# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-23-011779
**Filing Date:** 2023-2
**Character Count:** 442033
**Document Hash:** ea66c914473f7a93325328f5ebc3b4b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011779.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011779

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000729528
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03857
- **FILM NUMBER:** 23675744

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

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

- **b. EDGAR series identifier (if any):** S000013796

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1885539130.40

**Total Liabilities:** $403394934.18

**Net Assets:** $1482144196.22

**Delayed Delivery Securities:** $150307.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -671.985640900000 | **1-Year:** -17320.700000000000 | **5-Year:** -61396.630000000000 | **10-Year:** -71391.700000000000 | **30-Year:** -36496.650000000000

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

- **3-Month:** -405.252774500000 | **1-Year:** -7307.760000000000 | **5-Year:** 29348.570000000000 | **10-Year:** -7118.650000000000 | **30-Year:** -510.515497700000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000037827 | 0.00%                | 5.99%                | -0.00%               |
| Class ID C000037828 | -0.11%               | 5.94%                | -0.00%               |
| Class ID C000121515 | -0.00%               | 5.90%                | -0.00%               |
| Class ID C000176247 | 0.00%                | 5.91%                | -0.00%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-36586601.25            | $40537848.54                               |
| Month 2  | $-31521569.72            | $99023319.19                               |
| Month 3  | $-7026311.04             | $529085.72                                 |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND EUR 144A LIFE 3.75% 02-07-34                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      530000 | PA      | $425385.87    | 0.03%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR R2048 8.75% 02-28-48                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    30850000 | PA      | $1419649.23   | 0.10%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                               | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                     | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      115000 | PA      | $91423.85     | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26                                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $6066851.00   | 0.41%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR 8.0% 01-31-30                                                     | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    30120000 | PA      | $1580784.82   | 0.11%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND RON 4.75% 02-24-25                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $1037546.30   | 0.07%             | 2025-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 1/11/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $104708.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM EUR 1/23/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $14046.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29                                      | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21786.25     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                 | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      110000 | PA      | $88229.79     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD SALE TO USD NDF 1/23/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $26232.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD PUR FROM USD NDF 1/23/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-14839.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB 7.0% 08-16-23                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   430300000 | PA      | $1983755.93   | 0.13%             | 2023-08-16      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE OF EUR REG S 2.875% 01-29-24                                              | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     1180000 | PA      | $1257943.32   | 0.08%             | 2024-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO EUR 1/13/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1316.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD PUR FROM USD 1/10/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $42281.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSC COMMUNICATIONS INC                                                          | LSC COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.75% 10-15-23                        | CUSIP: 502ESCAA4<br>LEI: 5493000O7BCKOMYMHF87 | Long             | DBT              | CORP              | US        |      430499 | PA      | $1300.54      | 0.00%             | 2023-10-15      | Fixed         | 8.75%                 | Yes           |                  3 | On Loan: No      |
| LSB INDUSTRIES INC                                                              | LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28                            | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |      126000 | PA      | $115444.35    | 0.01%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.45% 04-30-29                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1890000 | PA      | $1824458.91   | 0.12%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                                            | SERBIA 144A EUR 1.5% 06-26-29                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     3353000 | PA      | $2583699.18   | 0.17%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO USD 1/20/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-243969.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 3/6/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $330297.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                        | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      200000 | PA      | $176910.00    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                        | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.375% 01-31-32                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52508.70     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25                                       | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1063504.20   | 0.07%             | 2025-03-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.375% 08-15-23                                    | CUSIP: 210518CV6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      345000 | PA      | $341898.80    | 0.02%             | 2023-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A/REG S 0.8% 07-30-27                                                | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     8970000 | PA      | $8673621.25   | 0.59%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.25% 10-31-30                                          | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1295000 | PA      | $1190736.51   | 0.08%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/11/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $142285.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/23/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $302915.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                                            | SERBIA 144A LIFE EUR 3.125% 05-15-27                                                   | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      847000 | PA      | $783269.58    | 0.05%             | 2027-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 0.5% 10-31-31                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4645000 | PA      | $3873002.23   | 0.26%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/23/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-139126.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/11/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-9165.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/11/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-16897.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 1/13/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $49922.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 0.0% 01-31-27                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2325000 | PA      | $2198266.62   | 0.15%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 0.7% 04-30-32                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4785000 | PA      | $3992582.16   | 0.27%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-706094.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 1/20/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $231816.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM EUR 1/10/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $145074.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 1/10/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-126966.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.9% 10-31-52                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1010000 | PA      | $695415.87    | 0.05%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.125% 05-15-40                                                       | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9170000 | PA      | $5754392.33   | 0.39%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $598831.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $310422.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $321542.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 3/6/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $110815.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.875% 02-15-41                                                       | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18740000 | PA      | $13274308.47  | 0.90%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 12-15-51                                                        | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3239161 | PA      | $2089386.17   | 0.14%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $127792.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $437907.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $1677361.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $1055533.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 2/28/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $110057.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 3/6/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $64985.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 1/9/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $218764.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 1/13/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-335731.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 1/13/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-3245.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD PUR FROM USD 1/12/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2448.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 2/2/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-332797.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM EUR 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $49816.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 1/10/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $20388.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM EUR 1/10/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $45062.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO EUR 1/17/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-48342.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 1/11/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-21951.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 1/10/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-11627.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD PUR FROM USD 1/26/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-7835.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                        | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |         621 | NS      | $62141.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BFM TEST BROKER                                                                 | CDX EM S38 5Y 1.0% 12-20-27 0.25 REC ICE                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19742.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $259848.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                           | CDX NA HY S39 5Y 12-20-27 0.30 REC ICE                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $258418.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX GBP 2.42% 05-05-23/05-05-24 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1105615.72  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX GBP 2.495% 05-05-23/05-05-24 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-181797.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX GBP 2.363% 05-11-23/05-11-24 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1093196.47  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX GBP 5.6325% 09-25-23/09-25-24 LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-466386.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.255% 05-28-21/05-22-26 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-198262.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.19% 05-28-21/05-22-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-205432.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.16% 06-15-21/06-09-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-254327.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.55% 06-23-21/06-17-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-161078.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.5375% 06-23-21/06-17-26 CME                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-52709.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.47% 06-23-21/06-17-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-54914.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.5% 06-23-21/06-17-26 CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-53122.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.5% 06-24-21/06-18-26 CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-106260.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.55% 06-24-21/06-18-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-52825.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.64% 07-01-21/06-25-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-226375.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.633% 07-01-21/06-25-26 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-625638.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.234974% 08-20-21/08-20-23 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-599966.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.2475% 08-20-21/08-20-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-70185.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.2375% 08-26-21/08-26-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-231062.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.264% 08-27-21/08-27-23 LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-573432.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.26% 08-30-21/08-30-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-95534.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.28% 08-31-21/08-31-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-95478.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.3% 09-03-21/09-03-23 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-106464.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                        | UNITED NATURAL FOODS INC 144A LIFE SR UNSEC 6.75% 10-15-28                             | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      235000 | PA      | $226171.05    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNISYS CORP                                                                     | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 6.875% 11-01-27                                  | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |       35000 | PA      | $26925.50     | 0.00%             | 2027-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.4975% 09-21-21/09-21-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-205940.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.445% 09-28-21/09-28-23 LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-213909.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      240000 | PA      | $201152.40    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                                                    | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                        | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30866.12     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      145000 | PA      | $138751.95    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24                                      | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2265000 | PA      | $2227502.93   | 0.15%             | 2025-08-05      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                       | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                   | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       63004 | PA      | $62777.37     | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                              | UNITED RENTALS NORTH AMERICA INC 144A LIFE SR SEC 1ST LIEN 6.0% 12-15-29               | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      315000 | PA      | $313637.63    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                            | VENATOR FINANCE SARL 144A LIFE SR UNSEC 5.75% 07-15-25                                 | CUSIP: 9226APAA3<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | CORP              | LU        |      140000 | PA      | $48031.20     | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A SR SEC 1ST LIEN 5.5% 11-01-25                               | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $63868.28     | 0.00%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                      | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26                           | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $56126.32     | 0.00%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 12-01-29                                  | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13675.20     | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.4475% 09-29-21/09-29-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-218613.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.4475% 09-30-21/09-30-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-219334.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30                                  | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      420000 | PA      | $368274.90    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.15% 03-22-30                                     | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      575000 | PA      | $508393.15    | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                | VAIL RESORTS INC 144A LIFE SR UNSEC 6.25% 05-15-25                                     | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120206.52    | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                            | VENATOR FINANCE SARL 144A LIFE SR SEC 1ST LIEN 9.5% 07-01-25                           | CUSIP: 9226ALAA2<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | CORP              | LU        |      185000 | PA      | $134125.00    | 0.01%             | 2025-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.5125% 10-14-21/10-14-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-200922.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.53% 10-14-21/10-14-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-228138.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                   | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                       | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |       85000 | PA      | $69855.55     | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1732136.70   | 0.12%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                          | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 6.75% 04-15-29                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29248.50     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30686.43     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.5625% 10-15-21/10-15-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-225558.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.59% 10-18-21/10-18-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-225470.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      125000 | PA      | $106718.75    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 11-01-33            | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       65000 | PA      | $53218.43     | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.62% 10-19-21/10-19-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-249888.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.62% 11-04-21/10-29-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-94398.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                         | VZ SECURED FINANCING BV 144A LIFE SR SEC 1ST LIEN 5.0% 01-15-32                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $162886.20    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                                             | VOLKSWAGEN INTERNATIONAL FINANCE NV EUR PRP REG S SUB (H) (B) 4.375% 12-31-71/03-28-31 | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1140209.08   | 0.08%             | 2171-12-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.59% 11-04-21/10-29-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-64327.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 2.24% 11-08-21/11-08-23 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-282991.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25                                            | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1563000 | PA      | $1520217.56   | 0.10%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                           | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2539328.00   | 0.17%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 2.2525% 11-08-21/11-08-23 LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-281866.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.52% 11-05-21/10-30-26 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-209470.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC                                                              | WYNN LAS VEGAS LLC 144A LIFE SR UNSEC 4.25% 05-30-23                                   | CUSIP: 983130AU9<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37510.33     | 0.00%             | 2023-05-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.75% 08-15-28                                 | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       65000 | PA      | $59478.90     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 2.2% 11-09-21/11-09-23 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-24213.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 2.628% 07-28-22/07-28-24 LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1377442.87  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSEC 3.35% 02-01-25                                 | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       85000 | PA      | $80567.25     | 0.01%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.5% 02-01-50                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20639.38     | 0.00%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25                                        | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1250000 | PA      | $1146917.50   | 0.08%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                        | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.75% 04-15-25                             | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $179286.48    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-SCHATZ 2YR FUT DUH3 03-08-23                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          60 | NC      | $-86988.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BOBL 5YR FUT OEH3 03-08-23                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         236 | NC      | $-986727.62   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                               | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      245000 | PA      | $248728.66    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                            | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                         | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      135000 | PA      | $116521.74    | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                                 | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1118199.60   | 0.08%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SR UNSEC 3.875% 03-01-24                                               | CUSIP: 125896BM1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97864.40     | 0.01%             | 2024-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUXL 30YR FUT UBH3 03-08-23                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          57 | NC      | $-1530314.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUND 10YR FUT RXH3 03-08-23                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          95 | NC      | $-879921.33   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| WMG ACQUISITION CORP                                                            | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31                           | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       80000 | PA      | $64055.60     | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES LLC                                                     | WESTERN GLOBAL AIRLINES LLC 144A LIFE SR UNSEC 10.375% 08-15-25                        | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $11290.22     | 0.00%             | 2025-08-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                | WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26              | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |      320000 | PA      | $301969.60    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                                          | WR GRACE HOLDINGS LLC 144A LIFE SR UNSEC 5.625% 08-15-29                               | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $16195.40     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 6.5% 09-15-28                  | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63813.10     | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                       | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62536.05     | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | ITA GB 10YR FUT IKH3 03-08-23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          71 | NC      | $-662846.66   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                        | JPN GB 10YR FUT JBH3 03-13-23                                                          | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |           9 | NC      | $-40477.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WMG ACQUISITION CORP                                                            | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                          | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      125000 | PA      | $107662.50    | 0.01%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                            | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                         | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |      140000 | PA      | $138193.02    | 0.01%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT ULTRA UXYH3 03-22-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         175 | NC      | $123104.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 20YR FUT USH3 03-22-23                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          65 | NC      | $-131245.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK COMPANIES LLC                                                            | WEWORK COS LLC 144A LIFE SR UNSEC 5.0% 07-10-25                                        | CUSIP: 96209BAA0<br>LEI: 549300HPTU3F8QRDLE02 | Long             | DBT              | CORP              | US        |       50000 | PA      | $16610.50     | 0.00%             | 2025-07-10      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5788000 | PA      | $5370146.92   | 0.36%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT TYH3 03-22-23                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         328 | NC      | $-201031.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 30YR FUT ULTRA WNH3 03-22-23                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         170 | NC      | $182882.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                           | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1363148.80   | 0.09%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC /WESTFIELD UK & EUROPE FINANCE PLC                              | WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24                                      | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $505975.72    | 0.03%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | UKG 10YR FUT G H3 03-29-23                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |          44 | NC      | $334848.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT FVH3 03-31-23                                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        1196 | NC      | $-139459.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BV                                                                        | ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30                                     | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      300000 | PA      | $251529.00    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                                           | ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30                                    | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $161827.00    | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 2YR FUT TUH3 03-31-23                                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         130 | NC      | $31176.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                          | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61    | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      660000 | PA      | $542425.62    | 0.04%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEV BANK  CNY UNSEC 4.15% 10-26-25                                               | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    20900000 | PA      | $3133120.96   | 0.21%             | 2025-10-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA LLC                                                | DEVELOPMENT BANK OF MONGOLIA REG S 7.25% 10-23-23                                      | CUSIP: N/A<br>LEI: 254900HRWK3OKXS9UW60       | Long             | DBT              | USGA              | MN        |     1980000 | PA      | $1777446.00   | 0.12%             | 2023-10-23      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.875% 09-21-38                            | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      795000 | PA      | $649365.54    | 0.04%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                                               | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A LIFE SR UNSEC 4.25% 07-18-29                    | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1030000 | PA      | $819416.50    | 0.06%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA EUR REG S SR UNSEC (B) 1.375% 05-22-32                                     | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     2550000 | PA      | $2266964.05   | 0.15%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                     | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30                         | CUSIP: 40053XAA7<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      660000 | PA      | $593406.00    | 0.04%             | 2030-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                     | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-25                                | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      363000 | PA      | $342127.50    | 0.02%             | 2025-02-24      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                     | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-23                                | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |     3326000 | PA      | $3315496.49   | 0.22%             | 2023-02-24      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                           | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.45% 05-15-30                | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      500000 | PA      | $477137.50    | 0.03%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                             | KFW GBP REG S SR UNSEC (B) 1.125% 07-04-25                                             | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | USGA              | DE        |     1165000 | PA      | $1305293.29   | 0.09%             | 2025-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | KREDITANSTALT FUER WIEDERAUFBAU EUR REG S SR UNSEC (B) 0.125% 06-30-25                 | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      590000 | PA      | $590120.28    | 0.04%             | 2025-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                   | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                      | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |      630000 | PA      | $556868.34    | 0.04%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                   | OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27                                  | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     2535000 | PA      | $2240732.13   | 0.15%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                           | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      660000 | PA      | $647165.64    | 0.04%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      779000 | PA      | $613230.36    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27                                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $116783.75    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.75% 02-15-28                    | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2394057.70   | 0.16%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                            | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      406000 | PA      | $370884.25    | 0.03%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                            | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      681000 | PA      | $564397.82    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA EUR REG S SUB (B) 2.25% 04-17-30/25                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2344994.56   | 0.16%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-14-27                                   | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      240000 | PA      | $238612.80    | 0.02%             | 2027-03-14      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       55000 | PA      | $38180.12     | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                            | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      201000 | PA      | $127514.20    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $116734.50    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.25% 05-01-28         | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32295.90     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $211244.55    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 3.8% 04-15-50                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       75000 | PA      | $58592.55     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | PETROBRAS GLOBAL FINANCE BV SR UNSEC 5.5% 06-10-51                                     | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       21000 | PA      | $16129.41     | 0.00%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GLOBAL 144A 3.75% 04-17-26                                                      | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |      465000 | PA      | $438499.65    | 0.03%             | 2026-04-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                                   | CEDAR FAIR LP 144A LIFE SR SEC 1ST LIEN 5.5% 05-01-25                                  | CUSIP: 150190AF3<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118900.44    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                  | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      325000 | PA      | $297729.58    | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                | ARGENTINA REP OF FRN 07-09-30/23                                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1921261 | PA      | $522948.03    | 0.04%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                | ARGENTINA REP OF FRN 07-09-35/22                                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3024638 | PA      | $774748.93    | 0.05%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.5% 10-01-29                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      160000 | PA      | $144236.16    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                                              | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25                            | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2675000 | PA      | $2440712.80   | 0.16%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                                     | AUSTRALIA GOVT AUD REG S 1.0% 11-21-31                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     5789000 | PA      | $3060741.52   | 0.21%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | AUSTRIA REP EUR 144A LIFE/REG S (B) 0.0% 02-20-31                                      | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     6900000 | PA      | $5784826.96   | 0.39%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                                   | CAESARS RESORT COLLECTION LLC 144A LIFE SR SEC 1ST LIEN 5.75% 07-01-25                 | CUSIP: 12770RAA1<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |      165000 | PA      | $161760.39    | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $124682.00    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                         | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                       | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       74000 | PA      | $60902.59     | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                                 | CRESTWOOD MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.0% 02-01-29                       | CUSIP: 226373AR9<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |       85000 | PA      | $78111.26     | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                                     | AUSTRALIA GOVT AUD REG S 3.0% 11-21-33                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    12355000 | PA      | $7621376.49   | 0.51%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                                     | AUSTRALIA GOVT AUD REG S 3.75% 05-21-34                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    20520000 | PA      | $13529347.55  | 0.91%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                       | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26                           | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96222.00     | 0.01%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                          | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      130000 | PA      | $123360.90    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      130000 | PA      | $114976.68    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                  | CONSTELLIUM SE 144A LIFE SR UNSEC 3.75% 04-15-29                                       | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      125000 | PA      | $101714.00    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                            | ANGOLA REPUBLIC REG S 9.5% 11-12-25                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     3580000 | PA      | $3692984.80   | 0.25%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 5.0% 10-01-28                                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   955000000 | PA      | $1089016.36   | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      155000 | PA      | $121581.69    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                          | CHESAPEAKE ENERGY CORP SR UNSEC 4.875% 04-15-32                                        | CUSIP: 165ESCAS3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      915000 | PA      | $20587.50     | 0.00%             | 2032-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                          | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                               | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      110000 | PA      | $99474.10     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP SR UNSEC 2.375% 03-15-31                                                    | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      375000 | PA      | $307820.63    | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NTNB BRL I/L 6.0% 08-15-24                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       13463 | PA      | $2531156.30   | 0.17%             | 2024-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 2.75% 12-01-48                                                    | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3500000 | PA      | $2337348.60   | 0.16%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31                           | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     4650000 | PA      | $3593292.15   | 0.24%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                  | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.75% 04-15-31                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1212000 | PA      | $909741.74    | 0.06%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                          | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29               | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |      307000 | PA      | $263126.94    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.0% 03-15-31          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       70000 | PA      | $60651.15     | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 4.0% 03-01-23                                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2300000000 | PA      | $2680990.63   | 0.18%             | 2023-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                         | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 6.75% 10-31-23                              | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     1295000 | PA      | $1168947.70   | 0.08%             | 2023-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                         | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                             | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      110000 | PA      | $91201.00     | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                           | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $124617.69    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 4.7% 09-01-30                                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1205000000 | PA      | $1370827.60   | 0.09%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.86% 07-22-49                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |   103240000 | PA      | $16440194.40  | 1.11%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                          | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                           | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $692942.00    | 0.05%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                                 | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                              | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89840.80     | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.39% 03-16-50                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    26230000 | PA      | $3854233.19   | 0.26%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | TITULOS DE TESORERIA COP UNSEC 7.25% 10-26-50                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 21884200000 | PA      | $2568969.45   | 0.17%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                          | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                              | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       65000 | PA      | $55965.00     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC SR UNSEC 2.5% 07-15-31                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      767000 | PA      | $620009.82    | 0.04%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.81% 09-14-50                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    51550000 | PA      | $8146356.39   | 0.55%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 0.25% 03-01-26                                                    | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5800000 | PA      | $3846569.00   | 0.26%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                   | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                  | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      364000 | PA      | $279732.18    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33838.80     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $51800.00     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                 | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $39040.92     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CLP CHILBT I/L 1.5% 03-01-26                                              | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   808330630 | PA      | $933074.28    | 0.06%             | 2026-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 0.75% 10-01-24                                                    | CUSIP: 135087M50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14570000 | PA      | $10168601.00  | 0.69%             | 2024-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                 | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $46840.75     | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12233.93     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA COLTES COP 7.0% 03-26-31                                                      | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 31310800000 | PA      | $4574528.55   | 0.31%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.53% 10-18-51                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    45510000 | PA      | $6876417.83   | 0.46%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                 | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       55000 | PA      | $29144.50     | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                 | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       85000 | PA      | $41047.52     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 2.75% 02-17-32                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    25660000 | PA      | $3645593.64   | 0.25%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 3.5% 03-01-28                                                     | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    24018000 | PA      | $17831502.45  | 1.20%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                                      | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                          | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |       90000 | PA      | $71042.40     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29                                         | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66825.70     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC DOP REG S 8.9% 02-15-23                                             | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   128000000 | PA      | $2271261.10   | 0.15%             | 2023-02-15      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC 144A LIFE 6.4% 06-05-49                                             | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      813000 | PA      | $660342.18    | 0.04%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                          | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       65000 | PA      | $51717.45     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                            | COVANTA HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20514.25     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                                    | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      798000 | PA      | $663058.20    | 0.04%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1378000 | PA      | $932827.45    | 0.06%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC 144A LIFE 5.5% 02-22-29                                             | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      350000 | PA      | $323351.35    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC 144A 5.5% 01-27-25                                                  | CUSIP: 25714PCV8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1375000 | PA      | $1366297.63   | 0.09%             | 2025-01-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.0% 03-01-31                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       75000 | PA      | $63953.25     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                      | CIENA CORP 144A LIFE SR UNSEC 4.0% 01-31-30                                            | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |       80000 | PA      | $70510.80     | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC 144A SF 8.625% 04-20-27                                             | CUSIP: 25714PAJ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      225000 | PA      | $234831.83    | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT ARAB REP OF 144A EUR 5.625% 04-16-30                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $223670.53    | 0.02%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                           | CONSTELLATION OIL SERVICES HOLDING SA SR SEC 1ST LIEN PIK 3.0% 12-31-26                | CUSIP: 21038MAM5<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |     1096824 | PA      | $649182.71    | 0.04%             | 2026-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                           | CDI ESCROW ISSUER INC 144A LIFE SR UNSEC 5.75% 04-01-30                                | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $62872.88     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                                   | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      748000 | PA      | $655334.77    | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CALLON PETROLEUM COMPANY                                                        | CALLON PETROLEUM CO 144A LIFE SR UNSEC 7.5% 06-15-30                                   | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27489.00     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                                  | CENTRAL PARENT INC 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-29                            | CUSIP: 15477CAA3<br>LEI: 5493000L10CYRTHIJ385 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53866.84     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP SR UNSEC 3.25% 01-31-32                                    | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       56000 | PA      | $44579.19     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC EUR SR UNSEC 4.777% 07-19-26                                  | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      235000 | PA      | $240016.64    | 0.02%             | 2026-07-19      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                      | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1462417.60   | 0.10%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                       | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV SR UNSEC 9.25% 06-01-32                      | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      930000 | PA      | $1165588.53   | 0.08%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                  | DANSKE BANK A/S 144A LIFE SR NON PREF 3.875% 09-12-23                                  | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1675000 | PA      | $1654454.45   | 0.11%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                        | DIAMOND SPORTS GROUP LLC 144A LIFE SR UNSEC 6.625% 08-15-27                            | CUSIP: 25277LAC0<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |      310000 | PA      | $3487.50      | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                       | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV EUR SR UNSEC (B) 7.5% 01-24-33               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $273267.04    | 0.02%             | 2033-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO/THE EUR SR UNSEC 0.5% 03-15-27                                         | CUSIP: 260543CZ4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1034816.01   | 0.07%             | 2027-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.625% 05-15-30                                  | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      468000 | PA      | $386676.58    | 0.03%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                          | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       65000 | PA      | $52425.23     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                             | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 9.375% 07-15-25                          | CUSIP: 253657AA8<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      300000 | PA      | $204502.50    | 0.01%             | 2025-07-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                        | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $750730.20    | 0.05%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                        | DIAMOND OFFSHORE DRILLING SR UNSEC PIK UNFUNDED BACKSTOP 0.0% 03-22-27                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |       27551 | PA      | $26173.45     | 0.00%             | 2027-03-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                        | DIAMOND FOREIGN ASSET CO 144A LIFE SR SEC 1ST LIEN PIK FRN 04-22-27                    | CUSIP: 25260WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       25026 | PA      | $23774.70     | 0.00%             | 2027-04-22      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                        | DIAMOND FOREIGN ASSET CO SR SEC 1ST LIEN PIK 9.0% 04-22-27                             | CUSIP: 25260WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       22197 | PA      | $21087.15     | 0.00%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORPORATION                                                              | DELUXE CORP 144A LIFE SR UNSEC 8.0% 06-01-29                                           | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16476.00     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $98621.60     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.0% 08-15-31                                 | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $1870802.68   | 0.13%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 144A LIFE SR SEC 1ST LIEN 5.25% 12-01-26                                 | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $12663.15     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ETHIOPIA FEDERAL DEMOCRATIC REPUBLIC OF (GOVERNMENT)                            | ETHIOPIA REP OF REG S 6.625% 12-11-24                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |     3910000 | PA      | $2456653.00   | 0.17%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.75% 05-25-52                                                    | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     5930000 | PA      | $3416165.87   | 0.23%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                        | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1160000 | PA      | $985017.48    | 0.07%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP (THE)                                                     | DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29                                 | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |      197000 | PA      | $168841.41    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG EUR REG S SUB (B) 4.0% 06-24-32/27                                    | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $664911.41    | 0.04%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27             | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      725000 | PA      | $678632.63    | 0.05%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                         | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      245000 | PA      | $239818.25    | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                            | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $268099.00    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                          | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2221526.51   | 0.15%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC SR UNSEC 4.0% 10-01-23                                                    | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $595346.40    | 0.04%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSEC 6.5% 07-15-48                                       | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       40000 | PA      | $30055.00     | 0.00%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP SR UNSEC 7.25% 02-01-30                                                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41552.00     | 0.00%             | 2030-02-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.15% 07-15-30                                                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     3216000 | PA      | $2565647.62   | 0.17%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 1.8% 07-15-27                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $981796.28    | 0.07%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                       | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.5% 07-01-27                             | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      225000 | PA      | $215437.50    | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.25% 07-01-25                     | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34079.71     | 0.00%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 0.9% 09-15-25                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      750000 | PA      | $668610.00    | 0.05%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENDO LUXEMBOURG FINANCE COMPANY I SARL                                          | ENDO LUXEMBOURG FINANCE CO I SARL 144A LIFE SR SEC 1ST LIEN 6.125% 04-01-29            | CUSIP: 29280BAA3<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | CORP              | LU        |      205000 | PA      | $155897.17    | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 1.375% 07-12-26                       | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1248000 | PA      | $1076982.82   | 0.07%             | 2026-07-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 1.875% 07-12-28                       | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1227000 | PA      | $976677.28    | 0.07%             | 2028-07-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-49/03-15-27                                | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83845.00     | 0.01%             | 2049-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      810000 | PA      | $730603.29    | 0.05%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR 144A LIFE/REG S 0.5% 05-25-40                                           | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     2080000 | PA      | $1413636.61   | 0.10%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.0% 11-25-30                                                     | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |    19550000 | PA      | $16712016.55  | 1.13%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                            | ENTEGRIS ESCROW CORP 144A LIFE SR SEC 1ST LIEN 4.75% 04-15-29                          | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $41127.84     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                       | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 7.5% 06-01-30                             | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43420.50     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.75% 09-15-52                                   | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1151256.15   | 0.08%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA SR UNSEC 9.0% 03-01-31                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     2434000 | PA      | $2985035.69   | 0.20%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 3.81% 01-09-24                                       | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      290000 | PA      | $282463.77    | 0.02%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 4.4% 07-15-27                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1678406.40   | 0.11%             | 2027-07-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 03-01-26                          | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      325000 | PA      | $308264.78    | 0.02%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FS ENERGY AND POWER FUND                                                        | FS ENERGY AND POWER FUND 144A LIFE SR SEC 1ST LIEN 7.5% 08-15-23                       | CUSIP: 30264DAA7<br>LEI: 54930004XHN0QROEGZ58 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150485.25    | 0.01%             | 2023-08-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                             | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |      497000 | PA      | $412251.56    | 0.03%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                 | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                       | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      120000 | PA      | $109113.12    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                          | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      240000 | PA      | $225667.92    | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.875% 10-15-27         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93077.00     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      125000 | PA      | $102850.63    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28           | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $56810.65     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $165428.80    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                        | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2032996.28   | 0.14%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 1ST LIEN 5.875% 11-01-29                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $193744.00    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                         | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                        | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |       85000 | PA      | $70428.62     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO SR UNSEC 3.25% 02-12-32                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15034.44     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.875% 12-04-51                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $989544.51    | 0.07%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.0% 05-25-32                                                     | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     2120000 | PA      | $1718230.03   | 0.12%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.75% 02-25-28                                                    | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     4500000 | PA      | $4346512.44   | 0.29%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC EUR REG S SR UNSEC 3.375% 03-27-25                             | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5326580.59   | 0.36%             | 2025-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                          | GROUP 1 AUTOMOTIVE INC 144A LIFE SR UNSEC 4.0% 08-15-28                                | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      145000 | PA      | $122975.95    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                                                                     | GARTNER INC 144A LIFE SR UNSEC 3.75% 10-01-30                                          | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       70000 | PA      | $60445.14     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                               | GENESIS ENERGY LP SR UNSEC 8.0% 01-15-27                                               | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      125000 | PA      | $118227.50    | 0.01%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC/GD FINANCE CO INC                                | GO DADDY OPERATING CO LLC 144A LIFE SR UNSEC 3.5% 03-01-29                             | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $67079.36     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC EUR REG S SR UNSEC 1.0% 03-18-33                               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2090978.87   | 0.14%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.05% 03-08-24                                | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      725000 | PA      | $688790.60    | 0.05%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26                                    | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $932995.80    | 0.06%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC                                  | RAPTOR ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 4.875% 11-01-26                      | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $160167.60    | 0.01%             | 2026-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.383% 07-21-32/31                                    | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      726000 | PA      | $565062.50    | 0.04%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                              | GRAY ESCROW II INC 144A LIFE SR UNSEC 5.375% 11-15-31                                  | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $21673.05     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                      | FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30                           | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20211.88     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                      | FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21188.38     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                 | HANESBRANDS INC 144A LIFE SR UNSEC 4.625% 05-15-24                                     | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      120000 | PA      | $116418.96    | 0.01%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                 | HANESBRANDS INC 144A LIFE SR UNSEC 4.875% 05-15-26                                     | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89532.10     | 0.01%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                       | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.5% 01-16-25                                 | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      880000 | PA      | $834957.20    | 0.06%             | 2025-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                       | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.0% 11-19-25                                 | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |     1007000 | PA      | $930818.44    | 0.06%             | 2025-11-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                    | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 3.75% 03-05-23                         | CUSIP: 44920UAM0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     2450000 | PA      | $2442412.35   | 0.16%             | 2023-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.0% 05-01-26                                 | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      315000 | PA      | $309021.30    | 0.02%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 5.625% 09-01-28                                                       | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119558.64    | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25                                          | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4172000 | PA      | $3994906.94   | 0.27%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                                                     | HARSCO CORP 144A LIFE SR UNSEC 5.75% 07-31-27                                          | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |      200000 | PA      | $158229.40    | 0.01%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                       | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                             | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |     5954115 | NS      | $48526037.09  | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                           | FINLAND GVT EUR 144A/REG S 1.5% 09-15-32                                               | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     3380000 | PA      | $3154339.39   | 0.21%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 2.0% 11-25-32                                                     | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     4260000 | PA      | $4161585.56   | 0.28%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                           | CONSTELLATION OIL SERVICES HOLDING SA CL B-1 (DRS) (NOT LISTED OR TRADING)             | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |     1214969 | NS      | $133646.59    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                        | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          48 | NS      | $19999.55     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                                 | GREECE GOVT BOND EUR 144A LIFE/REG S 3.375% 02-15-25                                   | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     5825000 | PA      | $6235689.24   | 0.42%             | 2025-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-50                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1200000 | PA      | $672678.91    | 0.05%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                              | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22697.25     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25/24                                          | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      305000 | PA      | $286645.71    | 0.02%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23921.75     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                  | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $248187.50    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                      | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      155000 | PA      | $129996.95    | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $99625.54     | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                  | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      195000 | PA      | $163594.28    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                  | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $97261.68     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                           | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $197533.72    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                               | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      600000 | PA      | $489751.20    | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.875% 06-14-24                             | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1119907.20   | 0.08%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                               | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2060495.38   | 0.14%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BIGHORN PERMIAN RESOURCES LLC                                                   | BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING)                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         531 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A SR UNSEC 7.125% 06-15-25                                   | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      180000 | PA      | $182648.16    | 0.01%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 02-15-30                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    13340000 | PA      | $12029034.69  | 0.81%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S UNSEC (B) 0.0% 04-11-25                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2100000 | PA      | $2123939.36   | 0.14%             | 2025-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                              | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      269000 | PA      | $236764.92    | 0.02%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                | HEALTHEQUITY INC 144A LIFE SR UNSEC 4.5% 10-01-29                                      | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26254.50     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                          | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      921000 | PA      | $706068.99    | 0.05%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                            | HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A LIFE SR UNSEC 6.75% 01-15-27                 | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $57587.76     | 0.00%             | 2027-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                          | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $31151.00     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                   | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $93525.71     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                           | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 5.71% 11-15-23                    | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |      960000 | PA      | $962683.20    | 0.06%             | 2023-11-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                        | IHEARTCOMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 5.25% 08-15-27                      | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       80000 | PA      | $67893.04     | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                             | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 6.625% 07-31-26                          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63698.83     | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | LAMAR MEDIA CORP SR UNSEC 3.75% 02-15-28                                               | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $121052.61    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                              | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $132484.48    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                        | JACOBS ENTERTAINMENT INC 144A LIFE SR UNSEC 6.75% 02-15-29                             | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22598.28     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SUB 5.017% 06-26-24                                      | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3270000 | PA      | $3145311.63   | 0.21%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA EUR REG S SUB (B) 6.625% 09-13-23                                  | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      510000 | PA      | $556717.61    | 0.04%             | 2023-09-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                    | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      235000 | PA      | $204744.93    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                              | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                    | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |      140000 | PA      | $117924.10    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                 | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       25000 | PA      | $25374.88     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 11.0% 12-01-24                        | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5118.87      | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                               | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $45767.98     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25                                         | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      225000 | PA      | $229718.70    | 0.02%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26                                    | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3485283.75   | 0.24%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                                  | 1375209 BC LTD 144A LIFE SR SEC 1ST LIEN 9.0% 01-30-28                                 | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       60000 | PA      | $58725.00     | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO EUR REG S SR UNSEC 0.389% 02-24-28/27                              | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     3208000 | PA      | $2944232.26   | 0.20%             | 2028-02-24      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                        | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42979.82     | 0.00%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                         | KB HOME SR UNSEC 6.875% 06-15-27                                                       | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50383.50     | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                 | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.0% 12-31-26                | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $73631.25     | 0.00%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                 | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27                       | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $115325.00    | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                             | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      110000 | PA      | $87323.17     | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                             | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      245000 | PA      | $187131.00    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK                                                                   | HANA BANK 144A LIFE SR UNSEC 3.25% 03-30-27                                            | CUSIP: 48723RAC9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     1370000 | PA      | $1278029.16   | 0.09%             | 2027-03-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                           | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                         | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $66802.50     | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                 | LLOYDS BANK PLC GBP REG S SUB (B) 7.625% 04-22-25                                      | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      655000 | PA      | $835109.81    | 0.06%             | 2025-04-22      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC EUR REG S SUB (B) 1.75% 09-07-28/23                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2471591.11   | 0.17%             | 2028-09-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                            | LAS VEGAS SANDS CORP SR UNSEC 3.2% 08-08-24                                            | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23644.73     | 0.00%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      130000 | PA      | $115943.75    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      485000 | PA      | $453863.49    | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                               | LITHIA MOTORS INC 144A LIFE SR UNSEC 4.625% 12-15-27                                   | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      120000 | PA      | $108439.20    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                           | BATH & BODY WORKS INC 144A LIFE SR UNSEC 6.625% 10-01-30                               | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $112813.56    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                             | LIGADO NETWORKS LLC 144A LIFE SR SEC 1ST LIEN PIK 15.5% 11-01-23                       | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      124143 | PA      | $40483.03     | 0.00%             | 2023-11-01      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 144A LIFE SR UNSEC 3.75% 07-15-29                                | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      210000 | PA      | $151347.00    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                       | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30429.00     | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                         | CENTRAL BANK OF TUNISIA EUR 144A LIFE SR UNSEC 6.75% 10-31-23                          | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     5109000 | PA      | $4611701.76   | 0.31%             | 2023-10-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26                                         | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      520000 | PA      | $455979.68    | 0.03%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28                                          | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $1810437.68   | 0.12%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31                                          | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $1543524.26   | 0.10%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                                                                      | ALLIANZ SE EUR PRP REG S SUB (H) (B) 4.75% 12-31-49/10-24-23                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     4200000 | PA      | $4471162.59   | 0.30%             | 2049-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC SR UNSEC 3.35% 05-03-26                                         | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      195000 | PA      | $186907.70    | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC SR UNSEC 4.35% 11-03-45                                         | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      425000 | PA      | $369981.63    | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | AETNA INC SR UNSEC 2.8% 06-15-23                                                       | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      340000 | PA      | $336482.36    | 0.02%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | ASSUREDPARTNERS INC 144A SR UNSEC 7.0% 08-15-25                                        | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      120000 | PA      | $116239.56    | 0.01%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 3.5% 08-17-23                                                 | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2677679.10   | 0.18%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC EUR SR UNSEC 1.0% 02-15-23                                            | CUSIP: 02209SAW3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1089413.23   | 0.07%             | 2023-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27                                            | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2795125.53   | 0.19%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC EUR SR UNSEC 3.125% 06-15-31                                          | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      800000 | PA      | $711364.55    | 0.05%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 9.75% 07-15-27                          | CUSIP: 019576AB3<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      175000 | PA      | $152626.25    | 0.01%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AG MERGER SUB II INC                                                            | ADVISOR GROUP HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27                          | CUSIP: 00791GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      256000 | PA      | $259525.89    | 0.02%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                    | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      280000 | PA      | $252282.80    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                  | ARD FINANCE SA 144A LIFE SR SEC 1ST LIEN PIK 6.5% 06-30-27                             | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |      210000 | PA      | $146393.52    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                        | ALBERTSONS COS INC 144A LIFE SR UNSEC 4.625% 01-15-27                                  | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      125000 | PA      | $116383.75    | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                      | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                 | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      295000 | PA      | $271557.83    | 0.02%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.2% 02-21-27                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      445000 | PA      | $399882.79    | 0.03%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP EUR SR UNSEC 1.95% 10-18-24                                | CUSIP: 026657AR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      560000 | PA      | $583896.82    | 0.04%             | 2024-10-18      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC EUR SR UNSEC 1.6% 05-19-28                                                    | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2237133.07   | 0.15%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 1.5% 06-03-30                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1643903.40   | 0.11%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                 | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      160000 | PA      | $145715.20    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                        | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29                                    | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      340000 | PA      | $286004.60    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                      | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 3.95% 09-10-50                           | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      521000 | PA      | $383044.41    | 0.03%             | 2050-09-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25                                  | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      250000 | PA      | $223543.50    | 0.02%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP GBP SR UNSEC 0.75% 11-25-26                                | CUSIP: 026657AS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1469806.76   | 0.10%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29                                 | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      365000 | PA      | $300883.74    | 0.02%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 12-31-28                  | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157040.80    | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                      | ALCOA NEDERLAND HOLDING BV 144A LIFE SR UNSEC 4.125% 03-31-29                          | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       75000 | PA      | $66645.30     | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                                        | ARETEC ESCROW ISSUER INC 144A LIFE SR UNSEC 7.5% 04-01-29                              | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $148942.44    | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP                       | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                           | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $218118.00    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27                                        | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2321173.83   | 0.16%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                                      | ATKORE INC 144A LIFE SR UNSEC 4.25% 06-01-31                                           | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21473.63     | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.75% 08-15-41                                                        | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6050000 | PA      | $4151052.02   | 0.28%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.875% 09-30-26                                                       | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11098000 | PA      | $9858118.12   | 0.67%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-30                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    15050000 | PA      | $13413267.85  | 0.90%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA (REPUBLIC OF)                                                           | GEORGIA GOVT BOND 144A LIFE 2.75% 04-22-26                                             | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      400000 | PA      | $363446.40    | 0.02%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-31                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    12600000 | PA      | $10944030.28  | 0.74%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 10-09-26                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6060000 | PA      | $5908338.50   | 0.40%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-52                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2650000 | PA      | $1420834.02   | 0.10%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                                 | GREECE GOVT BOND EUR 144A LIFE/REG S 1.75% 06-18-32                                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     5970000 | PA      | $5046754.78   | 0.34%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    32700000 | PA      | $31481991.13  | 2.12%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 1.0% 05-15-38                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     6040000 | PA      | $5175052.32   | 0.35%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 1.3% 10-15-27                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     3580000 | PA      | $3625896.24   | 0.24%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 1.7% 08-15-32                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    10906000 | PA      | $10886649.10  | 0.73%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP EUR SR UNSEC 0.875% 05-21-29                                       | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1257156.04   | 0.08%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                 | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       55000 | PA      | $49111.15     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                            | HONDURAS REP OF REG S 6.25% 01-19-27                                                   | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     2083000 | PA      | $1843073.81   | 0.12%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                            | HONDURAS REP OF REG S 5.625% 06-24-30                                                  | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      958000 | PA      | $772715.14    | 0.05%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR78 8.25% 05-15-29                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 23729000000 | PA      | $1642865.33   | 0.11%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR82 7.0% 09-15-30                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2930000000 | PA      | $190380.83    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR REG S (B) 1.35% 04-01-30                                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        7000 | PA      | $6158.13      | 0.00%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE 3.375% 01-15-50                                                           | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1470000 | PA      | $1135677.90   | 0.08%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE 3.875% 07-03-50                                                           | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      795000 | PA      | $671885.51    | 0.05%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR 144A LIFE/REG S (B) 1.85% 07-01-25                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    17700000 | PA      | $18217923.62  | 1.23%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR84 7.25% 02-15-26                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 22733000000 | PA      | $1495259.70   | 0.10%             | 2026-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                             | INDIA GOVT INR 5.15% 11-09-25                                                          | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    96010000 | PA      | $1102263.97   | 0.07%             | 2025-11-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR REG S (B) 2.5% 12-01-32                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     9610000 | PA      | $8613222.72   | 0.58%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR95 6.375% 08-15-28                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  3136000000 | PA      | $199632.31    | 0.01%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR68 8.375% 03-15-34                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 27353000000 | PA      | $1926067.62   | 0.13%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 152 JPY BD 1.2% 03-20-35                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   987100000 | PA      | $7875176.17   | 0.53%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 346 JPY BD 0.1% 03-20-27                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   777900000 | PA      | $5905134.68   | 0.40%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 162 JPY BD 0.6% 09-20-37                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1617000000 | PA      | $11641820.92  | 0.79%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 356 JPY BD 0.10% 09-20-29                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1720800000 | PA      | $12847350.67  | 0.87%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 67 JPY BD 0.6% 06-20-50                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   694500000 | PA      | $4183034.25   | 0.28%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 362 JPY BD 0.10% 03-20-31                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   737200000 | PA      | $5434541.34   | 0.37%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 70 JPY BD 0.70% 03-20-51                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   276100000 | PA      | $1694150.36   | 0.11%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 26 JPY 0.005% 03-10-31                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   527331100 | PA      | $4178060.39   | 0.28%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 365 JPY BD 0.1% 12-20-31                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   520150000 | PA      | $3832004.18   | 0.26%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                        | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 6.75% 02-15-27                      | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4542.10      | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                              | MURPHY OIL USA INC SR UNSEC 5.625% 05-01-27                                            | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14590.95     | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 73 JPY BD #73 0.7% 12-20-51                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1568700000 | PA      | $9575919.02   | 0.65%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 179 JPY BD 0.5% 12-20-41                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   196950000 | PA      | $1309484.89   | 0.09%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      432000 | PA      | $333653.04    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP INC                                                                 | MATCH GROUP HOLDINGS II LLC 144A LIFE SR UNSEC 5.625% 02-15-29                         | CUSIP: 57665RAJ5<br>LEI: 549300BIJKT86CPCKK96 | Long             | DBT              | CORP              | US        |      130000 | PA      | $121130.75    | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 74 JPY BD 1.0% 03-20-52                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   626900000 | PA      | $4140176.76   | 0.28%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 76 JPY BD 1.4% 09-20-52                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   296450000 | PA      | $2161733.55   | 0.15%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                       | MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83850.21     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABL ESCROW ISSUER LLC                                                          | LABL INC 144A LIFE SR UNSEC 10.5% 07-15-27                                             | CUSIP: 50168AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $41943.60     | 0.00%             | 2027-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 18 JPY 0.1% 03-10-24                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1064480700 | PA      | $8293443.43   | 0.56%             | 2024-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 21 JPY BD 2.3% 12-20-35                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   720000000 | PA      | $6450698.57   | 0.44%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                              | MURPHY OIL USA INC SR UNSEC 4.75% 09-15-29                                             | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |       48000 | PA      | $44006.64     | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP SR UNSEC 5.25% 12-15-29                                                  | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      170000 | PA      | $151134.93    | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 19 JPY 0.1% 09-10-24                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   463865400 | PA      | $3628145.63   | 0.24%             | 2024-09-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 145 JPY BD 1.7% 06-20-33                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   742700000 | PA      | $6289498.70   | 0.42%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC                     | MALLINCKRODT INTERNATIONAL FINANCE SA 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-25         | CUSIP: 561233AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      440000 | PA      | $378796.88    | 0.03%             | 2025-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 144A LIFE SR UNSEC 3.875% 02-15-31                                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      215000 | PA      | $179138.00    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 116 JPY BD 2.2% 03-20-30                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   576100000 | PA      | $4932924.29   | 0.33%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                            | MOROCCO KINGDOM OF REG S EUR 3.5% 06-19-24                                             | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     1400000 | PA      | $1492148.42   | 0.10%             | 2024-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                               | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       80000 | PA      | $73148.80     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 8.5% 05-31-29                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1404000 | PA      | $7012686.94   | 0.47%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA NDFB 2712 KRW (B) 2.375% 12-10-27                                                | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  5158930000 | PA      | $3821300.44   | 0.26%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA NDFB 2503 KRW (B) 1.5% 03-10-25                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  5183670000 | PA      | $3907429.54   | 0.26%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                 | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $51107.10     | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN REG S SR UNSEC 2.125% 10-28-25                                                 | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | CN        |     1730000 | PA      | $1532171.04   | 0.10%             | 2025-10-28      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 7.5% 06-03-27                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     2517200 | PA      | $12188329.81  | 0.82%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 8.0% 11-07-47                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       78300 | PA      | $358637.43    | 0.02%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30                                              | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |     3095000 | PA      | $2389683.55   | 0.16%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                               | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       75000 | PA      | $63669.38     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 8.5% 11-18-38                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      211000 | PA      | $1025553.23   | 0.07%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                            | MOROCCO KINGDOM OF 144A LIFE EUR 1.5% 11-27-31                                         | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     3300000 | PA      | $2616490.44   | 0.18%             | 2031-11-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MOHEGAN GAMING & ENTERTAINMENT                                                  | MOHEGAN TRIBAL GAMING AUTHORITY 144A LIFE SR SEC 1ST LIEN 8.0% 02-01-26                | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |      105000 | PA      | $98387.10     | 0.01%             | 2026-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.928% 04-28-32/31                                             | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1396000 | PA      | $1056579.35   | 0.07%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $1900846.78   | 0.13%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 144A LIFE SR UNSEC 3.625% 11-01-31                                            | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      350000 | PA      | $289948.75    | 0.02%             | 2031-11-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GVT MYR 3.757% 05-22-40                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10588000 | PA      | $2222412.79   | 0.15%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 8.0% 07-31-53                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1331700 | PA      | $6094800.65   | 0.41%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL INC                                                     | MONEYGRAM INTERNATIONAL INC 144A LIFE SR SEC 1ST LIEN 5.375% 08-01-26                  | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50739.40     | 0.00%             | 2026-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                         | STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29                                 | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $119835.98    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN UDIBONOS I/L MXN (TITLES) 4.5% 12-04-25                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      165445 | PA      | $844599.37    | 0.06%             | 2025-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 5.75% 03-05-26                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      447000 | PA      | $2077774.09   | 0.14%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                     | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3828.74      | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                      | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                  | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $123388.53    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NTNF BRL 10.0% 01-01-25                                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        3300 | PA      | $597973.88    | 0.04%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NORWAY (KINGDOM OF)                                                             | NORWAY GOVT NOK 144A LIFE/REG S 2.125% 05-18-32                                        | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     6615000 | PA      | $619237.95    | 0.04%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      600000 | PA      | $483279.60    | 0.03%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.05% 03-15-42                                  | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1928000 | PA      | $1481909.00   | 0.10%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | POLAND GOVT BOND PLN 2.75% 10-25-29                                                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4900000 | PA      | $879183.93    | 0.06%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL GOVT EUR 144A LIFE/REG S 0.475% 10-18-30                                      | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     1610000 | PA      | $1395336.17   | 0.09%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.279% 03-15-32                                 | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      917000 | PA      | $757687.76    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                   | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                          | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     3236000 | PA      | $2936537.32   | 0.20%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERU GOVT 2.392% 01-23-26                                                              | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $461231.00    | 0.03%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINES REP OF REG S (B) JPY 0.001% 04-12-24                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   900000000 | PA      | $6777835.26   | 0.46%             | 2024-04-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINES REP OF EUR 0.25% 04-28-25                                                  | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      875000 | PA      | $870160.77    | 0.06%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | QUEBEC PROV EUR REG S (B) 0.25% 05-05-31                                               | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $763580.46    | 0.05%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                 | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      155000 | PA      | $158706.05    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY EUR SR UNSEC 2.103% 05-08-26/25                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      580000 | PA      | $592153.63    | 0.04%             | 2026-05-08      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | QUEBEC PROV EUR REG S (B) 0.5% 01-25-32                                                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     1155000 | PA      | $957457.10    | 0.06%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | QUEBEC PROV GBP REG S (B) 2.25% 09-15-26                                               | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     1870000 | PA      | $2083338.76   | 0.14%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY EUR SR UNSEC 2.95% 05-07-32/31                                          | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1460313.41   | 0.10%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC SR UNSEC 4.7% 04-01-26                                               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       80000 | PA      | $75439.60     | 0.01%             | 2026-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                             | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       80000 | PA      | $74942.24     | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                  | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $18010.86     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA REP OF 3.875% 04-25-27                                                        | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      350000 | PA      | $310958.55    | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION REG S 4.25% 06-23-27                                                | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     1400000 | PA      | $602000.00    | 0.04%             | 2027-06-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                                          | NGL ENERGY PARTNERS LP SR UNSEC 7.5% 11-01-23                                          | CUSIP: 62913TAJ1<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195060.00    | 0.01%             | 2023-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 4.875% 04-15-28                                                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43552.62     | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRAQ (REPUBLIC OF)                                                              | IRAQ REP OF 144A LIFE 6.752% 03-09-23                                                  | CUSIP: 462652AE8<br>LEI: 2549004N3P710UQ9X454 | Long             | DBT              | NUSS              | IQ        |      545000 | PA      | $539197.93    | 0.04%             | 2023-03-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                    | SRI LANKA REP OF REG S 5.75% 04-18-23                                                  | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     2890000 | PA      | $917450.73    | 0.06%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR ESCROW CORP                                                             | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                   | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      115000 | PA      | $105729.62    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30                                         | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      225000 | PA      | $210212.78    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION EUR REG S 2.875% 12-04-25                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     3000000 | PA      | $1348767.00   | 0.09%             | 2025-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION EUR 144A LIFE 2.875% 12-04-25                                       | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     1500000 | PA      | $674383.50    | 0.05%             | 2025-12-04      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB 7.65% 04-10-30                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   316110000 | PA      | $1371595.93   | 0.09%             | 2030-04-10      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND EUR 144A LIFE 2.0% 01-28-32                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1605000 | PA      | $1152584.23   | 0.08%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                    | NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71105.60     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                    | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39472.34     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND EUR 144A LIFE 1.75% 07-13-30                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2560000 | PA      | $1912883.53   | 0.13%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND EUR 144A LIFE 2.125% 03-07-28                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1440000 | PA      | $1291082.93   | 0.09%             | 2028-03-07      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| NFP CORP                                                                        | NFP CORP 144A LIFE SR UNSEC 6.875% 08-15-28                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |      105000 | PA      | $86780.30     | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                   | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2094296.03   | 0.14%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                                                                        | NCR CORP 144A LIFE SR UNSEC 5.25% 10-01-30                                             | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12399.53     | 0.00%             | 2030-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.75% 09-15-25                       | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47406.00     | 0.00%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                               | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                    | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      255000 | PA      | $220960.05    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                                 | NORTHRIVER MIDSTREAM FINANCE LP 144A LIFE SR SEC 1ST LIEN 5.625% 02-15-26              | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $99623.79     | 0.01%             | 2026-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                | NATIONSTAR MORTGAGE HOLDINGS INC 144A LIFE SR UNSEC 5.125% 12-15-30                    | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $104447.07    | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                        | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 7.5% 02-01-26                       | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      215000 | PA      | $191806.02    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                  | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      145000 | PA      | $119456.37    | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL AND GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28                            | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      335000 | PA      | $322083.74    | 0.02%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NEIMAN MARCUS GROUP LTD LLC                                                     | NMG HOLDING CO INC 144A LIFE SR SEC 1ST LIEN 7.125% 04-01-26                           | CUSIP: 62929RAC2<br>LEI: 549300VXED5TMJSBCI17 | Long             | DBT              | CORP              | US        |       85000 | PA      | $79822.48     | 0.01%             | 2026-04-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                        | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $237303.00    | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                    | NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31                                        | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16354.84     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27                               | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53341.75     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                             | NCL CORP LTD 144A LIFE SR SEC 1ST LIEN 5.875% 02-15-27                                 | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       80000 | PA      | $69396.40     | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC 144A LIFE SR UNSEC 7.125% 09-30-30                                     | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157416.00    | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                | NIAGARA MOHAWK POWER CORP 144A LIFE SR UNSEC 3.508% 10-01-24                           | CUSIP: 65364UAK2<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      180000 | PA      | $173048.22    | 0.01%             | 2024-10-01      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 2.65% 07-15-26                                                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2327000 | PA      | $2141752.18   | 0.14%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.25% 11-15-27                                                    | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1729895.16   | 0.12%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18400.59     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15468.68     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                  | OPEN TEXT CORP 144A LIFE SR UNSEC 3.875% 02-15-28                                      | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $21496.25     | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      980000 | PA      | $663901.00    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                     | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28267.13     | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28                                     | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      194000 | PA      | $196136.72    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                     | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129454.38    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31                                     | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65722.48     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.95% 03-25-51                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       22000 | PA      | $15770.06     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                                 | CRESTWOOD MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 8.0% 04-01-29                       | CUSIP: 67421QAA0<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99655.00     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                               | CHORD ENERGY CORP 144A LIFE SR UNSEC 6.375% 06-01-26                                   | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34136.20     | 0.00%             | 2026-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                          | OPTION CARE HEALTH INC 144A LIFE SR UNSEC 4.375% 10-31-29                              | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21899.63     | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                              | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                  | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27963.30     | 0.00%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                            | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      346000 | PA      | $221538.26    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 4.625% 09-21-23                                           | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      714000 | PA      | $704346.72    | 0.05%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                           | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      865000 | PA      | $818892.91    | 0.06%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR UNSEC 5.625% 01-15-28                                   | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       85000 | PA      | $80138.43     | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1493000 | PA      | $1365069.31   | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                               | CLARIOS GLOBAL LP 144A LIFE SR SEC 1ST LIEN 6.25% 05-15-26                             | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43074.33     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                               | CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27                                     | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83177.35     | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       80000 | PA      | $72560.00     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                      | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                            | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10398.19     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      444000 | PA      | $383982.30    | 0.03%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO/THE SR UNSEC 3.0% 03-25-30                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      338000 | PA      | $309626.93    | 0.02%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      634000 | PA      | $514133.42    | 0.03%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | PETROBRAS GLOBAL FINANCE BV SR UNSEC 6.75% 06-03-50                                    | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       29000 | PA      | $25360.24     | 0.00%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                              | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $4661274.30   | 0.31%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      145000 | PA      | $132597.86    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                               | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      175000 | PA      | $159518.63    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                             | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      542000 | PA      | $499342.43    | 0.03%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS MXN REG S SR UNSEC 7.19% 09-12-24                                  | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      425339 | PA      | $2024488.35   | 0.14%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                         | PARTY CITY HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-26                       | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |        5000 | PA      | $1450.00      | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                  | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 4.875% 05-15-29               | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       65000 | PA      | $55107.00     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                             | PGT INNOVATIONS INC 144A LIFE SR UNSEC 4.375% 10-01-29                                 | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4192.59      | 0.00%             | 2029-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      315000 | PA      | $317858.31    | 0.02%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      420000 | PA      | $427067.34    | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1554000 | PA      | $1589055.13   | 0.11%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                    | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                         | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     2895000 | PA      | $2235362.67   | 0.15%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC 144A LIFE SR UNSEC 9.25% 02-01-28                               | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      245000 | PA      | $137918.83    | 0.01%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 11.5% 06-01-25                   | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       57000 | PA      | $61257.90     | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                            | RP ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 5.25% 12-15-25                          | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $145331.19    | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                  | REALOGY GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                    | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      200000 | PA      | $151538.00    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                            | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                           | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20302.78     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA INC.                                          | ROLLER BEARING CO OF AMERICA INC 144A LIFE SR UNSEC 4.375% 10-15-29                    | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17319.00     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.375% 07-15-27                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32438.04     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                  | REALOGY GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                    | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      130000 | PA      | $95005.30     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                            | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                 | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      145000 | PA      | $127970.04    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                        | RYAN SPECIALTY GROUP LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30                     | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39021.57     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 9.25% 01-15-29                          | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      160000 | PA      | $164608.80    | 0.01%             | 2029-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                   | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.5% 02-12-25                                 | CUSIP: 806213AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      210000 | PA      | $201146.61    | 0.01%             | 2025-02-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 5.95% 01-23-25                                         | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108254.08    | 0.01%             | 2025-01-23      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO SR UNSEC 5.625% 06-01-25                                                  | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52884.76     | 0.00%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                              | SALLY HOLDINGS LLC SR UNSEC 5.625% 12-01-25                                            | CUSIP: 79546VAL0<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46313.76     | 0.00%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                   | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27                                | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      110000 | PA      | $101433.97    | 0.01%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 7.75% 10-01-27                                         | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20415.02     | 0.00%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                     | SPRINT LLC SR UNSEC 7.625% 03-01-26                                                    | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      130000 | PA      | $137085.78    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT (2016) LTD                                       | STATE GRID OVERSEAS INVESTMENT BVI LTD EUR REG S SR UNSEC 2.125% 05-02-30              | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |      200000 | PA      | $177088.40    | 0.01%             | 2030-05-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT (2016) LTD                                       | STATE GRID OVERSEAS INVESTMENT BVI LTD EUR REG S SR UNSEC 1.375% 05-02-25              | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |      441000 | PA      | $441637.97    | 0.03%             | 2025-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                                | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                      | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $740216.00    | 0.05%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                     | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 10.0% 04-15-27                          | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      103000 | PA      | $104965.24    | 0.01%             | 2027-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                           | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174246.00    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                              | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 7.0% 05-15-28                    | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19114.10     | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP EUR SR UNSEC 0.25% 12-03-24                                               | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      480000 | PA      | $483484.93    | 0.03%             | 2024-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP EUR SR UNSEC 0.75% 03-01-29                                               | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      980000 | PA      | $876673.07    | 0.06%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP EUR SR UNSEC 1.0% 12-03-31                                                | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      450000 | PA      | $375879.20    | 0.03%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                       | SCOTTS MIRACLE-GRO CO SR UNSEC 4.5% 10-15-29                                           | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      140000 | PA      | $113652.00    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                             | SILGAN HOLDINGS INC SR UNSEC 4.125% 02-01-28                                           | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |       80000 | PA      | $74150.24     | 0.01%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                         | STUDIO CITY FINANCE LTD 144A LIFE SR UNSEC 6.0% 07-15-25                               | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $173721.00    | 0.01%             | 2025-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW INC                                                                  | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1404102.27   | 0.09%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 8.375% 09-15-28                                        | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30981.18     | 0.00%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                 | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28                        | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23537.75     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STERICYCLE INC                                                                  | STERICYCLE INC 144A LIFE SR UNSEC 3.875% 01-15-29                                      | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |      110000 | PA      | $96119.65     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                               | SIMMONS FOODS INC 144A LIFE SR SEC 2ND LIEN 4.625% 03-01-29                            | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |      160000 | PA      | $130442.08    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                          | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                       | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $98893.68     | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      195000 | PA      | $170082.90    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                    | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43201.58     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                       | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      290000 | PA      | $254082.05    | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      170000 | PA      | $132955.98    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 03-15-30                                        | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      135000 | PA      | $123382.44    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                           | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1289154.00   | 0.09%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                           | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      453000 | PA      | $346712.61    | 0.02%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                            | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                                | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       45000 | PA      | $36090.36     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                            | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                                | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15750.30     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                             | SVB FINANCIAL GROUP PRP SUB (H) 4.7% 12-31-49/11-15-31                                 | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |       12000 | PA      | $7616.76      | 0.00%             | 2049-12-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 4.75% 02-01-32                                         | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      105000 | PA      | $89934.08     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD                                                          | SINGAPORE AIRLINES LTD REG S SR UNSEC 3.375% 01-19-29                                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | DBT              | CORP              | SG        |     3710000 | PA      | $3353172.20   | 0.23%             | 2029-01-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                       | SCOTTS MIRACLE-GRO CO SR UNSEC 4.375% 02-01-32                                         | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       55000 | PA      | $41534.35     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                    | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                        | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |       46000 | PA      | $38916.00     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                 | SEALED AIR CORP 144A LIFE SR UNSEC 5.0% 04-15-29                                       | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37657.80     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                          | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29                       | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17917.15     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.25% 12-15-27                               | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77276.25     | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $96418.30     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 04-15-24                  | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $4517834.80   | 0.30%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP                                                        | ALTERA INFRASTRUCTURE LP 144A LIFE SR UNSEC 8.5% 07-15-23                              | CUSIP: 87901BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      555000 | PA      | $103674.00    | 0.01%             | 2023-07-15      | Fixed         | 8.50%                 | Yes           |                  3 | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                                         | TRANSOCEAN GUARDIAN LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 01-15-24                   | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9770 | PA      | $9556.17      | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                         | TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27                   | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       65625 | PA      | $63964.69     | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 03-15-26                                 | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64245.35     | 0.00%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                | TOTALENERGIES SE EUR PRP REG S SUB (H) (B) 1.75% 12-31-49/04-04-24                     | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2025421.99   | 0.14%             | 2049-12-31      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.25% 05-15-27                       | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      205000 | PA      | $213121.08    | 0.01%             | 2027-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORPORATION 144A SR SEC 1ST LIEN 4.875% 01-01-26                      | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      245000 | PA      | $232179.89    | 0.02%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                               | TRIUMPH GROUP INC 144A SR SEC 2ND LIEN 6.25% 09-15-24                                  | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33233.55     | 0.00%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30                                      | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      453000 | PA      | $411899.31    | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                 | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     3450000 | PA      | $2187513.90   | 0.15%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC SUB 5.5% 11-15-27                                                        | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32937.80     | 0.00%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 144A SR UNSEC 6.125% 10-01-28                                    | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22435.75     | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.125% 01-31-25                | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     3710000 | PA      | $3695234.20   | 0.25%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2 INC                                                      | REAL HERO MERGER SUB 2 INC 144A LIFE SR UNSEC 6.25% 02-01-29                           | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $17170.00     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP EUR REG S SR UNSEC 0.125% 11-05-27                            | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1684118.32   | 0.11%             | 2027-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC SUB 4.875% 05-01-29                                                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       80000 | PA      | $69882.00     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                     | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33       | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $88460.00     | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC SR UNSEC BACKSTOP (UNFUNDED) (RIGHTS) 0.0% 05-25-23            | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | DBT              | CORP              | US        |       35103 | PA      | $46686.99     | 0.00%             | 2023-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.4% 03-15-29                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $912730.42    | 0.06%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PICARD MIDCO INC                                                                | CLOUD SOFTWARE GROUP HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29              | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $198355.51    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.8% 11-21-27                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      630000 | PA      | $633165.75    | 0.04%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                             | DIEBOLD NIXDORF INC SR UNSEC BACKSTOP (UNFUNDED) 0.0% 07-15-23                         | CUSIP: N/A<br>LEI: 549300XZK6EWDBAZSY16       | Long             | DBT              | CORP              | US        |       87654 | PA      | $87653.97     | 0.01%             | 2023-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                              | UNITED RENTALS NORTH AMERICA INC SR UNSEC 4.875% 01-15-28                              | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28495.65     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 1.008% 07-30-24/23                                     | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1950000 | PA      | $1896517.35   | 0.13%             | 2024-07-30      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.125% 10-31-26                                                       | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1698000 | PA      | $1518716.67   | 0.10%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.875% 02-15-32                                                       | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1696266.40   | 0.11%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.5% 03-31-27                                                         | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9560000 | PA      | $8975361.07   | 0.61%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.0% 08-15-52                                                         | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29748500 | PA      | $24666263.29  | 1.66%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.25% 08-31-24                                                        | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1065000 | PA      | $1042861.53   | 0.07%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.125% 11-15-32                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1169000 | PA      | $1192292.79   | 0.08%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.875% 11-30-27                                                       | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   105639000 | PA      | $105066806.36 | 7.09%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.0% 12-15-25                                                         | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1992000 | PA      | $1979550.00   | 0.13%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 4.25% 06-07-32                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     3010000 | PA      | $3808965.30   | 0.26%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 1.25% 07-22-27                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     3060000 | PA      | $3334775.41   | 0.22%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.875% 08-31-24                                                       | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4515000 | PA      | $4319555.13   | 0.29%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.625% 02-28-23                                                       | CUSIP: 9128284A5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6900000 | PA      | $6882017.22   | 0.46%             | 2023-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.125% 01-30-26                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      425000 | PA      | $463406.29    | 0.03%             | 2026-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.625% 07-31-35                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      210000 | PA      | $171062.48    | 0.01%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.25% 07-31-31                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    11850000 | PA      | $10738139.35  | 0.72%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.875% 01-31-46                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     4916746 | PA      | $3151205.20   | 0.21%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT UAH TAP 15.97% 04-19-23                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    78370000 | PA      | $1592152.67   | 0.11%             | 2023-04-19      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     6634755 | PA      | $4337803.87   | 0.29%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                    | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      220000 | PA      | $186878.34    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 3.5% 09-15-53                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1406430.45   | 0.09%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC SR UNSEC 4.875% 10-01-29                                                       | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22125.13     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC SR UNSEC 5.125% 10-01-31                                                       | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39845.25     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                          | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     2800000 | PA      | $2332668.54   | 0.16%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                 | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       90000 | PA      | $75692.25     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                   | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       90000 | PA      | $74133.00     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                      | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                     | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     2102000 | PA      | $1840801.28   | 0.12%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UK CONV GILT GBP REG S 1.0% 01-31-32                                                   | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    10970000 | PA      | $10503541.63  | 0.71%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 1.125% 10-22-73                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      225000 | PA      | $119087.35    | 0.01%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                     | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                           | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       55000 | PA      | $45320.00     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER                                                                   | ALABAMA POWER CO SR UNSEC 3.0% 03-15-52                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      980000 | PA      | $651487.34    | 0.04%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 3.375% 05-03-24                                           | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4202000 | PA      | $4118644.93   | 0.28%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                             | KINETIK HOLDINGS LP 144A LIFE SR UNSEC 5.875% 06-15-30                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46956.65     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT REG S 6.876% 05-21-31                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1269000 | PA      | $244325.65    | 0.02%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT EUR 144A 6.75% 06-20-28                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3119000 | PA      | $619084.67    | 0.04%             | 2028-06-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT EUR 144A LIFE 4.375% 01-27-32                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     2705000 | PA      | $476390.30    | 0.03%             | 2032-01-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT EUR REG S 6.75% 06-20-28                                                  | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1225000 | PA      | $243148.04    | 0.02%             | 2028-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 3.35% 08-08-32                                                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1457320.00   | 0.10%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                      | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                    | CUSIP: 00840KAA7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      103000 | PA      | $104030.00    | 0.01%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                                    | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1225000 | PA      | $1248587.38   | 0.08%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SUB (B) 4.625% 07-18-23                                              | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1296062.32   | 0.09%             | 2023-07-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SUB 5.15% 07-21-24                                                   | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1763114.40   | 0.12%             | 2024-07-21      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 144A LIFE SR UNSEC 7.45% 05-01-34                                       | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $125625.00    | 0.01%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                   | B&G FOODS INC SR UNSEC 5.25% 04-01-25                                                  | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |       65000 | PA      | $57095.55     | 0.00%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.25% 12-15-25                              | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      203000 | PA      | $196916.09    | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                              | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1413906.75   | 0.10%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 5.75% 08-15-27                         | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $95510.80     | 0.01%             | 2027-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SR NON PREF (B) 1.0% 04-01-25                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $2925348.02   | 0.20%             | 2025-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 2.789% 09-06-24                                              | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1101154.90   | 0.07%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                              | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      955000 | PA      | $882261.47    | 0.06%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29                                              | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $990857.25    | 0.07%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                   | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                  | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      220000 | PA      | $169062.96    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.456% 10-22-25/24                                       | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      847000 | PA      | $800869.84    | 0.05%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 4.5% 01-31-30                        | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      745000 | PA      | $635271.93    | 0.04%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP EUR REG S SR UNSEC 3.648% 03-31-29/28                             | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5176487.45   | 0.35%             | 2029-03-31      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 4.15% 04-09-30                                   | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      900000 | PA      | $856615.50    | 0.06%             | 2030-04-09      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25                                    | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      900000 | PA      | $881335.80    | 0.06%             | 2025-04-09      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 5.15% 05-01-30                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2792452.66   | 0.19%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                             | BOXER PARENT CO INC 144A LIFE SR SEC 2ND LIEN 9.125% 03-01-26                          | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |      160000 | PA      | $151199.20    | 0.01%             | 2026-03-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                               | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111940.80    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                         | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 3.875% 09-01-28                             | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       43000 | PA      | $38172.52     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 3.625% 02-01-31                                                     | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $990247.57    | 0.07%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 02-15-31                                | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $77746.40     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                        | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.625% 12-15-25                            | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $64596.94     | 0.00%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.75% 02-15-51                                              | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      926000 | PA      | $643274.61    | 0.04%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BEASLEY MEZZANINE HOLDINGS LLC                                                  | BEASLEY MEZZANINE HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 02-01-26               | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |       30000 | PA      | $18112.50     | 0.00%             | 2026-02-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                    | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 2.85% 05-15-51                                   | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $197791.80    | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.419% 04-15-33                                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      698000 | PA      | $561531.23    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                             | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       48000 | PA      | $38433.65     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                            | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29                                | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      195000 | PA      | $170945.19    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                                | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1275000 | PA      | $1000006.73   | 0.07%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                        | BROADSTREET PARTNERS INC 144A LIFE SR UNSEC 5.875% 04-15-29                            | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      160000 | PA      | $136380.96    | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC                                                                   | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                        | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      107000 | PA      | $94836.13     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.734% 07-22-27/26                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3745000 | PA      | $3285660.77   | 0.22%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39203.10     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                        | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                  | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |      400000 | PA      | $350152.00    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26                                      | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $58322.04     | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                         | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29                               | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      132000 | PA      | $116369.75    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4780000 | PA      | $3692602.58   | 0.25%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28                                        | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       65000 | PA      | $60186.10     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $571894.40    | 0.04%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                             | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      185000 | PA      | $136589.57    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24                                        | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6260000 | PA      | $5778061.38   | 0.39%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                       | BANK OF NOVA SCOTIA SR UNSEC 2.45% 02-02-32                                            | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2100000 | PA      | $1694553.00   | 0.11%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 2.625% 03-24-26/25                      | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $503588.38    | 0.03%             | 2026-03-24      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                               | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      250000 | PA      | $227625.25    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 5.304% 08-09-26/25                                               | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2350000 | PA      | $2334767.30   | 0.16%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 5.501% 08-09-28/27                                               | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1290000 | PA      | $1251496.08   | 0.08%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                       | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      320000 | PA      | $300494.72    | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR SEC 2ND LIEN 14.0% 10-15-30                         | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $95783.52     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                       | BALL CORP SR UNSEC 6.875% 03-15-28                                                     | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      108000 | PA      | $111074.76    | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                            | BAYER US FINANCE LLC 144A LIFE SR UNSEC 3.375% 10-08-24                                | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      840000 | PA      | $812269.92    | 0.05%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT REG S 7.75% 09-01-26                                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1570000 | PA      | $337644.20    | 0.02%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 4.75% 12-07-30                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     8230000 | PA      | $10731472.79  | 0.72%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT REG S GBP 4.25% 12-07-27                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     5910000 | PA      | $7336013.27   | 0.49%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT REG S 7.75% 09-01-24                                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     6210000 | PA      | $1544402.16   | 0.10%             | 2024-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.0% 08-15-48                                                         | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5045000 | PA      | $4163585.02   | 0.28%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.875% 11-30-25                                                       | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5400000 | PA      | $5198288.94   | 0.35%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.625% 08-15-29                                                       | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10760000 | PA      | $9335515.88   | 0.63%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.25% 08-31-25                                                        | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20534100 | PA      | $18475252.57  | 1.25%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.125% 01-31-23                                                       | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12320000 | PA      | $12281852.35  | 0.83%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.375% 01-31-26                                                       | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14610000 | PA      | $13003656.80  | 0.88%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.0% 08-15-51                                                         | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5755000 | PA      | $3788130.92   | 0.26%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.75% 08-31-26                                                        | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4361000 | PA      | $3862246.39   | 0.26%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.375% 11-15-31                                                       | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25783000 | PA      | $20999423.29  | 1.42%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.375% 02-15-42                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2872000 | PA      | $2195404.48   | 0.15%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK GBP SR UNSEC 1.125% 06-10-25                                              | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |     1240000 | PA      | $1392958.86   | 0.09%             | 2025-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 07-04-35                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      220000 | PA      | $158832.30    | 0.01%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.2% 06-04-36                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1500000 | PA      | $1080445.86   | 0.07%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-04-31                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      705000 | PA      | $584151.69    | 0.04%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-06-26                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1600000 | PA      | $1545286.20   | 0.10%             | 2026-07-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32                                     | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     4900000 | PA      | $4085385.26   | 0.28%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.25% 10-22-26                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      610000 | PA      | $590660.49    | 0.04%             | 2026-10-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK EUR REG S SR UNSEC 1.5% 06-15-32                                      | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $931817.09    | 0.06%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                | MISYS TL 2ND LIEN (L+725) (FLR 1.00) 10.62071% 06-13-25                                | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      570000 | PA      | $428608.08    | 0.03%             | 2025-06-13      | Variable      | 10.62%                | No            |                  2 | On Loan: No      |
| ASCENSUS INC                                                                    | ASCENSUS INC TL (L+650)(FLR 0.5) 11.31250% 08-02-29                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      120000 | PA      | $105600.00    | 0.01%             | 2029-08-02      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION CORP                                                          | ATLANTIC AVIATION FBO INC TL 1ST LIEN (L+275)(FLR 0.5) 7.13357% 09-22-28               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      148875 | PA      | $147002.45    | 0.01%             | 2028-09-22      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION CORP                                                          | ATLANTIC AVIATION FBO INC TL 2ND LIEN (L+575)(FLR 0.5) 10.13357% 09-21-29              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      213000 | PA      | $206716.50    | 0.01%             | 2029-09-21      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                                                | BMC SOFTWARE INC TL 2ND LIEN FRN (L+550) (FLR 0.50) 03-31-26                           | CUSIP: N/A<br>LEI: 549300TEWK6ENMZQLF18       | Long             | LON              | CORP              | US        |       25000 | PA      | $23072.93     | 0.00%             | 2026-03-31      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                   | CORELOGIC INC TL 2ND LIEN (L+650) (FLR 0.5) 10.93750% 06-04-29                         | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |       65000 | PA      | $47233.36     | 0.00%             | 2029-06-04      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                             | DIEBOLD NIXDORF TL-B (L+275) 7.18750% 11-06-23                                         | CUSIP: 25365EAM7<br>LEI: 549300XZK6EWDBAZSY16 | Long             | LON              | CORP              | US        |      106087 | PA      | $75003.16     | 0.01%             | 2023-11-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC TL 1ST LIEN (L+500)(FLR 0.75) 9.38357% 08-02-27                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      104650 | PA      | $101960.18    | 0.01%             | 2027-08-02      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                      | DIGITAL CURRENCY GROUP TL 1ST LIEN 8.75% 11-12-26                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       22330 | PA      | $17904.03     | 0.00%             | 2026-11-30      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                      | DIGITAL CURRENCY GROUP TL 1ST LIEN (L+700)(FLR 1.0) 8.0% 11-30-26                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       16753 | PA      | $14558.50     | 0.00%             | 2026-11-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| KANTAR GROUP LTD                                                                | KANTAR GROUP TL-B2 1ST LIEN (L+450) (FLR 0.75) 9.22986% 12-04-26                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       64350 | PA      | $59684.63     | 0.00%             | 2026-12-04      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP (ONTARIO)                                                        | OPEN TEXT CORP (ONTARIO) FRN 11-16-29                                                  | CUSIP: N/A<br>LEI: 549300UQROQS42RKHM85       | Long             | LON              | CORP              | CA        |      155000 | PA      | $151480.26    | 0.01%             | 2029-11-16      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC TL-B 1ST LIEN FRN (L+425) 8.63871% 07-09-25                     | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |       10000 | PA      | $8425.00      | 0.00%             | 2025-07-09      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                              | TIBCO SOFTWARE INC TL-A 1ST LIEN (L+450) 9.18023% 09-29-28                             | CUSIP: 88632NAX8<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      245000 | PA      | $218050.00    | 0.01%             | 2028-09-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC TL 2ND LIEN (L+525) (FLR 0.5) 10.03186% 05-03-27                               | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |       75000 | PA      | $69281.25     | 0.00%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| YAHOO HOLDINGS INC                                                              | YAHOO HOLDINGS INC TL-B 1ST LIEN (L+550)(FLR 0.75) 9.88357% 09-01-27                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      110000 | PA      | $99522.50     | 0.01%             | 2027-09-01      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCN UMBS 3.0 MA2754 09-01-26                                                          | CUSIP: 31418CBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       58830 | PA      | $57114.41     | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCI UMBS 3.0 ZS8588 11-01-30                                                          | CUSIP: 3132A9RH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       47483 | PA      | $45356.59     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4414 09-01-51                                                          | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       33119 | PA      | $28155.55     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AO4151 06-01-42                                                          | CUSIP: 3138LUTH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      108140 | PA      | $101325.76    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS0647 02-01-52                                                          | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2864906 | PA      | $2557318.03   | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4761 09-01-52                                                          | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      523741 | PA      | $516988.73    | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AP7888 10-01-42                                                          | CUSIP: 3138MBXS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      337737 | PA      | $316418.96    | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AQ0770 11-01-42                                                          | CUSIP: 3138MF2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      131483 | PA      | $123081.67    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 MA4600 05-01-52                                                          | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2782470 | PA      | $2530541.96   | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4578 04-01-52                                                          | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4880934 | PA      | $4140237.56   | 0.28%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153               | FHLMC K153 A2 (MF) 3.82% 01-25-33                                                      | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3975000 | PA      | $3742227.98   | 0.25%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4784 10-01-52                                                          | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2208560 | PA      | $2127932.23   | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8257 10-01-52                                                          | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8418748 | PA      | $8111405.15   | 0.55%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU6901 04-01-52                                                          | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       91302 | PA      | $77414.56     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2402 12-01-51                                                          | CUSIP: 3140QMU44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3207024 | PA      | $2718482.28   | 0.18%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU3058 12-01-51                                                          | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      267901 | PA      | $227481.44    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4040 03-01-52                                                          | CUSIP: 3140MHP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1645441 | PA      | $1398239.89   | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9066 02-01-52                                                          | CUSIP: 3133B7CB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      210431 | PA      | $178927.32    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC7173 09-01-51                                                          | CUSIP: 3133AR6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      131783 | PA      | $112021.84    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9460 03-01-52                                                          | CUSIP: 3133B7QM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      662672 | PA      | $562448.09    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9200 04-01-52                                                          | CUSIP: 3133B7GH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      918895 | PA      | $780278.91    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2866 02-01-52                                                          | CUSIP: 3140QNFG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       95310 | PA      | $80946.72     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8802 04-01-52                                                          | CUSIP: 3140MAX82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      998201 | PA      | $847623.40    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8959 06-01-52                                                          | CUSIP: 3140MN5V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      127023 | PA      | $107861.10    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7478 04-01-52                                                          | CUSIP: 3140KTJY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1222112 | PA      | $1037748.72   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT3056 11-01-51                                                          | CUSIP: 3140LRME5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      721433 | PA      | $612873.71    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9879 03-01-52                                                          | CUSIP: 3133B76Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      729803 | PA      | $619051.16    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD2521 12-01-51                                                          | CUSIP: 3133AYYS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       67435 | PA      | $57277.32     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2930 01-01-52                                                          | CUSIP: 3140MGHG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      998278 | PA      | $846446.02    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV5332 04-01-52                                                          | CUSIP: 3140MJ4S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1928681 | PA      | $1638021.24   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0031 10-01-51                                                          | CUSIP: 3140XFA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      335549 | PA      | $284424.08    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2310 04-01-52                                                          | CUSIP: 3133BBR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      840081 | PA      | $713478.99    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8226 02-01-52                                                          | CUSIP: 3140MAD84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1260434 | PA      | $1070493.84   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9589 08-01-51                                                          | CUSIP: 3140LYUP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       33859 | PA      | $28780.44     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8399 08-01-51                                                          | CUSIP: 3140XCKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      888973 | PA      | $758886.42    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7473 02-01-52                                                          | CUSIP: 3140KTJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      158154 | PA      | $134271.70    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD1523 11-01-51                                                          | CUSIP: 3133AXVQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      756559 | PA      | $642718.38    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2876 02-01-52                                                          | CUSIP: 3140QNFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31222 | PA      | $26521.48     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD7063 02-01-52                                                          | CUSIP: 3133B4Z40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       94841 | PA      | $80578.01     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6959 03-01-52                                                          | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       26872 | PA      | $22815.58     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU1339 02-01-52                                                          | CUSIP: 3140M2PZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      275249 | PA      | $233771.06    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2809 02-01-52                                                          | CUSIP: 3140QNDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31574 | PA      | $26820.40     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7435 09-01-51                                                          | CUSIP: 3140KTHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       97203 | PA      | $82622.94     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8916 04-01-52                                                          | CUSIP: 3140MA4A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      784887 | PA      | $666479.80    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8086 03-01-52                                                          | CUSIP: 3140MM6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      809491 | PA      | $690273.72    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC9156 10-01-51                                                          | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      866304 | PA      | $736449.45    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU3413 12-01-51                                                          | CUSIP: 3140M4YK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      807004 | PA      | $685484.86    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU6885 03-01-52                                                          | CUSIP: 3140M8UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      807899 | PA      | $685892.30    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7520 03-01-52                                                          | CUSIP: 3140MMLA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      864239 | PA      | $734263.80    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3350 04-01-52                                                          | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1010989 | PA      | $858777.61    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0323 04-01-52                                                          | CUSIP: 3133B9LC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      900372 | PA      | $764818.50    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2189 02-01-52                                                          | CUSIP: 3140MFNF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       62324 | PA      | $52922.52     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1552 09-01-51                                                          | CUSIP: 3140QLWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      998145 | PA      | $848419.19    | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV3694 02-01-52                                                          | CUSIP: 3140MHC80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31601 | PA      | $26833.99     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV5642 03-01-52                                                          | CUSIP: 3140MKHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       93953 | PA      | $79778.48     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8275 12-01-52                                                          | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      597696 | PA      | $575876.12    | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0853 01-01-52                                                          | CUSIP: 3132DM5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      885001 | PA      | $750223.70    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2239 07-01-52                                                          | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6972989 | PA      | $5919907.50   | 0.40%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW6395 08-01-52                                                          | CUSIP: 3140MYC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      998856 | PA      | $962583.60    | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW5789 08-01-52                                                          | CUSIP: 3140MXNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      370652 | PA      | $357486.95    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF0866 10-01-52                                                          | CUSIP: 3133BM6B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2226078 | PA      | $2150591.36   | 0.15%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV0307 02-01-52                                                          | CUSIP: 3140MDKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      272928 | PA      | $231808.69    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8256 10-01-52                                                          | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      399960 | PA      | $375552.13    | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8276 12-01-52                                                          | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4752977 | PA      | $4691701.36   | 0.32%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4841 12-01-52                                                          | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2999703 | PA      | $2961030.53   | 0.20%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4839 12-01-52                                                          | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      442490 | PA      | $415487.96    | 0.03%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8288 01-01-53                                                          | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      507129 | PA      | $500591.09    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4868 01-01-53                                                          | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      999900 | PA      | $987009.29    | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4804 11-01-52                                                          | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      854391 | PA      | $802252.98    | 0.05%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4866 01-01-53                                                          | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      237503 | PA      | $223009.62    | 0.02%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE4383 06-01-52                                                          | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3562496 | PA      | $3345101.60   | 0.23%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE8065 08-01-52                                                          | CUSIP: 3133BH6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3700000 | PA      | $3565153.36   | 0.24%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QF3304 10-01-52                                                          | CUSIP: 3133BQU53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      800163 | PA      | $789847.03    | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS2555 07-01-52                                                          | CUSIP: 3140XHZV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1105000 | PA      | $1064698.14   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF0152 09-01-52                                                          | CUSIP: 3133BMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      499999 | PA      | $481744.76    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF1486 10-01-52                                                          | CUSIP: 3133BNUK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      399999 | PA      | $385396.74    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD8264 11-01-52                                                          | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4667885 | PA      | $4246472.74   | 0.29%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW1201 09-01-52                                                          | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2819630 | PA      | $2783279.78   | 0.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4785 10-01-52                                                          | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1300000 | PA      | $1283240.59   | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE6084 07-01-52                                                          | CUSIP: 3133BFXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1276095 | PA      | $1259643.87   | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF3985 11-01-52                                                          | CUSIP: 3133BRNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      308353 | PA      | $289535.45    | 0.02%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE8063 08-01-52                                                          | CUSIP: 3133BH5Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      300000 | PA      | $281692.10    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF1489 10-01-52                                                          | CUSIP: 3133BNUN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      999901 | PA      | $938881.58    | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 TBA 01-01-53                                                                  | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7440000 | PA      | $6836824.32   | 0.46%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK REG S SEC SER 01E SF 0.50% 10-01-40 (CALLABLE)                            | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    90966392 | PA      | $10167230.67  | 0.69%             | 2040-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                            | NORDEA DKK 144A LIFE/ REG S SEC SF 0.5% 10-01-40                                       | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | ABS-CBDO         | CORP              | DK        |    17477328 | PA      | $1954735.28   | 0.13%             | 2040-10-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK REG S SR SEC SER 01E SF COVERED 0.5% 10-01-43                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |   106006962 | PA      | $11555503.54  | 0.78%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                          | REALKREDIT DKK SR SEC REG S SF COVERED 1.0% 10-01-53                                   | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | ABS-CBDO         | CORP              | DK        |     2712314 | PA      | $284846.07    | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 01-01-53                                                             | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10300000 | PA      | $10328623.70  | 0.70%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 01-01-53                                                             | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2100000 | PA      | $2069621.40   | 0.14%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 4(2) CP 3/2/2023                                                          | CUSIP: 2332K1Q29<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |    35000000 | PA      | $34740160.00  | 2.34%             | 2023-03-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NRW BANK                                                                        | NRW.BANK 4(2) CP 2/6/2023                                                              | CUSIP: 62939MP68<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |    33700000 | PA      | $33545418.10  | 2.26%             | 2023-02-06      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OESTERREICHISCHE KONTROLLBANK AG                                                | OESTERREICH KONTROLLBANK CP 2/21/2023                                                  | CUSIP: 67616SPM9<br>LEI: 5299000OVRLMF858L016 | Long             | STIV             | CORP              | AT        |    35000000 | PA      | $34772605.00  | 2.35%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                               | GRAND PKWY TX TOLL SUB 20B SF 3.236% 10-01-52                                          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1780000 | PA      | $1266231.48   | 0.09%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OHIO ST TPK COMMN                                                               | OH TURNPIKE INFRASTR JR LIEN TAXABLE 20A SF 3.216% 02-15-48                            | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1410000 | PA      | $1008028.74   | 0.07%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO JPY 1/20/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $105339.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 1/10/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-75152.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-91984.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD SALE TO USD 1/20/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-265379.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 3/6/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $162383.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF FWD PUR FROM USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $37412.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $88551.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD SALE TO USD 1/13/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $10927.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $64250.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst