697.50    | 0.02%             | 2033-01-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 6.125% 12/11/2037 144A                                                 | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $197350.00    | 0.01%             | 2037-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     435000 | PA      | $433528.18    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034                                                  | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1045000 | PA      | $1212722.50   | 0.07%             | 2034-01-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 6.5% 10/01/2053#RJ0002                                                                | CUSIP: 3142GQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     313580 | PA      | $330143.20    | 0.02%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056                                                    | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     302000 | PA      | $305683.31    | 0.02%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 5.084% 05/22/2053 144A                                                        | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     345000 | PA      | $327449.85    | 0.02%             | 2053-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7.375% 01/31/2032 144A                                                    | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     710000 | PA      | $745183.34    | 0.05%             | 2032-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2016133.97   | 0.12%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PARK RIVER HOLDINGS INC 8% 03/15/2031 144A                                                      | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     265000 | PA      | $273213.68    | 0.02%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     365000 | PA      | $382721.85    | 0.02%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                            | ALDAR PROPERTIES PJSC T5Y+NA 04/15/2055 REGS                                                    | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |     755000 | PA      | $788303.05    | 0.05%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     520000 | PA      | $522999.88    | 0.03%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 8% 12/31/2049                                                                | CUSIP: 165167CU9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     180000 | PA      | $0.02         | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| SUPERIOR ENERGY SERVICES INC                                                     | SUPERIOR ENERGY SERVICES INC A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       5560 | NS      | $393203.20    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     295000 | PA      | $289806.44    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                    | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $652073.67    | 0.04%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                                                  | EMCOR GROUP INC                                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       4700 | NS      | $2875413.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 01/15/2034 144A                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1495390.44   | 0.09%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                   | EG GROUP TERM B 1LN 02/07/2028                                                                  | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    2046922 | PA      | $2052899.04   | 0.12%             | 2028-02-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.5% 03/31/2027                                                                       | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     900000 | PA      | $888855.47    | 0.05%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A                                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     285000 | PA      | $307818.18    | 0.02%             | 2036-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                      | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     865000 | PA      | $771208.48    | 0.05%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 0.25% 04/17/2030 144A                                                   | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     290000 | PA      | $7685.00      | 0.00%             | 2030-04-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 2.783% 01/23/2031                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     740000 | PA      | $684870.00    | 0.04%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.125% 08/31/2028                                                                     | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40242000 | PA      | $37803900.60  | 2.30%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                             | ADNOC MURBAN RSC LTD 5.125% 09/11/2054 144A                                                     | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     375000 | PA      | $352650.00    | 0.02%             | 2054-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 9.75% 02/16/2031 144A                                                         | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     410000 | PA      | $447925.00    | 0.03%             | 2031-02-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050                                          | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     152580 | PA      | $134180.18    | 0.01%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.6% 06/01/2036 144A                                                         | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     224000 | PA      | $236040.00    | 0.01%             | 2036-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.875% 12/15/2030 144A                                                            | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2459290.70   | 0.15%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 5.103% 04/23/2048 144A                                                                 | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     975000 | PA      | $959565.75    | 0.06%             | 2048-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                       | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     606950 | PA      | $609511.33    | 0.04%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.75% 02/15/2045                                                                      | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8450000 | PA      | $8407089.89   | 0.51%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A                                                    | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     225000 | PA      | $179437.50    | 0.01%             | 2060-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROTON PK CLO LTD                                                                | CROTON PK CLO LTD E TSFR3M+555 10/15/2036 144A                                                  | CUSIP: 22779DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     239000 | PA      | $240440.45    | 0.01%             | 2036-10-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037                                                 | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     565000 | PA      | $619618.55    | 0.04%             | 2037-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 5.625% 05/13/2032 144A                                                          | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $269497.80    | 0.02%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A                                            | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     195000 | PA      | $200146.05    | 0.01%             | 2030-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     823000 | PA      | $898255.12    | 0.05%             | 2032-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A                                                   | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     580000 | PA      | $568471.51    | 0.03%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                              | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     205000 | PA      | $206610.07    | 0.01%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                           | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      58000 | PA      | $54158.05     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVENT ELECTRIC PLC                                                               | NVENT ELECTRIC PLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      12100 | NS      | $1233837.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027                                           | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     280000 | PA      | $280715.40    | 0.02%             | 2027-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A                                    | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     290000 | PA      | $296768.60    | 0.02%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV3.5% MAC 03/18/30                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -4003000 | NC      | $-4474.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 6.1% 04/30/2030 144A                                                                     | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     280000 | PA      | $292353.60    | 0.02%             | 2030-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026                                                | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2300000 | PA      | $2280302.80   | 0.14%             | 2026-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                    | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $422066.40    | 0.03%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                      | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     510000 | PA      | $509920.70    | 0.03%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 4% 11/15/2029 144A                                                                     | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     340000 | PA      | $332415.35    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT K737 A2 2.525% 10/25/2026                                        | CUSIP: 3137FQXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3300000 | PA      | $3267308.88   | 0.20%             | 2026-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                     | VEEAM SOFTWARE TERM B 1LN 04/14/2031                                                            | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    1679829 | PA      | $1684028.79   | 0.10%             | 2031-04-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $414634.88    | 0.03%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                                               | COSAN OVERSEAS LTD 8.25% PERP REGS                                                              | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | EP               | CORP              | KY        |     710000 | PA      | $712073.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                             | ENDEAVOUR MINING PLC 7% 05/28/2030 144A                                                         | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $464908.50    | 0.03%             | 2030-05-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CL A                                                                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      36100 | NS      | $3924070.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                               | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     230000 | PA      | $244375.87    | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.875% 08/15/2055 144A                                                         | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     280000 | PA      | $299649.67    | 0.02%             | 2055-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 6.65% 03/04/2055 144A                                                      | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $217975.00    | 0.01%             | 2055-03-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                 | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $629007.50    | 0.04%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                    | BBVA BANCOMER SA TEXAS BRH 5.125%/VAR 01/18/2033 144A                                           | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |     340000 | PA      | $332962.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $375091.13    | 0.02%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                        | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $360376.10    | 0.02%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.625% 06/02/2046 144A                                                                 | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     575000 | PA      | $531070.00    | 0.03%             | 2046-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 3.75% 06/23/2031 144A                                                                    | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     365000 | PA      | $341154.55    | 0.02%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      10220 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IHS NETHERLANDS HOLDCO BV                                                        | IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A                                                    | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |     268115 | PA      | $268067.07    | 0.02%             | 2027-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 3.87% 07/23/2060                                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     715000 | PA      | $472257.50    | 0.03%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC 6.5% 09/01/2030 144A                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     895000 | PA      | $959538.09    | 0.06%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                       | GRIFOLS SA 4.75% 10/15/2028 144A                                                                | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     280000 | PA      | $276526.54    | 0.02%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 01/20/2051#MA7135                                                                    | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     774735 | PA      | $641666.21    | 0.04%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                                        | CONSTRUCTION PARTNERS INC CL A                                                                  | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |       6900 | NS      | $748995.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARA NORTE SARL                                                                 | GUARA NORTE SARL 5.198% 06/15/2034 144A                                                         | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |     368325 | PA      | $359485.20    | 0.02%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6% 01/01/2056 #TBA                                                                      | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -3325000 | PA      | $-3388188.63  | -0.21%            | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.5% 09/15/2031 144A                                                             | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1151876.96   | 0.07%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                     | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     184000 | PA      | $183471.55    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 4.763% 04/14/2027 144A                                                    | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     225000 | PA      | $225562.50    | 0.01%             | 2027-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                   | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1251488.03   | 0.08%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A                                                   | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     475000 | PA      | $509646.50    | 0.03%             | 2036-11-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC                                           | QLIK TERM B 1LN 10/26/2030                                                                      | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     525977 | PA      | $524814.83    | 0.03%             | 2030-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                     | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1139808.31   | 0.07%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048                                          | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     114645 | PA      | $102545.59    | 0.01%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                           | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $1866600.00   | 0.11%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                          | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     535000 | PA      | $525693.73    | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                          | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     685000 | PA      | $708205.33    | 0.04%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.413% 12/25/2026                                                | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1989765 | PA      | $1980232.35   | 0.12%             | 2026-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2050#                                                                      | CUSIP: 3133KHSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     358351 | PA      | $332512.67    | 0.02%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                             | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     670000 | PA      | $536822.98    | 0.03%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 03/15/2033 144A                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     755264 | PA      | $646694.80    | 0.04%             | 2033-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                          | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     715000 | PA      | $698546.18    | 0.04%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2028                                                                 | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1671361.97   | 0.10%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 07/31/2032                                                                         | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     270000 | PA      | $271413.28    | 0.02%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIPE                                                                              | CUSIP: N/A<br>LEI: 549300EE20907QZ9GT38       | Long             | EC               | CORP              | US        |      22127 | NS      | $2405204.90   | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 8.25% 08/01/2031 144A                                           | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     355000 | PA      | $375481.17    | 0.02%             | 2031-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.25% 01/25/2031 144A                                                            | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     425000 | PA      | $453887.25    | 0.03%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 5.625% 05/01/2027 144A                                                       | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2959715.96   | 0.18%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP                                             | WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A                                     | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $295855.50    | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                    | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     690000 | PA      | $674721.27    | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 01/15/2028                                                                      | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11860000 | PA      | $12034657.00  | 0.73%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1105000 | PA      | $999973.24    | 0.06%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.125% 01/30/2026 REGS                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    3010000 | PA      | $4048362.80   | 0.25%             | 2026-01-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 5% 05/15/2045                                                       | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1020000 | PA      | $1047093.75   | 0.06%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 4% 06/15/2029 144A                                                                | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     350000 | PA      | $338825.31    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                         | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                  | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     280000 | PA      | $268099.99    | 0.02%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.15% 04/30/2035 144A REGS                                                     | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    6106000 | PA      | $7127449.58   | 0.43%             | 2035-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                  | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     590000 | PA      | $595661.05    | 0.04%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 8% 03/01/2038                                                                | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     305000 | PA      | $356506.88    | 0.02%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     570000 | PA      | $524932.15    | 0.03%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                           | UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A                                                     | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     115000 | PA      | $106770.60    | 0.01%             | 2030-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.75% 05/11/2047                                                             | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     360000 | PA      | $296010.00    | 0.02%             | 2047-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LTD 6.4% 06/28/2054                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     515000 | PA      | $525557.50    | 0.03%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 6.75% 11/15/2032 144A                                                               | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     450000 | PA      | $462636.00    | 0.03%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A                                                     | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     360000 | PA      | $362214.00    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                                                  | JAMAICA GOVT OF 7.875% 07/28/2045                                                               | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     160000 | PA      | $192880.00    | 0.01%             | 2045-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1341275.02   | 0.08%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS                                                   | BUFFALO ENERGY MEXICO HOLDINGS 7.875% 02/15/2039 144A                                           | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     487506 | PA      | $532751.93    | 0.03%             | 2039-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 07/31/2029                                                                         | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     260000 | PA      | $263372.25    | 0.02%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 05/15/2036 144A                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     157112 | PA      | $142382.75    | 0.01%             | 2036-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | ARES MANAGEMENT CORP CL A                                                                       | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       4400 | NS      | $711172.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                       | VMED O2 UK FINANCING I PLC 4.75% 07/15/2031 144A                                                | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     995000 | PA      | $918597.43    | 0.06%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE TERM B 1LN 10/23/2028                                                                   | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     196524 | PA      | $197052.29    | 0.01%             | 2028-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 2% 11/01/2041#CB2110                                                                  | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     403881 | PA      | $353375.97    | 0.02%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC                                 | BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A                         | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $245694.83    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6.8% 11/04/2036                                                              | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     510000 | PA      | $514110.60    | 0.03%             | 2036-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.4% 04/18/2030 REGS                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   32000000 | PA      | $37613582.93  | 2.29%             | 2030-04-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 08/01/2055#CC0868                                                                  | CUSIP: 3140Y66E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     534288 | PA      | $557671.36    | 0.03%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM 1LN 08/31/2028                                                                  | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |    3917571 | PA      | $3934142.59   | 0.24%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PUREWEST ENERGY LLC                                                              | PUREWEST ENERGY LLC                                                                             | CUSIP: N/A<br>LEI: 5493005THBS2A4IJDY87       | Long             | EC               | CORP              | US        |        901 | NS      | $202.54       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                           | VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A                                                   | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     210000 | PA      | $203700.00    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 4.35% 01/11/2048                                                          | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     300000 | PA      | $260100.00    | 0.02%             | 2048-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVOIYURAN STATE ENTERPRISE                                                      | NAVOIYURAN STATE ENTERPRISE 6.7% 07/02/2030 144A                                                | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |     365000 | PA      | $367642.60    | 0.02%             | 2030-07-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                               | SERBIA REPUBLIC OF 2.125% 12/01/2030 144A                                                       | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     580000 | PA      | $505615.00    | 0.03%             | 2030-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 7.25% 12/11/2055 144A                                                  | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $198000.00    | 0.01%             | 2055-12-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP ESCROW 0% 12/01/2029                                                                  | CUSIP: N/A<br>LEI: 549300XGK22FZCTN8B67       | Long             | DBT              | CORP              | US        |     120000 | PA      | $0.01         | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                    | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1431252.10   | 0.09%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                           | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     360000 | PA      | $369315.00    | 0.02%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 06/01/2053#CB6538                                                                  | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     403753 | PA      | $421138.73    | 0.03%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $449919.47    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A       | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1141198.89   | 0.07%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                    | CIA DE MINAS BUENAVENTURA SAA 6.8% 02/04/2032 144A                                              | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     515000 | PA      | $535666.95    | 0.03%             | 2032-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 5.375% 03/22/2033                                                  | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     330000 | PA      | $326940.90    | 0.02%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                  | ZAMBIA REPUBLIC 0.5% 12/31/2053 144A                                                            | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     567254 | PA      | $401247.34    | 0.02%             | 2053-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                       | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1017920.60   | 0.06%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCB TIER 1 SUKUK LTD                                                             | NCB TIER 1 SUKUK LTD 3.5%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 549300DJLY2JZABDD193       | Long             | EP               | CORP              | KY        |     330000 | PA      | $323736.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP                                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       3700 | NS      | $735264.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                                     | PORTLAND GENERAL ELECTRIC CO                                                                    | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |        140 | NS      | $6718.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER PENTAPLAST TERM B 1LN 2/12/2026                                                       | CUSIP: 49865NAT7<br>LEI: 529900H8J1B7UA1CG794 | Long             | LON              | CORP              | LU        |      46179 | PA      | $7465.77      | 0.00%             | 2026-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 7.5% 02/12/2036 144A                                                            | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     200000 | PA      | $216192.00    | 0.01%             | 2036-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                         | NAVOI MINING METALLURGIC 6.95% 10/17/2031 144A                                                  | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     235000 | PA      | $250421.88    | 0.02%             | 2031-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 11/30/2027                                                                     | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     850000 | PA      | $856042.97    | 0.05%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 4.75% 09/15/2029                                                             | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     370000 | PA      | $367810.19    | 0.02%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                              | LEBANON REPUBLIC OF 6.375% 12/31/2049 REGS                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     400000 | PA      | $92452.00     | 0.01%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 2.5% 09/20/2051#785616                                                                  | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     339109 | PA      | $290709.65    | 0.02%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A                                                     | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     305000 | PA      | $341752.50    | 0.02%             | 2054-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 4.5% 01/30/2030 144A                                                         | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     610000 | PA      | $596637.22    | 0.04%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                | REPUBLIC OF BENIN 7.96% 02/13/2038 144A                                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     445000 | PA      | $462381.70    | 0.03%             | 2038-02-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO LTD                                                         | SAGICOR FINANCIAL CO LTD 5.3% 05/13/2028 144A                                                   | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |     480000 | PA      | $479044.80    | 0.03%             | 2028-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK VAR 11/30/2030                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1992908 | PA      | $6656312.72   | 0.40%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3278 | NS      | $822.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                         | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     286989 | PA      | $161431.31    | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     295000 | PA      | $315494.80    | 0.02%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 6.5% 09/27/2028                                                              | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88335.00     | 0.01%             | 2028-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIK VAR 11/30/2030                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    2249516 | PA      | $2304558.48   | 0.14%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  139783180 | NS      | $139811136.93 | 8.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 6.625% 10/06/2037 144A                                                          | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     200000 | PA      | $199547.00    | 0.01%             | 2037-10-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IES HOLDINGS INC                                                                 | IES HOLDINGS INC                                                                                | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       4600 | NS      | $1789492.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1706221.50   | 0.10%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     210000 | PA      | $194013.39    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 7.5% 01/13/2029 144A                                                          | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     270000 | PA      | $284088.82    | 0.02%             | 2029-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                           | TRANE TECHNOLOGIES PLC                                                                          | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       3600 | NS      | $1401120.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELAH HOLDINGS INC                                                                | ELAH HOLDINGS INC                                                                               | CUSIP: 28413L105<br>LEI: 549300QGHCFUEGYWKU13 | Long             | EC               | CORP              | US        |         14 | NS      | $203.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                    | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     640000 | PA      | $593850.28    | 0.04%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     280000 | PA      | $258669.04    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A    | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $569538.35    | 0.03%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                     | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030                                                   | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4055000 | PA      | $4316371.84   | 0.26%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                     | TECPETROL SA 7.625% 11/03/2030 144A                                                             | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     275000 | PA      | $273076.38    | 0.02%             | 2030-11-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B6 1LN 11/06/2030                                                                 | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     536387 | PA      | $535383.51    | 0.03%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                      | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     915000 | PA      | $930965.84    | 0.06%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC CL A                                                                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      15200 | NS      | $989368.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                           | BIRCH GROVE CLO 12 LTD D1 TSFR3M+275 04/22/2038 144A                                            | CUSIP: 09090MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $150450.30    | 0.01%             | 2038-04-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                  | TAIWAN SEMIC MFG CO LTD SP ADR                                                                  | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      15100 | NS      | $4588739.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 02/15/2038 144A                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     314356 | PA      | $285278.07    | 0.02%             | 2038-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5.5% 04/04/2053                                                              | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     210000 | PA      | $200393.91    | 0.01%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A                                                  | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1322742 | PA      | $1225533.32   | 0.07%             | 2036-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                            | SUZANO NETHERLANDS BV 5.5% 01/15/2036                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     460000 | PA      | $456034.80    | 0.03%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                 | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     530000 | PA      | $516036.89    | 0.03%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 4.193% 01/19/2032 144A                                                                | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     305000 | PA      | $292324.20    | 0.02%             | 2032-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                 | CSN RESOURCES SA 8.875% 12/05/2030 144A                                                         | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $185222.00    | 0.01%             | 2030-12-05      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF STEP 07/03/2035 144A                                                          | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     333880 | PA      | $304742.03    | 0.02%             | 2035-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A                                                | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     448000 | PA      | $361961.60    | 0.02%             | 2049-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.5% 10/01/2029 144A                                                                  | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     440000 | PA      | $428849.36    | 0.03%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                         | BASS PRO TERM B 1LN 01/23/2032                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     300532 | PA      | $302034.74    | 0.02%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                              | SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A                                                       | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     290000 | PA      | $168289.90    | 0.01%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION B.V.                                                   | YINSON BORONIA PRODUCTION B.V. 8.947% 07/31/2042 144A                                           | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     637708 | PA      | $694790.88    | 0.04%             | 2042-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                              | ENERGUATE TRUST 2 0 6.35% 09/15/2035 144A                                                       | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     495000 | PA      | $494809.33    | 0.03%             | 2035-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                           | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     573562 | PA      | $568664.28    | 0.03%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026                                                 | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1736025 | PA      | $1723631.19   | 0.10%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A                                                        | CUSIP: 445545AQ9<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     695000 | PA      | $704730.00    | 0.04%             | 2034-06-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 6.125% 01/18/2041                                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      40000 | PA      | $35440.00     | 0.00%             | 2041-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                  | APPLIED SYSTEMS TERM 2LN 02/23/2032                                                             | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      10000 | PA      | $10146.90     | 0.00%             | 2032-02-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     280000 | PA      | $286319.88    | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 11/30/2032                                                                      | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1760000 | PA      | $1745150.00   | 0.11%             | 2032-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A                                                 | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     595000 | PA      | $230190.63    | 0.01%             | 2031-01-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY SHAREHOLDERS REPRESENTATIVE ESCROW LINE                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        428 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                                                  | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1400000 | PA      | $1363733.00   | 0.08%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | USTN TII 2.375% 02/15/2055                                                                      | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     990000 | PA      | $970030.01    | 0.06%             | 2055-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                          | USI INC 7.5% 01/15/2032 144A                                                                    | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     380000 | PA      | $398270.02    | 0.02%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 7.25% 05/29/2032                                                             | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $212890.00    | 0.01%             | 2032-05-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                      | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     915000 | PA      | $951543.43    | 0.06%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFETY CORP                                                          | NEOGEN FOOD SAFETY CORP 8.625% 07/20/2030 144A                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $277293.19    | 0.02%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP                                                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       6300 | NS      | $2628297.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 6.375% 06/02/2055 144A                                                | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     780000 | PA      | $814928.40    | 0.05%             | 2055-06-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                              | MSCS SWAP REC 3.853 09/16/30                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |    1800000 | NC      | $47501.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FHMS K059 A2 CSTR 09/25/2026                                                                    | CUSIP: 3137BSRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     493441 | PA      | $490392.18    | 0.03%             | 2026-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     355000 | PA      | $335576.98    | 0.02%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 6.33% 01/13/2035 144A                                   | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $212700.00    | 0.01%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC INVESTMENT CORP 5.25% 08/15/2028                                                           | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     465000 | PA      | $465010.33    | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                               | SERBIA REPUBLIC OF 6.5% 09/26/2033 144A                                                         | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     405000 | PA      | $434362.50    | 0.03%             | 2033-09-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                              | ORBIA ADVANCE CORPORATION SAB DE CV 2.875% 05/11/2031 144A                                      | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     340000 | PA      | $276239.80    | 0.02%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029                                                       | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     235000 | PA      | $234958.88    | 0.01%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.25% 02/15/2034 144A                                                | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     840000 | PA      | $883096.02    | 0.05%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                              | INVERSIONES CMPC SA 3% 04/06/2031 144A                                                          | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     245000 | PA      | $218383.20    | 0.01%             | 2031-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8.75% 11/14/2053                                                           | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     290000 | PA      | $319072.50    | 0.02%             | 2053-11-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 3% 10/01/2040#FM7397                                                                  | CUSIP: 3140XBGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     327626 | PA      | $307991.90    | 0.02%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029                                          | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     275000 | PA      | $278107.86    | 0.02%             | 2029-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 2.5% 08/20/2051#785575                                                                  | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     382373 | PA      | $327798.36    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                          | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $419816.26    | 0.03%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                  | APPLIED SYSTEMS TERM B2 1LN 02/24/2031                                                          | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     541791 | PA      | $544613.91    | 0.03%             | 2031-02-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                               | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     610000 | PA      | $636638.70    | 0.04%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                                                | OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A                                                     | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     385000 | PA      | $354993.10    | 0.02%             | 2031-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.125% 05/01/2029 144A                                                            | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     575000 | PA      | $581376.43    | 0.04%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051                                                  | CUSIP: 3137H6XY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     546232 | PA      | $537006.21    | 0.03%             | 2051-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP                                 | SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029                                                 | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $467823.70    | 0.03%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A                                                   | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     480000 | PA      | $418464.00    | 0.03%             | 2061-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                   | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $228561.33    | 0.01%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US ULTRA BOND CBT FUT MAR26 WNH6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        390 | NC      | $-923991.90   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP REC 3.95 04/29/30                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1370000 | NC      | $39677.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 144A                                                       | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     265000 | PA      | $248006.88    | 0.02%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTPOWER INC                                                                    | NEXTPOWER INC                                                                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19000 | NS      | $1655090.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD 5.5% 01/17/2027 144A                                                                | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     505000 | PA      | $477225.00    | 0.03%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                    | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $151822.90    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                       | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $508362.96    | 0.03%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                        | CONSTELLATION ENERGY CORP                                                                       | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8500 | NS      | $3002795.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                                 | TURKIYE IHRACAT KREDI BANKASI AS 6.875% 07/03/2028 144A                                         | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     360000 | PA      | $371700.00    | 0.02%             | 2028-07-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 11.125% 07/15/2030 144A                                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1222878.25   | 0.07%             | 2030-07-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                  | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     134941 | PA      | $122967.11    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUX 4 SARL/ALD UNI HLDC LLC/ALD UNI FIN CRP 4.625% 06/01/2028 144A                        | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     348000 | PA      | $342401.09    | 0.02%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     821000 | PA      | $818643.73    | 0.05%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                        | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     960000 | PA      | $958467.94    | 0.06%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031                                                        | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     175000 | PA      | $193458.78    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                        | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     445000 | PA      | $449450.00    | 0.03%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                    | MARTIN MARIETTA MATERIALS INC                                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       1100 | NS      | $684926.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 3.5% 03/01/2029 144A                                                           | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     455000 | PA      | $429957.21    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                | TENCENT HLDGS LTD 2.39% 06/03/2030 144A                                                         | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     495000 | PA      | $462617.10    | 0.03%             | 2030-06-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6% 08/01/2029 144A                                                               | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     450000 | PA      | $472746.92    | 0.03%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                          | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500338.00    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                             | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196780.06    | 0.01%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                         | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                     | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1674269.75   | 0.10%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.375% 04/25/2030                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     250000 | PA      | $264000.00    | 0.02%             | 2030-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 7.5% 02/10/2037 144A                                                        | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     572000 | PA      | $631563.79    | 0.04%             | 2037-02-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                               | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     586342 | PA      | $589184.95    | 0.04%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                            | AHLSTROM TERM B 1LN 5/23/2030                                                                   | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     432828 | PA      | $434991.86    | 0.03%             | 2030-05-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A                                                     | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     620000 | PA      | $497860.00    | 0.03%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                           | REPUBLIC OF MONTENEGRO 4.875% 04/01/2032 144A                                                   | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     195000 | PA      | $230740.65    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.375% 02/15/2029 144A                                                           | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     305000 | PA      | $291821.04    | 0.02%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                             | KALLPA GENERACION SA 5.5% 09/11/2035 144A                                                       | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     240000 | PA      | $240732.00    | 0.01%             | 2035-09-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2026904.27   | 0.12%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 5.125% 06/23/2051 144A                                                                   | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     305000 | PA      | $251554.85    | 0.02%             | 2051-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                 | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     435000 | PA      | $420980.17    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055                                               | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     274144 | PA      | $274898.49    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.6% 06/13/2036 144A                                                           | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     190000 | PA      | $204016.30    | 0.01%             | 2036-06-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA CORP                                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       2000 | NS      | $2430160.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1978698.16   | 0.12%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                         | SESI LLC 7.875% 09/30/2030 144A                                                                 | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     290000 | PA      | $285487.84    | 0.02%             | 2030-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EP ENERGY CORP                                                                   | EP ENERGY CORP ESCROW                                                                           | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |      52316 | NS      | $86321.40     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 4.75% 10/15/2028                                                      | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     665000 | PA      | $663402.47    | 0.04%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                               | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     415000 | PA      | $407934.83    | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 4.375% 11/22/2033 144A                                                        | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     305000 | PA      | $300043.75    | 0.02%             | 2033-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA INC 3.875% 08/15/2026 144A                                                           | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $422974.45    | 0.03%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF SINCLAIR CORP 5% 02/01/2028                                                                  | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400072.79    | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC                        | TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC 9.5% 05/15/2030 144A                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     440000 | PA      | $439338.72    | 0.03%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 12.75% 12/31/2049 REGS                                                    | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     190000 | PA      | $60325.00     | 0.00%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                        | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $628821.08    | 0.04%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FIN BV 5.875% 01/31/2050 144A                                               | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $103500.00    | 0.01%             | 2050-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 144A                                              | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     165000 | PA      | $168630.00    | 0.01%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE INC                                                                      | MEDLINE INC                                                                                     | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |       2900 | NS      | $121800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A   | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1308738.47   | 0.08%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 2.5% 02/01/2042#SC0248                                                                | CUSIP: 3132D9HZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225274 | PA      | $202830.60    | 0.01%             | 2042-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                    | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $389019.78    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                        | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                          | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $151520.40    | 0.01%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                        | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     255000 | PA      | $259651.97    | 0.02%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                  | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     507985 | PA      | $465747.45    | 0.03%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 6% 11/15/2026 144A                                                    | CUSIP: 716558AF8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     930000 | PA      | $216225.00    | 0.01%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 11% 12/15/2029 144A                                                                    | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $31450.00     | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     590000 | PA      | $578196.54    | 0.04%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 08/20/2051#MA7533                                                                    | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4999502 | PA      | $4140004.58   | 0.25%             | 2051-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1840000 | PA      | $1808087.50   | 0.11%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 5.375%/VAR PERP                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    1505000 | PA      | $1499108.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                            | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2287694.93   | 0.14%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                     | FOCUS FINANCIAL TERM B 1LN 09/15/2031                                                           | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    1113757 | PA      | $1115338.61   | 0.07%             | 2031-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                         | LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A                                                | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     425000 | PA      | $445455.25    | 0.03%             | 2031-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                                      | SHOPIFY INC CL A                                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      10800 | NS      | $1738953.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                               | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     185000 | PA      | $183335.79    | 0.01%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 7.625% 05/15/2034                                                            | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     445000 | PA      | $482428.95    | 0.03%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                                                  | GCM MINING CORP 8% 10/31/2029 144A                                                              | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     580000 | PA      | $604941.28    | 0.04%             | 2029-10-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                          | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    1562244 | PA      | $1200975.33   | 0.07%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                           | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     570000 | PA      | $561878.53    | 0.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                 | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                         | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     390000 | PA      | $402368.07    | 0.02%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-14 LTD                                                              | OCP CLO 2017-14 LTD ER TSFR3M+655 07/20/2037 144A                                               | CUSIP: 67097TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $200829.40    | 0.01%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6% 05/07/2036                                                      | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $608850.00    | 0.04%             | 2036-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                     | TERAWULF INC                                                                                    | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |      45700 | NS      | $525093.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                                                              | ARISTA NETWORKS INC                                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      14400 | NS      | $1886832.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                            | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                      | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     640000 | PA      | $656723.20    | 0.04%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B 1LN 2/13/2032                                                           | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     858512 | PA      | $858512.50    | 0.05%             | 2032-02-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP REC 4.065 05/02/30                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     590000 | NC      | $18491.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1521239.84   | 0.09%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                 | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     420000 | PA      | $426410.46    | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                       | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     595000 | PA      | $559813.47    | 0.03%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 01/01/2056 #TBA                                                                  | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3800000 | PA      | $3510398.58   | 0.21%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.25% 04/15/2031                                                             | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     695000 | PA      | $760804.76    | 0.05%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 2.25% 07/12/2031 144A                                                           | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    1255000 | PA      | $1126111.50   | 0.07%             | 2031-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A                                                   | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     655000 | PA      | $462593.75    | 0.03%             | 2055-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3% 09/15/2051 144A                                                         | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     645000 | PA      | $438132.38    | 0.03%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 144A                                      | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     105000 | PA      | $99717.19     | 0.01%             | 2029-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                                      | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC PIK 7.625% 11/08/2028 144A                          | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     268539 | PA      | $205335.49    | 0.01%             | 2028-11-08      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 11/15/2034                                                                      | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1824000 | PA      | $1843166.25   | 0.11%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYARD PK CLO LTD                                                                | BAYARD PK CLO LTD E TSFR3M+635 07/24/2038 144A                                                  | CUSIP: 072716AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $153858.75    | 0.01%             | 2038-07-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2.5% 12/20/2051#MA7767                                                                  | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17498257 | PA      | $15099242.47  | 0.92%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 8% 06/15/2027                                                                | CUSIP: 165167CZ8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     115000 | PA      | $0.01         | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 2.5% 12/20/2051#785792                                                                  | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     451431 | PA      | $386718.12    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU                                                        | BANCO DE CREDITO DEL PERU T5Y+NA 03/10/2035 144A                                                | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     485000 | PA      | $491353.50    | 0.03%             | 2035-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5.5% 09/01/2052#SD1579                                                                | CUSIP: 3132DNXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     283670 | PA      | $291438.74    | 0.02%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.25% 11/24/2050 144A                                                 | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     800000 | PA      | $532696.00    | 0.03%             | 2050-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                        | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     390000 | PA      | $258521.25    | 0.02%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                  | TROPICANA TERM FLFO 01/24/2029                                                                  | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      53539 | PA      | $53153.65     | 0.00%             | 2029-01-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048                                           | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     130840 | PA      | $110557.84    | 0.01%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 02/15/2027                                                                     | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11380000 | PA      | $11454681.25  | 0.70%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                   | ANGI GROUP LLC 3.875% 08/15/2028 144A                                                           | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $309422.75    | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                           | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     650000 | PA      | $666317.50    | 0.04%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A                                                    | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     165000 | PA      | $114313.65    | 0.01%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                                 | GEN II FUND SERVICES TERM 1LN 11/26/2031                                                        | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |      79400 | PA      | $79366.65     | 0.00%             | 2031-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     570000 | PA      | $544810.39    | 0.03%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                     | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     465000 | PA      | $446169.31    | 0.03%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                    | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $483516.25    | 0.03%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 7.65% 06/15/2035 144A                                                   | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     135000 | PA      | $139959.90    | 0.01%             | 2035-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.4% 04/16/2050 144A                                                                   | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1045000 | PA      | $922776.80    | 0.06%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TV AZTECA SAB DE CV                                                              | TV AZTECA SAB DE CV 8.25% 12/31/2049 REGS                                                       | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |    1500000 | PA      | $510000.00    | 0.03%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 2.5% 05/01/2041#SC0237                                                                | CUSIP: 3132D9HN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     481089 | PA      | $435984.30    | 0.03%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FIN BV 8% 10/15/2034 144A                                                   | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     225000 | PA      | $87468.75     | 0.01%             | 2034-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EAGLE MATLS INC                                                                  | EAGLE MATERIALS INC                                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       5100 | NS      | $1054068.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAPCO ENERGIES BSC                                                               | BAPCO ENERGIES BSC 7.5% 10/25/2027 144A                                                         | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     665000 | PA      | $687570.10    | 0.04%             | 2027-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     700000 | PA      | $463726.13    | 0.03%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050                                         | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     181030 | PA      | $161664.21    | 0.01%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC                                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       5200 | NS      | $1484132.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.375% 01/19/2033                                                            | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     840000 | PA      | $991410.00    | 0.06%             | 2033-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                               | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 8.375%/VAR PERP 144A                                | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |     200000 | PA      | $209400.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                            | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199291.94    | 0.01%             | 2029-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | ARSENAL AIC PARENT LLC 8% 10/01/2030 144A                                                       | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     350000 | PA      | $371406.28    | 0.02%             | 2030-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                         | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                  | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     280000 | PA      | $282450.00    | 0.02%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD 8.375% 04/30/2030 144A                                                              | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     295000 | PA      | $306936.88    | 0.02%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                   | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1483299.18   | 0.09%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                    | INGEVITY CORP 3.875% 11/01/2028 144A                                                            | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     665000 | PA      | $647519.94    | 0.04%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 5% 07/15/2028 144A                                                            | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     630000 | PA      | $629197.07    | 0.04%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9% 02/01/2031 144A                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1113571.80   | 0.07%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                   | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    5896666 | NS      | $5897255.78   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTL INC                                                        | COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     392000 | PA      | $391987.34    | 0.02%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                                                       | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     860000 | PA      | $827655.40    | 0.05%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 4.01 05/07/30                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    2360000 | NC      | $80864.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                          | BELRON TERM B 1LN 10/16/2031                                                                    | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     212321 | PA      | $213382.16    | 0.01%             | 2031-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 08/31/2030                                                                     | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3320000 | PA      | $3378359.36   | 0.21%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                                  | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                                           | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     485000 | PA      | $485606.25    | 0.03%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA CORP                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      66000 | NS      | $12309000.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PRIMESOURCE TERM B 1LN 3/15/2031                                                                | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |      70000 | PA      | $70335.30     | 0.00%             | 2031-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052                                                  | CUSIP: 3137H6RW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     223755 | PA      | $214575.27    | 0.01%             | 2052-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3% 05/15/2045                                                       | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1385296.88   | 0.08%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A                                                      | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     470000 | PA      | $429316.80    | 0.03%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FIN BV 7.25% 02/13/2033 144A                                                | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     555000 | PA      | $213675.00    | 0.01%             | 2033-02-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 07/31/2027                                                                      | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1240000 | PA      | $1226001.57   | 0.07%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD                                                  | PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A                                    | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $248328.50    | 0.02%             | 2033-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 08/15/2028 144A                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3617850.00   | 0.22%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                            | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     865000 | PA      | $879943.74    | 0.05%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 08/15/2035                                                                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2510000 | PA      | $2528040.63   | 0.15%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLSCOT HOLDINGS CORP                                                           | WILLSCOT HOLDINGS CORP                                                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      28500 | NS      | $536655.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER PENTAPLAST DIP TERM 08/07/2026                                                        | CUSIP: N/A<br>LEI: 529900H8J1B7UA1CG794       | Long             | LON              | CORP              | LU        |      19097 | PA      | $16936.51     | 0.00%             | 2026-08-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                  | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     365000 | PA      | $364204.74    | 0.02%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 01/15/2028                                                          | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     385000 | PA      | $395323.78    | 0.02%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     325000 | PA      | $328727.20    | 0.02%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE                                 | TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 7% 10/28/2029 144A                             | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     465000 | PA      | $464420.49    | 0.03%             | 2029-10-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CHF settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-66969.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.75% 02/15/2030 144A                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1106250 | PA      | $1155929.48   | 0.07%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | TWITTER TERM B1 1LN 10/26/2029                                                                  | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2756582 | PA      | $2705391.92   | 0.16%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051                                                  | CUSIP: 3137H1B70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     413501 | PA      | $350607.03    | 0.02%             | 2051-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.875% 10/09/2026                                                            | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     650000 | PA      | $653250.00    | 0.04%             | 2026-10-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.375% 02/01/2029                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $543558.20    | 0.03%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                     | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $247798.08    | 0.02%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                    | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $660772.99    | 0.04%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 7.25% 08/15/2030                                                                        | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     295000 | PA      | $311660.72    | 0.02%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                       | ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     300000 | PA      | $308303.20    | 0.02%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC                             | WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC 5.854% 05/13/2032 144A                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $344654.95    | 0.02%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 0% 06/09/2026                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   14700000 | PA      | $277682.85    | 0.02%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 10/31/2032                                                                      | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3310000 | PA      | $3273279.69   | 0.20%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       3000 | NS      | $1712640.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 5.2% 05/15/2049                                                            | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     650000 | PA      | $479050.00    | 0.03%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     275000 | PA      | $287644.71    | 0.02%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                          | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     485000 | PA      | $486181.04    | 0.03%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.75% 05/15/2031                                                          | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2122638.36   | 0.13%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                          | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.5% 05/08/2034 144A                                    | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     230000 | PA      | $242449.90    | 0.01%             | 2034-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.875% 03/15/2030                                                          | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     285000 | PA      | $301333.92    | 0.02%             | 2030-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO 5.375% 05/22/2033 144A                                              | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $206042.00    | 0.01%             | 2033-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                      | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     530000 | PA      | $551367.15    | 0.03%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                 | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     510000 | PA      | $501128.67    | 0.03%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.3% 10/25/2026                                                  | CUSIP: 3137BTAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1491197.85   | 0.09%             | 2026-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 2.5% 05/01/2042#RB0710                                                                | CUSIP: 3133KTYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38094 | PA      | $34215.23     | 0.00%             | 2042-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 5.33% 01/05/2054                                                              | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     505000 | PA      | $487577.50    | 0.03%             | 2054-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 2YR NOTE (CBT) FUT MAR26 TUH6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        236 | NC      | $344.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2055                                                                 | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     283417 | PA      | $0.03         | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                              | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     855000 | PA      | $626715.00    | 0.04%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                       | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     419438 | PA      | $402836.36    | 0.02%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1292625.60   | 0.08%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                               | MOROCCO KINGDOM OF 6.5% 09/08/2033 144A                                                         | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     495000 | PA      | $537102.23    | 0.03%             | 2033-09-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.95% 10/13/2047                                                        | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     490000 | PA      | $516460.00    | 0.03%             | 2047-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 9.75% 06/15/2030 144A                                                                  | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     295000 | PA      | $363853.00    | 0.02%             | 2030-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 4.875% 09/15/2029 144A                                                        | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1282512.57   | 0.08%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                        | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     515000 | PA      | $525969.50    | 0.03%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 8.625% 11/01/2030 144A                                                    | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     580000 | PA      | $607874.80    | 0.04%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                                | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                         | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     824746 | PA      | $722683.41    | 0.04%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL TERM B 1LN 06/20/2030                                                         | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     188549 | PA      | $189442.92    | 0.01%             | 2030-06-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                              | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     975000 | PA      | $978288.25    | 0.06%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                              | TRANSDIGM TERM M 1LN 8/19/2032                                                                  | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1047375 | PA      | $1051522.61   | 0.06%             | 2032-08-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.85% 01/27/2045 144A                                                        | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     300000 | PA      | $312600.00    | 0.02%             | 2045-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 144A                                  | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     290000 | PA      | $291450.00    | 0.02%             | 2033-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM 1LN FLSO 03/25/2026                                                                | CUSIP: 05358AAP9<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     468467 | PA      | $308602.90    | 0.02%             | 2026-03-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                             | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     527869 | PA      | $422295.20    | 0.03%             | 2031-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                       | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     343000 | PA      | $347790.34    | 0.02%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                   | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $814316.44    | 0.05%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A                                                   | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     830000 | PA      | $850990.70    | 0.05%             | 2027-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $812656.01    | 0.05%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                    | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     575000 | PA      | $601197.00    | 0.04%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A                                          | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     380000 | PA      | $396625.00    | 0.02%             | 2042-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                          | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     770250 | PA      | $760814.44    | 0.05%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1791988.81   | 0.11%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9625000 | PA      | $9193754.86   | 0.56%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                  | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     395000 | PA      | $387040.75    | 0.02%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                    | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     465000 | PA      | $457302.17    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    3731134 | PA      | $3576970.63   | 0.22%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4.375% 01/24/2029 144A                                            | CUSIP: 00388WAL5<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     315000 | PA      | $317101.05    | 0.02%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                  | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     925000 | PA      | $945717.23    | 0.06%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     955000 | PA      | $956827.87    | 0.06%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                       | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     280000 | PA      | $279541.02    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 8% 04/29/2030                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1025000 | PA      | $247821.74    | 0.02%             | 2030-04-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                            | ACRISURE HOLDINGS INC SER A-2 PC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     241598 | NS      | $6581129.52   | 0.40%             |  |  |  | No            |                  3 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.4% 10/19/2028 REGS                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2570000 | PA      | $3035933.60   | 0.18%             | 2028-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 3.565 09/15/26                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3040000 | NC      | $110191.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                | TENCENT HLDGS LTD 3.975% 04/11/2029 144A                                                        | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     180000 | PA      | $179908.20    | 0.01%             | 2029-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.875% 05/15/2032                                                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4068000 | PA      | $3835679.04   | 0.23%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.25% 07/01/2031 144A                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $298381.44    | 0.02%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047                                          | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     129598 | PA      | $118176.81    | 0.01%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS SIGLO XXI S A                                            | AEROPUERTOS DOMINI SIG XXI SA 7% 06/30/2034 144A                                                | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     300000 | PA      | $315564.00    | 0.02%             | 2034-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053                                           | CUSIP: 3136BQY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     318243 | PA      | $320058.84    | 0.02%             | 2053-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 9.45% 02/04/2033 144A                                                  | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     320000 | PA      | $366217.60    | 0.02%             | 2033-02-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                              | INVERSIONES CMPC SA VAR 12/09/2057 144A                                                         | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $200862.00    | 0.01%             | 2057-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                      | BIOCON BIOLOGICS GLOBAL PLC 6.67% 10/09/2029 144A                                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     255000 | PA      | $256275.00    | 0.02%             | 2029-10-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A                                   | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     205000 | PA      | $221661.38    | 0.01%             | 2036-01-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.208% 02/25/2026                                                | CUSIP: 3137FLN34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     299074 | PA      | $298226.76    | 0.02%             | 2026-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                    | EMPRESA NACIONAL DEL PETROLEO 6.15% 05/10/2033 144A                                             | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     305000 | PA      | $322113.55    | 0.02%             | 2033-05-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 02/12/2026                                                                         | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2290000 | PA      | $2280638.73   | 0.14%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.5% 02/15/2048 144A                                                         | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     215000 | PA      | $215171.83    | 0.01%             | 2048-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS                                                  | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |    3200000 | PA      | $4991894.96   | 0.30%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP 6% 06/01/2026                                                               | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     640000 | PA      | $641303.68    | 0.04%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                          | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     635000 | PA      | $638828.42    | 0.04%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                       | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1015000 | PA      | $989051.20    | 0.06%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.125% 12/01/2031 144A                                                            | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     575000 | PA      | $604307.75    | 0.04%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 12/20/2050#MA7051                                                                    | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19999990 | PA      | $16563221.83  | 1.01%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                      | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     815000 | PA      | $828278.34    | 0.05%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 10% 04/15/2032 144A                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3130000 | PA      | $3255252.87   | 0.20%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 3.68% 01/21/2030 144A                                                                 | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $354275.00    | 0.02%             | 2030-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.75% 04/19/2071                                                   | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $590000.00    | 0.04%             | 2071-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 01/01/2056 #TBA                                                                  | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -4350000 | PA      | $-3676259.82  | -0.22%            | 2056-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | SKECHERS TERM B 1LN 09/13/2032                                                                  | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      95000 | PA      | $95653.60     | 0.01%             | 2032-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                     | DP WORLD PLC 5.625% 09/25/2048 144A                                                             | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $393624.00    | 0.02%             | 2048-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $311562.58    | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP                             | HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027                          | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $435197.93    | 0.03%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                         | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1043485 | PA      | $1011963.27   | 0.06%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                               | INMARSAT TERM B 1LN 9/27/2029                                                                   | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |     458643 | PA      | $457304.05    | 0.03%             | 2029-09-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 06/01/2035                                                           | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    9700000 | PA      | $6990224.03   | 0.43%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.625% 07/31/2029                                                                     | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1210000 | PA      | $1170202.35   | 0.07%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                                                      | MEGLOBAL BV 2.625% 04/28/2028 144A                                                              | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |     275000 | PA      | $264000.00    | 0.02%             | 2028-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6% 08/15/2033 144A                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     510000 | PA      | $523570.59    | 0.03%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                             | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     195000 | PA      | $203658.20    | 0.01%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047                                                    | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1375963 | PA      | $1240846.87   | 0.08%             | 2047-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 6.75% 01/15/2044 144A                                                     | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     330000 | PA      | $382008.00    | 0.02%             | 2044-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                              | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     415000 | PA      | $418144.85    | 0.03%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049                                         | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     131810 | PA      | $117706.32    | 0.01%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LTD                                                        | DAR AL-ARKAN SUKUK CO LTD 7.25% 07/02/2030 REGS                                                 | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |     375000 | PA      | $380088.75    | 0.02%             | 2030-07-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1428000 | PA      | $1190929.69   | 0.07%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A     | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $504206.01    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 06/15/2034 144A                                         | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     450000 | PA      | $459802.19    | 0.03%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 01/01/2056 #TBA                                                                    | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -2850000 | PA      | $-2877509.06  | -0.18%            | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 8.5% 10/12/2035 144A                                                      | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     875000 | PA      | $1121968.75   | 0.07%             | 2035-10-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                         | MEDCO MAPLE TREE PTE LTD 8.96% 04/27/2029 144A                                                  | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     550000 | PA      | $573721.50    | 0.03%             | 2029-04-27      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                           | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1184537.11   | 0.07%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA TERM B 1LN 3/20/2032                                                                     | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     253725 | PA      | $253760.52    | 0.02%             | 2032-03-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 2.25% 11/24/2030 144A                                                 | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1010000 | PA      | $912641.05    | 0.06%             | 2030-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                           | MONGOLIA GOVERNMENT OF 6.625% 02/25/2030 144A                                                   | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     230000 | PA      | $236468.75    | 0.01%             | 2030-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 0% 02/17/2026                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   14125000 | PA      | $286598.32    | 0.02%             | 2026-02-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 06/30/2031                                                                      | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3080000 | PA      | $3149781.25   | 0.19%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                         | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $765891.05    | 0.05%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                   | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     985000 | PA      | $1044530.45   | 0.06%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 8.5% 05/15/2029 144A                                                      | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     945000 | PA      | $988367.94    | 0.06%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.625% 03/01/2032 144A                                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     280000 | PA      | $291317.32    | 0.02%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 7.625% 02/01/2041 144A                                                  | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      90000 | PA      | $89696.70     | 0.01%             | 2041-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                    | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1996659.69   | 0.12%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 7.125% 01/17/2033 144A                                                      | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     290000 | PA      | $315405.45    | 0.02%             | 2033-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                        | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     250000 | PA      | $257281.00    | 0.02%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                                             | ENN ENERGY HLDGS LTD 4.625% 05/17/2027 144A                                                     | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |     640000 | PA      | $641734.40    | 0.04%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 6.875% 02/01/2031 144A                                                                  | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     425000 | PA      | $436565.53    | 0.03%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                    | EMPRESA NACIONAL DEL PETROLEO 5.95% 07/30/2034 144A                                             | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $208688.00    | 0.01%             | 2034-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC                                                                    | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15141 | NS      | $3800.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 6.5% 10/01/2053#RJ0001                                                                | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     311315 | PA      | $328245.11    | 0.02%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                               | LIGHT and WONDER INTERNATIONAL INC 7.5% 09/01/2031 144A                                         | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     295000 | PA      | $307782.35    | 0.02%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 0% 04/14/2026                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   10750000 | PA      | $210455.48    | 0.01%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5% 05/01/2028 144A                      | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $399150.12    | 0.02%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                                                  | MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A                                           | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     570000 | PA      | $565987.20    | 0.03%             | 2027-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 09/20/2050#MA6864                                                                    | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     141141 | PA      | $116964.46    | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                             | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      15322 | NS      | $3150572.65   | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| US FOODS HOLDING CORP                                                            | US FOODS HOLDING CORP                                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       9200 | NS      | $692944.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                    | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     578000 | PA      | $430314.15    | 0.03%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                      | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2751336.99   | 0.17%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A                            | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $396185.97    | 0.02%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                | TENCENT HLDGS LTD 1.81% 01/26/2026 144A                                                         | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     240000 | PA      | $239628.00    | 0.01%             | 2026-01-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026                                                | CUSIP: 3137BPW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1881046 | PA      | $1873931.60   | 0.11%             | 2026-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                   | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     465000 | PA      | $486496.95    | 0.03%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A                                                    | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     645000 | PA      | $640565.63    | 0.04%             | 2027-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                       | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1080000.00   | 0.07%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 6.625% 02/17/2028 144A                                                      | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     225000 | PA      | $234460.87    | 0.01%             | 2028-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                         | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                 | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     725000 | PA      | $723863.13    | 0.04%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 5.375% 04/24/2032 144A                                                         | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     120000 | PA      | $120960.00    | 0.01%             | 2032-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7% 08/15/2029 144A                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     300000 | PA      | $314890.50    | 0.02%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PTT TREASURY CENTER CO LTD                                                       | PTT TREASURY CENTER CO LTD 3.7% 07/16/2070 144A                                                 | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |     230000 | PA      | $157402.80    | 0.01%             | 2070-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                               | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     990000 | PA      | $989962.38    | 0.06%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 01/31/2034 144A                                                             | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     865000 | PA      | $901056.84    | 0.05%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                           | CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A                                                    | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     600000 | PA      | $590310.00    | 0.04%             | 2029-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US ULTRA BOND CBT FUT MAR26 WNH6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -1 | NC      | $3279.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | INDONESIA REPUBLIC OF 3.2% 09/23/2061                                                           | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     400000 | PA      | $257750.00    | 0.02%             | 2061-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                        | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     160000 | PA      | $112000.00    | 0.01%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                              | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        493 | NS      | $1794.52      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A                                               | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $547215.56    | 0.03%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                      | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                                                  | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     440000 | PA      | $407277.20    | 0.02%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3% 01/30/2030                                                              | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1025000 | PA      | $921987.50    | 0.06%             | 2030-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3076.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                   | BANCO DE CREDITO E INVERSIONES 8.75%/VAR PERP 144A                                              | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |     290000 | PA      | $312275.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                                                  | GRUMA SAB DE CV 5.761% 12/09/2054 144A                                                          | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     195000 | PA      | $195239.85    | 0.01%             | 2054-12-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     485000 | PA      | $471321.99    | 0.03%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                       | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     545000 | PA      | $579526.30    | 0.04%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 2.75% 01/31/2027                                                              | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     310000 | PA      | $304885.00    | 0.02%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                                                      | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     480000 | PA      | $487065.60    | 0.03%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | VISTRA CORP                                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      30600 | NS      | $4936698.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1024518.21   | 0.06%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.25% 04/14/2026                                                             | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     590000 | PA      | $590184.38    | 0.04%             | 2026-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                  | MARB BONDCO PLC 3.95% 01/29/2031 144A                                                           | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     685000 | PA      | $619685.25    | 0.04%             | 2031-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 03/01/2035                                                          | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    2000000 | PA      | $1643963.86   | 0.10%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                          | FHLM 30YR 6.5% 01/01/2055#RJ3308                                                                | CUSIP: 3142GTVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     331221 | PA      | $349233.19    | 0.02%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A                                                  | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     430000 | PA      | $433493.75    | 0.03%             | 2027-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                       | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     900000 | PA      | $809991.27    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                      | MOODYS CORP                                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       1600 | NS      | $817360.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                    | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1704713.65   | 0.10%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049                                                       | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     620000 | PA      | $523125.00    | 0.03%             | 2049-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.125% 11/15/2028                                                                     | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1180000 | PA      | $1166817.18   | 0.07%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030                                                 | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     830000 | PA      | $792650.00    | 0.05%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                       | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |    1070873 | PA      | $436916.33    | 0.03%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054                                     | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     425595 | PA      | $428057.64    | 0.03%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.5%/VAR PERP                                                                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     505000 | PA      | $507224.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                         | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     565000 | PA      | $597953.63    | 0.04%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                              | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $241780.98    | 0.01%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051                                                  | CUSIP: 3137H77F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     293298 | PA      | $279840.81    | 0.02%             | 2051-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | WINDSOR HOLDINGS III LLC 8.5% 06/15/2030 144A                                                   | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     295000 | PA      | $311625.61    | 0.02%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% PERP                                                                  | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EP               | CORP              | US        |    1063000 | PA      | $106.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 4% 10/31/2054 144A REGS                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1700000 | PA      | $1956926.24   | 0.12%             | 2054-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 5 LLC                                                            | BIRCH GROVE CLO 5 LLC ER TSFR3M+675 10/20/2037 144A                                             | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100409.70    | 0.01%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                       | AMNEAL PHARMACEUTICALS TERM B 1LN 08/02/2032                                                    | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      64838 | PA      | $65323.78     | 0.00%             | 2032-08-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE TERM 2LN 05/06/2032                                                            | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     618421 | PA      | $625118.55    | 0.04%             | 2032-05-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 6.75% 05/02/2034 144A                                                                    | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     255000 | PA      | $275004.75    | 0.02%             | 2034-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.2% 03/15/2029                                                       | CUSIP: 674599DT9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     240000 | PA      | $258526.08    | 0.02%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                                   | BANCOLOMBIA SA T5Y+NA 12/24/2034                                                                | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     295000 | PA      | $314977.40    | 0.02%             | 2034-12-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                     | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    2959305 | PA      | $2959807.73   | 0.18%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS INC                                                                          | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |       4921 | NS      | $167264.79    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 6.375% 05/15/2030                                                             | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     290000 | PA      | $283202.87    | 0.02%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.625% 05/01/2030 144A                                                                | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     550000 | PA      | $534313.23    | 0.03%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 6% 02/09/2036 144A                                                         | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     260000 | PA      | $279240.00    | 0.02%             | 2036-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       7000 | NS      | $2191000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/GBP settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-88151.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                          | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     405000 | PA      | $406518.75    | 0.02%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     570000 | PA      | $535751.61    | 0.03%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                         | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     479387 | PA      | $270853.66    | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     320000 | PA      | $308070.40    | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.0529% 01/15/2032 144A                                                | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      30000 | PA      | $31218.90     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 07/31/2028                                                                     | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     850000 | PA      | $862683.60    | 0.05%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 7% 10/24/2035                                                               | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |  171390000 | PA      | $530956.40    | 0.03%             | 2035-10-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054                                                  | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     281618 | PA      | $282738.36    | 0.02%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                                      | KNOWBE4 TERM 1LN 07/26/2032                                                                     | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |      80000 | PA      | $79950.40     | 0.00%             | 2032-07-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 6.125% 10/07/2037 144A                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     435000 | PA      | $513926.54    | 0.03%             | 2037-10-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 7.05% 02/03/2031 144A                                                        | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     375000 | PA      | $402727.50    | 0.02%             | 2031-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                             | PETSMART INC / PETSMART FINANCE CORP 7.5% 09/15/2032 144A                                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $732732.77    | 0.04%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                       | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     245000 | PA      | $245164.40    | 0.01%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 10/31/2031                                                                     | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4390000 | PA      | $4457564.82   | 0.27%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                             | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $501362.50    | 0.03%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                       | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     743000 | PA      | $556509.47    | 0.03%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                    | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1032287.63   | 0.06%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 7.125% 02/01/2032 144A                                                                  | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     430000 | PA      | $452268.84    | 0.03%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.75% 06/21/2054 REGS                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      10000 | PA      | $6208.82      | 0.00%             | 2054-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY TERM TLB-EXIT 1LN 05/17/2030                                                | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      23728 | PA      | $23797.73     | 0.00%             | 2030-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 08/15/2033                                                                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2923000 | PA      | $2898679.73   | 0.18%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                     | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $356325.44    | 0.02%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                          | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     465000 | PA      | $478113.00    | 0.03%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                     | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     575000 | PA      | $573830.91    | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     125000 | PA      | $125095.88    | 0.01%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 07/12/2032                                                           | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      96005 | PA      | $96005.11     | 0.01%             | 2032-07-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                              | CSN ISLANDS XI CORP 6.75% 01/28/2028 144A                                                       | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     485000 | PA      | $448603.18    | 0.03%             | 2028-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/EUR settle 2026-01-15                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8013.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWANDA REPUBLIC OF                                                               | RWANDA REPUBLIC OF 5.5% 08/09/2031 144A                                                         | CUSIP: 78347YAL7<br>LEI: 213800AKFASSQE52AZ88 | Long             | DBT              | NUSS              | RW        |     560000 | PA      | $519926.40    | 0.03%             | 2031-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer