# EDGAR Filing Document

**Accession Number:** 0001699360
**File Stem:** 0001145549-25-042288
**Filing Date:** 2025-6
**Character Count:** 663361
**Document Hash:** 0cdbeba0ba364226b69b180e40d0877e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042288.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042288

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Morningstar Funds Trust
- **CENTRAL INDEX KEY:** 0001699360

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23235
- **FILM NUMBER:** 251077261

**BUSINESS ADDRESS:**
- **STREET 1:** 22 W. WASHINGTON STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60602
- **BUSINESS PHONE:** 312-696-6000

**MAIL ADDRESS:**
- **STREET 1:** 22 W. WASHINGTON STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60602

## Series and Classes Contracts Data

### Morningstar Multisector Bond Fund (Series ID: S000057733)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000186144 | Institutional | MSTMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Morningstar Funds Trust

- **b. Investment Company Act file number:** 811-23235

- **c. CIK number of Registrant:** 0001699360

- **d. LEI of Registrant:** 254900AE65UZA65M0T82

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

  - **Street Address 1:** 22 W. WASHINGTON STREET

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60602

  - **Telephone number:** 312-696-6000

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

- **a. Name of Series:** Morningstar Multisector Bond Fund

- **b. EDGAR series identifier (if any):** S000057733

- **c. LEI of Series:** 254900772SSIIEVNX429

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $177815397.21

**Total Liabilities:** $3002809.56

**Net Assets:** $174812587.65

**Delayed Delivery Securities:** $1334321.38

**Cash Not Reported:** $370913.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 96.905489689062 | **1-Year:** 1129.920033840204 | **5-Year:** 8169.793657921124 | **10-Year:** 16214.469377139712 | **30-Year:** 13828.707180138900

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

- **3-Month:** 16.479541744193 | **1-Year:** 3294.941495488162 | **5-Year:** 15065.321020653331 | **10-Year:** 5709.481653995325 | **30-Year:** 1819.238419327174

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186144 | 1.09%                | -0.51%               | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $314908.03               | $1060051.07                                |
| Month 2  | $-264989.54              | $-1319620.80                               |
| Month 3  | $-177772.10              | $-133905.03                                |

**Designated Index Information**

- **Index Name:** 40% Bloomberg High Yield Corporate TR USD, 20% Bloomberg US Corp Bond TR USD, 20% Bloomberg EM Lcl Currency Gov Div TR USD, 20% Bloomberg EM USD Sovereign TR USD

- **Index Identifier:** 40% F00000VF4S, 20% XIUSA04GTZ, 20% F00000P88I, 20% FOUSA05Q5R

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Southwestern Public Service Company                                                              | XEL 6 06/01/54                                                                    | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25038.72     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                           | EQH 4.572 02/15/29                                                                | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      108000 | PA      | $107028.34    | 0.06%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| The Kroger Co.                                                                                   | KR 5 09/15/34                                                                     | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29403.59     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                                  | EXC 5.25 09/15/54                                                                 | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46845.34     | 0.03%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                                  | ANTOLN 6.25 05/02/34 144A                                                         | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203024.20    | 0.12%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGOMOB 0 06/17/25 363D                                                            | CUSIP: V67353LS5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   685000000 | PA      | $412909.32    | 0.24%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                        | ARAMCO 5.25 07/17/34 144A                                                         | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $201512.00    | 0.12%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| India (Republic of)                                                                              | IGB 6.79 10/07/34                                                                 | CUSIP: Y2R3XADY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    38030000 | PA      | $465807.44    | 0.27%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 4.95 06/15/35 *                                                               | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45893.46     | 0.03%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG F 02/12/47 ICON                                                               | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       87000 | PA      | $79407.64     | 0.05%             | 2047-02-12      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | DGX 2.8 06/30/31                                                                  | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22462.29     | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 6.75 11/30/30                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       72922 | PA      | $67969.08     | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Commscope LLC                                                                                    | COMM 9.5 12/15/31 144A                                                            | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66493.18     | 0.04%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL TL                                                                        | GRAFTECH INTERNATIONAL TL                                                         | CUSIP: LX2566300<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      123022 | PA      | $121545.93    | 0.07%             | 2029-11-10      | Fixed         | 10.85%                | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                         | IHRT 7 01/15/31 144A                                                              | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       48000 | PA      | $32400.00     | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GrafTech Global Enterprises Inc.                                                                 | EAF 9.875 12/23/29 144A                                                           | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $71250.00     | 0.04%             | 2029-12-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                                                            | EAF 4.625 12/23/29 144A                                                           | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |      130000 | PA      | $76277.89     | 0.04%             | 2029-12-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                          | AAL 3.6 09/22/27                                                                  | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110134 | PA      | $106707.10    | 0.06%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 3.9 08/01/46                                                                 | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $40016.65     | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.35 08/15/46                                                                 | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |        7000 | PA      | $5015.47      | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                                         | VTRS 5.25 06/15/46                                                                | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       18000 | PA      | $13667.15     | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 2.75 05/15/40                                                                 | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       63000 | PA      | $44866.62     | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.625 10/01/42                                                               | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15100.51     | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.8 12/15/43                                                                  | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6206.36      | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.625 02/15/29                                                               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22315.38     | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.5 04/15/31                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      116000 | PA      | $107765.53    | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2                           | AQUARI 7.875 11/01/29 144A                                                        | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $400155.90    | 0.23%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                             | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      997598 | PA      | $1054992.59   | 0.60%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL TL                                                                        | GRAFTECH INTERNATIONAL TL                                                         | CUSIP: LX2566318<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       70298 | PA      | $69454.82     | 0.04%             | 2029-11-10      | Fixed         | 10.85%                | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.75 02/01/32 144A                                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      315000 | PA      | $307578.45    | 0.18%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                                  | CAMLNG 2.902 07/15/31 144A                                                        | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |       57000 | PA      | $50810.76     | 0.03%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                   | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      138000 | PA      | $165639.39    | 0.09%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 6.25 02/01/41                                                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8348.53      | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.872 09/15/34                                                               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72934.25     | 0.04%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                                        | FE 5.85 02/15/34 144A                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $57598.74     | 0.03%             | 2034-02-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 4.375 09/01/42                                                               | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4303.84      | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.023 11/01/32                                                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       41000 | PA      | $38591.03     | 0.02%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 6.4 11/15/63                                                                  | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63983.18     | 0.04%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 2.45 11/15/29                                                                | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       55000 | PA      | $49532.17     | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                         | DUK 4.2 08/15/45                                                                  | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       45000 | PA      | $36650.58     | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                          | AAL 3.2 06/15/28 AA                                                               | CUSIP: 023765AA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |       34622 | PA      | $32889.93     | 0.02%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                            | DUK 3.7 06/15/46                                                                  | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       44000 | PA      | $32343.63     | 0.02%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 2.875 10/07/28 AA                                                             | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1871 | PA      | $1764.83      | 0.00%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 6.2 11/01/28                                                                   | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63332.30     | 0.04%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                                       | AMP 5.7 12/15/28                                                                  | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46077.80     | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.125 01/01/31                                                                | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61584.01     | 0.04%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 2.45 02/04/32                                                                  | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10174.18     | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.591 07/22/28                                                                | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21532.64     | 0.01%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.25 11/01/39                                                               | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       58000 | PA      | $44885.50     | 0.03%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aag FH UK PLC / Global Auto Holdings PLC                                                         | GLOBAU 11.5 08/15/29 144A                                                         | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192000.00    | 0.11%             | 2029-08-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 6.25 01/15/33 144A                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119097.14    | 0.07%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | INTU 5.2 09/15/33                                                                 | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71960.08     | 0.04%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                            | SO 5.85 11/15/33                                                                  | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       36000 | PA      | $38257.32     | 0.02%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                                       | EVRG 4.5 12/15/27                                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |       43000 | PA      | $50903.40     | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Veritext                                                                                         | Veritext Term Loan B 300 2030-08-01                                               | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |       55821 | PA      | $55635.59     | 0.03%             | 2030-08-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                          | AAL 3.35 10/15/29 AA                                                              | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       42238 | PA      | $39574.45     | 0.02%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                                  | BHP 5.25 09/08/33                                                                 | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       68000 | PA      | $68766.42     | 0.04%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corporation                                                               | USM 6.7 12/15/33                                                                  | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |       84000 | PA      | $90931.13     | 0.05%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                                          | GS 6.345 02/15/34                                                                 | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51116.90     | 0.03%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | KVUE 5.2 03/22/63                                                                 | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15747.13     | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V6.484 10/24/29                                                                | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21218.05     | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                                | CHTR 8.375 07/15/33                                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $18212.34     | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.65 06/15/35                                                               | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       52000 | PA      | $54020.93     | 0.03%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | KVUE 5.05 03/22/53                                                                | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18565.77     | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 6.1 09/21/28 144A                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       86000 | PA      | $88882.65     | 0.05%             | 2028-09-21      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.4 09/01/35                                                                  | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24504.67     | 0.01%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 6.5 11/15/35                                                                | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       11000 | PA      | $12184.40     | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.75 12/01/28                                                                 | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       51000 | PA      | $52897.50     | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 3.7 06/01/28                                                                 | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63193.07     | 0.04%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.65 02/01/37                                                                 | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20727.92     | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 5.9 03/15/36                                                                  | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       43000 | PA      | $45210.85     | 0.03%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 4.625 11/15/27 144A                                                          | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42801.20     | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                      | KVUE 5.1 03/22/43                                                                 | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15277.93     | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                        | DUK 4.25 12/15/41                                                                 | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15242.59     | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                                        | SO 4.25 03/15/42 12-A                                                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |       26000 | PA      | $21658.24     | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.491 10/23/34                                                               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       18000 | PA      | $19357.94     | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.627 11/01/34                                                                | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       57000 | PA      | $62038.50     | 0.04%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| US Airways Group Inc.                                                                            | AAL 3.95 11/15/25                                                                 | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48224 | PA      | $48000.03     | 0.03%             | 2027-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 5 09/15/54                                                                    | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       35000 | PA      | $27263.26     | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                            | DUK 4.3 02/01/49                                                                  | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       35000 | PA      | $27664.25     | 0.02%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.875 02/01/29                                                                | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15491.13     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 4.05 11/15/45                                                                 | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       16000 | PA      | $12933.62     | 0.01%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 4.25 11/01/66                                                                 | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       28000 | PA      | $21295.14     | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | INTU 5.5 09/15/53                                                                 | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       77000 | PA      | $75266.76     | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.254 10/23/34                                                               | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       39000 | PA      | $41886.76     | 0.02%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 3.625 03/03/37                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       46000 | PA      | $40861.44     | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 2.1 06/15/30                                                                  | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       95000 | PA      | $84844.50     | 0.05%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 2.722 02/15/30                                                               | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14772.81     | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.9 06/01/52                                                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       42000 | PA      | $26601.69     | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.95 03/25/51                                                                | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       22000 | PA      | $15885.37     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HORIZON US TL                                                                                    | HORIZON US TL                                                                     | CUSIP: LX2558604<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      262307 | PA      | $233891.37    | 0.13%             | 2031-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                                      | SAGLEN 11 12/15/29 144A                                                           | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $188026.59    | 0.11%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG 5.95 10/15/36                                                                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41709.92     | 0.02%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG 6.1 10/01/41                                                                  | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48949.53     | 0.03%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                                                   | AEP 6.05 03/15/37                                                                 | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12654.39     | 0.01%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 6.5 03/01/41                                                                  | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5020.16      | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4.65 04/15/42                                                                 | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21428.31     | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 2.9 07/01/26                                                                  | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34496.70     | 0.02%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                                 | HES 4.3 04/01/27                                                                  | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74820.09     | 0.04%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.875 02/15/31                                                               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      106000 | PA      | $95415.67     | 0.05%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC TL                                                                                | GOTO GROUP INC TL                                                                 | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       73628 | PA      | $66486.24     | 0.04%             | 2028-04-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                                     | FRPT 3 04/01/28                                                                   | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $32837.50     | 0.02%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                                                | FLR 1.125 08/15/29                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |       39000 | PA      | $41028.00     | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                                       | Hanger Inc Term Loan B 350 2031-10-06                                             | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      104311 | PA      | $103976.39    | 0.06%             | 2031-10-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                                                      | GRATHO L 05/30/31 5                                                               | CUSIP: 38821UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |        5651 | PA      | $5600.36      | 0.00%             | 2031-05-30      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                          | AAL 3.575 01/15/28 AA                                                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1787 | PA      | $1721.43      | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 3.8 03/01/46 MTN                                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3829.60      | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 4.2 04/01/27 144A                                                          | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       83000 | PA      | $82327.83     | 0.05%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 3.9 07/15/27 B                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69190.99     | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.25 02/15/26                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       86000 | PA      | $84292.60     | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 2.1 04/01/31                                                                  | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       42000 | PA      | $35695.15     | 0.02%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | FIS 1.65 03/01/28                                                                 | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       54000 | PA      | $49939.29     | 0.03%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 2.55 03/21/31                                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       27000 | PA      | $24040.54     | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 2.7 04/15/31                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       57000 | PA      | $50680.35     | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON TL                                                                                | GRANT THORNTON TL                                                                 | CUSIP: LX2559990<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180798 | PA      | $179187.56    | 0.10%             | 2031-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 3.25 04/01/26                                                                 | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      155000 | PA      | $153030.31    | 0.09%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.2 07/15/36                                                                | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       55000 | PA      | $45553.80     | 0.03%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4 04/01/47                                                                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       33000 | PA      | $23653.86     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 4.95 05/19/50                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       32000 | PA      | $23597.35     | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.05 11/21/39                                                                | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       66000 | PA      | $57175.96     | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.953 02/04/32                                                               | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38635.56     | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUSTS                                                              | UAL 4.875 01/15/26                                                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50521 | PA      | $50333.98     | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.625 04/15/26                                                               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25517.84     | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 2.3 03/25/28                                                                 | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       59000 | PA      | $55800.97     | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                                      | PNW 4.75 06/15/27                                                                 | CUSIP: 723484AJ0<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28245.00     | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 3.875 11/30/30                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      250996 | PA      | $270599.33    | 0.15%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 0.875 12/01/28 2028                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       87000 | PA      | $114013.50    | 0.07%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 6.2 02/26/25 GMTN                                                           | CUSIP: M6S21BAM5<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      139000 | PA      | $24038.31     | 0.01%             | 2025-02-26      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.65 09/27/47                                                                | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      450000 | PA      | $323280.00    | 0.18%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amynta Group (FeeCo)                                                                             | Amynta Group (FeeCo) Term Loan B 300 2031-12-01                                   | CUSIP: 57810JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      278602 | PA      | $275757.23    | 0.16%             | 2031-12-01      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                         | IHRT 7.75 08/15/30 144A                                                           | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      155750 | PA      | $111028.70    | 0.06%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC TL                                                                                 | COMMSCOPE INC TL                                                                  | CUSIP: LX2565211<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      352997 | PA      | $346046.24    | 0.20%             | 2029-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                           | BATSLN 5.85 08/15/45                                                              | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18736.98     | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                        | PDVSA 9 11/17/21 REGS                                                             | CUSIP: P7807HAP0<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      185101 | PA      | $23600.38     | 0.01%             | 2021-11-17      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                              | PEMEX 6.375 01/23/45                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       44000 | PA      | $29041.74     | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 4.75 11/15/45                                                                 | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       30000 | PA      | $24384.91     | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grainger W W Inc                                                                                 | GWW 3.75 05/15/46                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |       66000 | PA      | $50861.68     | 0.03%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 7 06/30/32 B                                                               | CUSIP: P6S32JQ52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1173900000 | PA      | $216235.85    | 0.12%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 11.75 10/21/26                                                               | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       42200 | PA      | $7596.00      | 0.00%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                                      | WMB 3.25 05/15/30                                                                 | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $50481.06     | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 2.35 01/08/31                                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       86000 | PA      | $73048.19     | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.375 04/15/29                                                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57129.14     | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                                      | DDOG 0 12/01/29                                                                   | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      142000 | PA      | $127655.52    | 0.07%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                        | PDVSA 6 05/16/24 REGS                                                             | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |       90653 | PA      | $10515.75     | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 5 01/27/45                                                                 | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $151957.30    | 0.09%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center/Financial Engines                                                       | Edelman Financial Center/Financial Engines Term Loan B 300 2028-04-01             | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210463 | PA      | $209505.50    | 0.12%             | 2028-04-01      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                              | PEMEX 6.75 09/21/47                                                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      146000 | PA      | $98057.24     | 0.06%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| India (Republic of)                                                                              | IGB 6.75 12/23/29                                                                 | CUSIP: Y2R3XAKX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    82360000 | PA      | $1002069.89   | 0.57%             | 2029-12-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 6.95 08/12/31 REGS                                                           | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      419000 | PA      | $124116.20    | 0.07%             | 2031-08-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | BTPCL 5 03/01/35                                                                  | CUSIP: P9T38EAP3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   355000000 | PA      | $357617.21    | 0.20%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERUGB 6.15 08/12/32                                                              | CUSIP: P6S32DDY6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      154000 | PA      | $42869.84     | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                                | NEXA 6.6 04/08/37 144A                                                            | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $197397.08    | 0.11%             | 2037-04-08      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 5.442 02/14/37                                                             | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      200000 | PA      | $203550.00    | 0.12%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Port of Spain Waterfront Development Ltd.                                                        | POSWDL 7.875 02/19/40 144A                                                        | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      200000 | PA      | $188000.00    | 0.11%             | 2040-02-19      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 6.7 03/01/36 144A                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $197916.47    | 0.11%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 7.375 04/25/30                                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $202830.08    | 0.12%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 4.762 04/07/37 0317                                                           | CUSIP: Y2R35QBY6<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2369000 | PA      | $600644.30    | 0.34%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 8.5 01/31/47 REGS                                                           | CUSIP: M1487WBS3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $217656.00    | 0.12%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 7.75 09/18/30 B                                                            | CUSIP: P6S32JH78<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   882100000 | PA      | $181785.19    | 0.10%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.85 01/27/45 REGS                                                         | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $191940.00    | 0.11%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.5 03/08/47 REGS                                                            | CUSIP: M75242BA0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $198431.20    | 0.11%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Senegal (Republic of)                                                                            | SENEGL 6.25 05/23/33 REGS                                                         | CUSIP: V7691DAX4<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      600000 | PA      | $417744.00    | 0.24%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 6.75 09/20/29 REGS                                                         | CUSIP: M87012AE6<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $202971.20    | 0.12%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.45 04/15/42                                                                 | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       52000 | PA      | $40983.70     | 0.02%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 4.8 09/15/43                                                               | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13567.87     | 0.01%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                    | SPLLLC 4.2 03/15/28                                                               | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       62000 | PA      | $61561.05     | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 3.3 04/15/40                                                                   | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       65000 | PA      | $51333.09     | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 8.25 10/13/24                                                                | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       96600 | PA      | $13765.50     | 0.01%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 3.2 11/21/29                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       79000 | PA      | $75301.09     | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 1.75 01/20/31                                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       26000 | PA      | $22256.40     | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                                   | Y 3.25 08/15/51                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |       49000 | PA      | $32397.89     | 0.02%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                                                             | MOROC 5.95 03/08/28 144A                                                          | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $203270.00    | 0.12%             | 2028-03-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.338 05/04/53                                                                | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      330000 | PA      | $289518.24    | 0.17%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 6.3 09/08/53 REGS                                                            | CUSIP: P3143NBR4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $197493.46    | 0.11%             | 2053-09-08      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Aes Andes S.A                                                                                    | AES 6.3 03/15/29 144A                                                             | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $203175.20    | 0.12%             | 2029-03-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 5.4 05/13/64                                                                   | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24245.89     | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 5.3 12/01/34                                                                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97424.28     | 0.06%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 2.95 04/01/30                                                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       78000 | PA      | $72102.54     | 0.04%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 5.15 05/01/40                                                                 | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       52000 | PA      | $50039.78     | 0.03%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.013 04/04/51 MTN                                                           | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       48000 | PA      | $42224.96     | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 4.875 10/04/33                                                             | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      196000 | PA      | $194380.86    | 0.11%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                                       | DG 5.2 07/05/28                                                                   | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35563.07     | 0.02%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                                  | EXC 4.9 06/15/33                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26107.26     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Indonesia III                                         | INDOIS 5.6 11/15/33 144A                                                          | CUSIP: 71567PAY6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $206122.07    | 0.12%             | 2033-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Mazoon Assets Company SAOC                                                                       | MAZOON 5.5 02/14/29 144A                                                          | CUSIP: 57886LAB8<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |      200000 | PA      | $201446.00    | 0.12%             | 2029-02-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                        | TEL 5 05/09/35                                                                    | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       53000 | PA      | $52421.47     | 0.03%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 6.55 09/15/43                                                                  | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       65000 | PA      | $70304.29     | 0.04%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.3 03/15/45                                                                  | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       46000 | PA      | $34817.05     | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                    | ED 4.625 12/01/54                                                                 | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       51000 | PA      | $42044.60     | 0.02%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.375 05/15/55                                                               | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       24000 | PA      | $18215.46     | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 6.875 12/05/27 REGS                                                        | CUSIP: Y2835JAE8<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      335000 | PA      | $294130.00    | 0.17%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                              | PEMEX 6.5 03/13/27                                                                | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       87000 | PA      | $85004.36     | 0.05%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.592 04/29/31                                                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      106000 | PA      | $95776.42     | 0.05%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 2.95 05/13/30                                                               | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      158000 | PA      | $145851.46    | 0.08%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 7.5 02/16/61 REGS                                                           | CUSIP: M1487WDL6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $129880.80    | 0.07%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 4.875 04/01/29                                                                | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28497.52     | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMGB 7.35 04/28/31 8Y                                                            | CUSIP: X5S007KS5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1605000 | PA      | $363733.65    | 0.21%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 6.55 04/03/34 144A                                                         | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $204400.00    | 0.12%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Mongolia (Government of)                                                                         | MONGOL 8.65 01/19/28 REGS                                                         | CUSIP: Y6142NAG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $206679.23    | 0.12%             | 2028-01-19      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.375 01/19/36                                                             | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      220000 | PA      | $205939.26    | 0.12%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 5.9 02/04/50                                                               | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $203508.70    | 0.12%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.95 10/01/43                                                                  | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51041.75     | 0.03%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 4.4 10/15/44                                                               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       23000 | PA      | $19423.79     | 0.01%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 4.55 09/01/44                                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21917.70     | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Williams Partners L.P.                                                                           | WMB 5.1 09/15/45                                                                  | CUSIP: 96949LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $39398.67     | 0.02%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                        | DUK 3.75 06/01/45                                                                 | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |        6000 | PA      | $4557.63      | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 3 02/24/50                                                                   | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       34000 | PA      | $21257.80     | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 5.93 05/01/60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19369.08     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 1.75 09/02/27                                                                | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       89000 | PA      | $83461.84     | 0.05%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLTES 13.25 02/09/33 B                                                           | CUSIP: P6S32JW71<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1994500000 | PA      | $504506.91    | 0.29%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6 10/20/33                                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $196988.95    | 0.11%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hungarian Export-Import Bank Pte Ltd.                                                            | MAEXIM 6.125 12/04/27 144A                                                        | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $203573.40    | 0.12%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama AS                                                           | TURKSK 8.5091 01/14/29 144A                                                       | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $211745.60    | 0.12%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 7.875 03/01/57                                                             | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      325000 | PA      | $314126.72    | 0.18%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Limak Cimento Sanayi Ve Ticare AS                                                                | LIMAK 9.75 07/25/29 REGS                                                          | CUSIP: M67729AB5<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $196029.80    | 0.11%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Fortebank JSC                                                                                    | FORTEB 7.75 02/04/30 144A                                                         | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $195281.19    | 0.11%             | 2030-02-04      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.3 05/15/65                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34579.14     | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 5.05 05/15/35                                                                 | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37104.49     | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.5 05/15/35                                                                | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37497.03     | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 5.85 07/15/38                                                                 | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       34000 | PA      | $37142.41     | 0.02%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 4.1 02/01/42                                                               | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       71000 | PA      | $55974.00     | 0.03%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | XOM 4.227 03/19/40                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       87000 | PA      | $76976.82     | 0.04%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 2.7 04/15/30                                                                   | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      178000 | PA      | $165151.62    | 0.09%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                                        | FLEX 4.875 05/12/30                                                               | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       46000 | PA      | $45285.19     | 0.03%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FI 2.65 06/01/30                                                                  | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13549.30     | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4 11/13/30                                                                      | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178007.23    | 0.10%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 06/16/34 REGS                                                          | CUSIP: X93622GG1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $192845.00    | 0.11%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | BTPCL 6 04/01/33                                                                  | CUSIP: P3718SBL1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   120000000 | PA      | $129679.81    | 0.07%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                                           | AEGEBZ 9 01/20/31 144A                                                            | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $208626.20    | 0.12%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | KDP 4.6 05/15/30                                                                  | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57996.96     | 0.03%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                            | CL 4.2 05/01/30                                                                   | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      132000 | PA      | $132556.29    | 0.08%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                              | XEL 5.3 05/15/35                                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59729.86     | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                            | SO 3.75 03/01/45                                                                  | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       33000 | PA      | $25366.35     | 0.01%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 4.812 03/15/39                                                                 | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       31000 | PA      | $28910.79     | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                                   | BNTNF 10 01/01/29 NTNF                                                            | CUSIP: P8T60MZC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    17638000 | PA      | $2805968.38   | 1.61%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | AIG 3.4 06/30/30                                                                  | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       54000 | PA      | $50740.60     | 0.03%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 1.5 01/31/28                                                                  | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       86000 | PA      | $79415.20     | 0.05%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 2 08/12/31                                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       65000 | PA      | $54368.74     | 0.03%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.164 04/20/29 MTN                                                            | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66175.01     | 0.04%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERUGB 7.3 08/12/33                                                               | CUSIP: P6S32DFH1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      400000 | PA      | $116855.87    | 0.07%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 5.2 04/15/54                                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $51466.10     | 0.03%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 7.3 08/12/33 144A                                                            | CUSIP: 715638DY5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      270000 | PA      | $78877.71     | 0.05%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 7.3 11/13/54 144A                                                          | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $203488.61    | 0.12%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                             | SAMMIN 9.5 06/30/31 144A                                                          | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      244062 | PA      | $229704.88    | 0.13%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.875 01/30/29 144A                                                        | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      152000 | PA      | $150584.12    | 0.09%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| India (Republic of)                                                                              | IGB 7.17 04/17/30                                                                 | CUSIP: Y2R3MBRW7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     3000000 | PA      | $37087.03     | 0.02%             | 2030-04-17      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.5 03/12/34 10Y                                                           | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      600000 | PA      | $594741.00    | 0.34%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | CNP 5.4 06/01/29                                                                  | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41195.98     | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.5 06/01/34                                                                 | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30489.44     | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                                     | GD 4.95 08/15/35                                                                  | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31102.60     | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                        | TEL 4.5 02/09/31                                                                  | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       37000 | PA      | $36898.57     | 0.02%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                                              | JORDAN 7.375 10/10/47 REGS                                                        | CUSIP: M5269UAJ3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $167825.00    | 0.10%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.509 01/23/29                                                               | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       69000 | PA      | $67323.35     | 0.04%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.2 04/01/50 MTN                                                              | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       18000 | PA      | $14247.94     | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                            | CPT 2.8 05/15/30                                                                  | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |       68000 | PA      | $62567.14     | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                                                   | AEP 3.85 05/15/28                                                                 | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21627.11     | 0.01%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 3.95 01/31/60                                                                 | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       67000 | PA      | $47197.81     | 0.03%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.867 06/08/34 MTN                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       78000 | PA      | $79914.12     | 0.05%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| India (Republic of)                                                                              | IGB 7.18 08/14/33                                                                 | CUSIP: Y2R3MBYQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   120260000 | PA      | $1498832.43   | 0.86%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 8.5 02/15/32 144a                                                             | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152397.45    | 0.09%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 3.4 02/07/28                                                                 | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21523.55     | 0.01%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.452 12/05/29                                                               | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      165000 | PA      | $164793.86    | 0.09%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.496 02/13/31 MTN                                                           | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8146.69      | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 4.7 02/10/34                                                                | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $194259.64    | 0.11%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.125 03/15/34                                                             | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $195710.85    | 0.11%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5.55 11/20/30                                                              | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      119000 | PA      | $125023.52    | 0.07%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 5.95 02/01/29                                                                  | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       47000 | PA      | $49006.42     | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 7.125 05/13/54                                                             | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      400000 | PA      | $378907.78    | 0.22%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.25 05/15/55                                                               | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       63000 | PA      | $62182.01     | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM V4.857 03/30/29                                                                | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       87000 | PA      | $87785.00     | 0.05%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Relx Capital Inc.                                                                                | RELLN 5.25 03/27/35                                                               | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      102000 | PA      | $102983.51    | 0.06%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                                       | STZ 4.8 05/01/30                                                                  | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60105.40     | 0.03%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 4.375 11/15/42                                                                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       59000 | PA      | $46470.12     | 0.03%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.419 12/20/28                                                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82672.28     | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 4.25 02/15/28                                                                 | CUSIP: 02666TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19000 | PA      | $18848.09     | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 5.25 04/01/44                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       45000 | PA      | $34354.71     | 0.02%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 6.25 10/02/43                                                                  | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       69000 | PA      | $65082.27     | 0.04%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 4.78 03/25/38                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      117000 | PA      | $105519.26    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | AIG 4.2 04/01/28                                                                  | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66573.45     | 0.04%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.4 11/01/48                                                                 | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       71000 | PA      | $58274.12     | 0.03%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | DGX 2.95 06/30/30                                                                 | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18511.85     | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                                   | Y 4.9 09/15/44                                                                    | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |       44000 | PA      | $39457.41     | 0.02%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.375 02/01/35                                                                | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11507.56     | 0.01%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN F 08/01/41 REGS                                                            | CUSIP: X5S005UN9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      221000 | PA      | $157747.15    | 0.09%             | 2041-05-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 4.125 04/01/40                                                                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       13000 | PA      | $10577.92     | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      420000 | PA      | $422367.09    | 0.24%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.715 03/27/28 GMTN                                                           | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       98000 | PA      | $98600.97     | 0.06%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.068 04/30/41                                                               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       21000 | PA      | $15446.74     | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 6.65 04/22/24 8Y                                                            | CUSIP: M87883DN7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      178000 | PA      | $30415.75     | 0.02%             | 2024-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                                      | DT 4.375 06/21/28 144A                                                            | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $150334.39    | 0.09%             | 2028-06-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.45 11/16/38                                                                 | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45345.71     | 0.03%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 2.8 08/12/41                                                                 | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64707.83     | 0.04%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 0 07/31/30 REGS                                                              | CUSIP: P8054QBG7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      148000 | PA      | $89865.63     | 0.05%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.5 PERP OO                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      235000 | PA      | $234824.63    | 0.13%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 4.65 03/01/68                                                                 | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       82000 | PA      | $66708.80     | 0.04%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.75 01/16/30 144A                                                            | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      404000 | PA      | $405424.10    | 0.23%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.75 01/16/54 144A                                                            | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      406000 | PA      | $383722.78    | 0.22%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 4.375 04/15/38                                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11881.05     | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG 4.4 03/15/48                                                                  | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       22000 | PA      | $18172.95     | 0.01%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 144A                                                        | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $189448.00    | 0.11%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 2.57 05/20/54 INBK                                                            | CUSIP: Y6S39B6T2<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4650000 | PA      | $733766.80    | 0.42%             | 2054-05-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6 06/15/48                                                                     | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       71000 | PA      | $65380.82     | 0.04%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                            | SO 4.3 07/15/48 A                                                                 | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       30000 | PA      | $24576.48     | 0.01%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.875 04/30/35                                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       68000 | PA      | $66679.30     | 0.04%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.375 04/30/30                                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       68000 | PA      | $67586.49     | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 4.45 12/15/48                                                                 | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        9000 | PA      | $7402.98      | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.75 02/05/70                                                                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       36000 | PA      | $23928.06     | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.5 09/01/30                                                                  | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       31000 | PA      | $28967.63     | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 2.45 02/21/30                                                                | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       28000 | PA      | $25466.23     | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 3.15 02/21/40                                                                | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       82000 | PA      | $62067.18     | 0.04%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 3.625 09/01/30 144A                                                          | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       62000 | PA      | $57283.06     | 0.03%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                          | DUK 5.875 11/15/33                                                                | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30682.44     | 0.02%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 5.95 03/15/64                                                                 | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9115.97      | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HighTower                                                                                        | HighTower Term Loan B 350 2028-04-01                                              | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      112122 | PA      | $110159.60    | 0.06%             | 2028-04-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.6 01/15/28                                                                  | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46943.22     | 0.03%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES INC PASS-THROUGH TRUSTS                                                         | UAL 3.5 03/01/30 AA                                                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29933 | PA      | $28205.45     | 0.02%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.3 05/15/35                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       56000 | PA      | $56224.39     | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 6.44 01/26/36 REGS                                                           | CUSIP: P3143NBT0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $207227.47    | 0.12%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| India (Republic of)                                                                              | IGB 7.1 04/08/34                                                                  | CUSIP: Y2R3MBN50<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    52970000 | PA      | $657918.51    | 0.38%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.95 08/15/59                                                                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       34000 | PA      | $24711.35     | 0.01%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/35 144A                                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       56519 | PA      | $28434.14     | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FI 3.5 07/01/29                                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      101000 | PA      | $96261.36     | 0.06%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                                | ABIBB 4.7 02/01/36 *                                                              | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |       66000 | PA      | $63805.02     | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                           | GWRE 1.25 11/01/29                                                                | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |       66000 | PA      | $72567.00     | 0.04%             | 2029-11-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 6 02/01/33 144A                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123688.23    | 0.07%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.125 06/15/29                                                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $64203.95     | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.2 03/15/40                                                                  | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       64000 | PA      | $58819.28     | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | NFLX 4.875 06/15/30 144A                                                          | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37779.45     | 0.02%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hanger Inc                                                                                       | HGR L 10/23/31 2                                                                  | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |       13199 | PA      | $13156.50     | 0.01%             | 2031-10-16      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                                        | SO 4.75 10/15/41                                                                  | CUSIP: 605417BY9<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |       11000 | PA      | $9373.31      | 0.01%             | 2041-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                                   | TXN 3.875 03/15/39                                                                | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       74000 | PA      | $64851.21     | 0.04%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | NFLX 5.875 11/15/28                                                               | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       94000 | PA      | $99151.13     | 0.06%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.55 08/15/39 MTN                                                             | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       22000 | PA      | $18165.66     | 0.01%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 4.8 08/15/38                                                                   | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       92000 | PA      | $85450.40     | 0.05%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.884 10/22/30 MTN                                                           | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37115.35     | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 6.05 08/06/31 144A                                                         | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $198831.87    | 0.11%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.125 06/15/39                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       48000 | PA      | $44266.58     | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 2.875 09/15/29                                                                | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42108.98     | 0.02%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.194 07/23/30 MTN                                                           | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32076.53     | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 3.5 08/15/39                                                                  | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       32000 | PA      | $25647.80     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                            | SO 3.45 10/01/49                                                                  | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       26000 | PA      | $18176.17     | 0.01%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.739 10/15/30                                                               | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23128.89     | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                                                            | ADNOCM 5.125 09/11/54 144A                                                        | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      225000 | PA      | $202331.70    | 0.12%             | 2054-09-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                                | ABIBB 4.9 02/01/46 *                                                              | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |      192000 | PA      | $175046.08    | 0.10%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 5.375 02/08/35                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      210000 | PA      | $206757.88    | 0.12%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 4.18 05/16/44 0224                                                            | CUSIP: Y2R35QGG0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      319000 | PA      | $76671.78     | 0.04%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                                             | ZAMBIN 0.5 12/31/53 REGS                                                          | CUSIP: V7179UMK2<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       77000 | PA      | $43863.05     | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                                             | ZAMBIN 5.75 06/30/33 REGS                                                         | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       53560 | PA      | $46506.56     | 0.03%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMGB 7.2 10/30/33 10Y                                                            | CUSIP: X5S007LK1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      545000 | PA      | $121706.47    | 0.07%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 7.0529 01/15/32 144A                                                        | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      535000 | PA      | $446725.00    | 0.26%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 7.625 05/29/32 REGS                                                         | CUSIP: M1487WDG7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      660000 | PA      | $561778.80    | 0.32%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 05/29/31 M                                                             | CUSIP: P9767HEK1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11708600 | PA      | $565020.90    | 0.32%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLTES 6 04/28/28 B                                                               | CUSIP: P28714AP1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   226800000 | PA      | $48239.11     | 0.03%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                                   | BNTNF 10 01/01/31 NTNF                                                            | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     2574000 | PA      | $387959.12    | 0.22%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Gabonese (Republic of)                                                                           | GABON 6.625 02/06/31 REGS                                                         | CUSIP: V36283AD7<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |      775000 | PA      | $551294.70    | 0.32%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/30 REGS                                                            | CUSIP: P8054QBA0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      133030 | PA      | $99320.27     | 0.06%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 3.757 05/22/40 0519                                                           | CUSIP: Y2R35QCG4<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      778000 | PA      | $179481.90    | 0.10%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                        | PDVSA 5.375 04/12/27                                                              | CUSIP: P7807HAC9<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |       82800 | PA      | $9604.80      | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 6.55 03/14/37                                                                | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       79000 | PA      | $83641.25     | 0.05%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 5.75 12/31/32 REGs                                                         | CUSIP: V25125BD2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      143083 | PA      | $131465.11    | 0.08%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 7.75 10/13/19                                                                | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       93400 | PA      | $12842.50     | 0.01%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 4.85 09/30/29                                                                | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      300000 | PA      | $282720.00    | 0.16%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 4.5 01/30/30 144A                                                          | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      280000 | PA      | $260232.00    | 0.15%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 5.5 07/31/35 144A                                                            | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      581952 | PA      | $348769.21    | 0.20%             | 2035-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 5 07/31/40 REGS                                                              | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      175000 | PA      | $91241.50     | 0.05%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 5.35 09/15/54                                                                | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       89000 | PA      | $81512.63     | 0.05%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                                      | BG 4.65 09/17/34                                                                  | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53346.69     | 0.03%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5 01/16/34 REGS                                                               | CUSIP: M6320UCG2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      830000 | PA      | $826573.76    | 0.47%             | 2034-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 6.5 03/13/31                                                                | CUSIP: X5T03SAD9<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $204511.05    | 0.12%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Company                                                                          | SON 5 09/01/34                                                                    | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57382.27     | 0.03%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                                           | ACN 4.5 10/04/34                                                                  | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24095.79     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5.625 07/15/54                                                                | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32696.42     | 0.02%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 6.05 09/15/33                                                                | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      109000 | PA      | $113396.32    | 0.06%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                   | KR 5.65 09/15/64                                                                  | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       85000 | PA      | $78947.07     | 0.05%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.4 09/08/31                                                                   | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70871.82     | 0.04%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 4.4 09/05/29 GMTN                                                            | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26869.83     | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 5.6 10/15/54                                                                  | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      113000 | PA      | $104208.26    | 0.06%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                                  | UHS 5.05 10/15/34                                                                 | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       67000 | PA      | $62577.08     | 0.04%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                                           | ACN 4.25 10/04/31                                                                 | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $41550.78     | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.654 10/18/30                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124601.01    | 0.07%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V4.675 10/22/32                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109546.95    | 0.06%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 5.15 01/20/63                                                                 | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14246.15     | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3.625 09/01/28                                                                | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       81000 | PA      | $79363.37     | 0.05%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Grainger W W Inc                                                                                 | GWW 4.45 09/15/34                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |       69000 | PA      | $66932.05     | 0.04%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                                       | LH 4.35 04/01/30                                                                  | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78644.87     | 0.04%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.5 09/27/64                                                                 | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       94000 | PA      | $83408.76     | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                                | MKC 4.7 10/15/34                                                                  | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |       51000 | PA      | $48845.22     | 0.03%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                                | CPB 5.25 10/13/54                                                                 | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       58000 | PA      | $52040.31     | 0.03%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.7 02/15/55                                                                  | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32548.75     | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.12 09/16/27                                                                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30017.29     | 0.02%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      104000 | PA      | $102006.70    | 0.06%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 4.95 07/01/27                                                                 | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30308.93     | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                   | KR 5.5 09/15/54                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93540.94     | 0.05%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.65 10/18/30 GMTN                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       87000 | PA      | $86837.55     | 0.05%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.603 10/22/30                                                               | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66954.66     | 0.04%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.85 11/01/64                                                                 | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       54000 | PA      | $51888.38     | 0.03%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.8 10/15/34                                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32124.70     | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                                    | RF V5.502 09/06/35                                                                | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78340.69     | 0.04%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                                       | TTEFP 5.275 09/10/54                                                              | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      145000 | PA      | $133608.74    | 0.08%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.3 01/15/30                                                                 | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54316.40     | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings Llc                                                                  | BRKHEC 5.65 10/15/54                                                              | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      104000 | PA      | $97850.06     | 0.06%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 4.6 10/10/31 MTN                                                           | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65758.39     | 0.04%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 5.35 10/15/54                                                                  | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39342.89     | 0.02%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 5.95 08/01/54                                                                 | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       58000 | PA      | $54827.50     | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 4.95 09/01/29 GMTN                                                              | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45356.70     | 0.03%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                                           | ACN 4.05 10/04/29                                                                 | CUSIP: 00440KAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49679.59     | 0.03%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.016 10/23/35                                                                | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       88000 | PA      | $85268.87     | 0.05%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 5.375 11/15/54                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       49000 | PA      | $47592.72     | 0.03%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Yapi Ve Kredi Bankasi A.S.                                                                       | YKBNK V9.743 PERP 144A                                                            | CUSIP: 984848AS0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $201884.00    | 0.12%             | 2049-12-31      | Fixed         | 9.74%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi T.A.O.                                                                  | VAKBN V10.1173 PERP 144A                                                          | CUSIP: 90015WAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      200000 | PA      | $203579.51    | 0.12%             | 2049-12-31      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.25 03/02/30                                                                | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       41000 | PA      | $42166.45     | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.15 03/15/28                                                                 | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40848.40     | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 5 10/25/34 1034                                                             | CUSIP: X8T02EDK6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      480000 | PA      | $125756.39    | 0.07%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INT TL                                                                                  | FORTRESS INT TL                                                                   | CUSIP: LX2315195<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      304462 | PA      | $297611.76    | 0.17%             | 2031-05-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 6.5 06/01/29 144A                                                            | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $182802.48    | 0.10%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 6.5 05/15/32 144A                                                             | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      480000 | PA      | $489734.40    | 0.28%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Itron, Inc.                                                                                      | ITRI 1.375 07/15/30                                                               | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |       46000 | PA      | $50144.12     | 0.03%             | 2030-07-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Genting New York LLC / Genny Cap Inc.                                                            | RWNYNY 7.25 10/01/29 144A                                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $299799.26    | 0.17%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      555000 | PA      | $477041.87    | 0.27%             | 2049-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.875 04/23/32 144A                                                        | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      225000 | PA      | $197478.20    | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 6.625 07/15/32 144A                                                            | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      230000 | PA      | $227865.82    | 0.13%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Arcosa Inc                                                                                       | ACA 6.875 08/15/32 144A                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91709.16     | 0.05%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                              | AZORRA 7.75 04/15/30 144A                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      215000 | PA      | $213340.20    | 0.12%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYTB 0 05/20/25 364D                                                             | CUSIP: 999JAN217<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    13300000 | PA      | $258613.30    | 0.15%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 1.75 04/25/32 0432                                                          | CUSIP: X8T0245B7<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4442000 | PA      | $965325.11    | 0.55%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 7 09/30/29 144A                                                             | CUSIP: G8569ABP0<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       56369 | PA      | $6623.36      | 0.00%             | 2029-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.5 04/15/32 144A                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      155000 | PA      | $149298.76    | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                           | BWY 7.875 04/15/27 144A                                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30079.20     | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 6.125 06/15/29 144A                                                         | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $167609.48    | 0.10%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                               | RYASPE 5.875 08/01/32 144A                                                        | CUSIP: 78351GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $325944.93    | 0.19%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 6.5 10/01/31 144A                                                          | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      565000 | PA      | $563841.58    | 0.32%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                                | GGAMFI 5.875 03/15/30 144A                                                        | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      405000 | PA      | $402177.15    | 0.23%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 0.875 04/15/30                                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       17000 | PA      | $16065.00     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 1.2 03/13/31 121                                                             | CUSIP: 999MAR112<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    14330000 | PA      | $570445.81    | 0.33%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Saturn Oil & Gas Inc                                                                             | SOILCN 9.625 06/15/29 144A                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $149517.63    | 0.09%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                                        | HAHGRO 9.75 10/01/31 144A                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      325000 | PA      | $311834.97    | 0.18%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Queen MergerCo Inc.                                                                              | BECN 6.75 04/30/32 144A                                                           | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $596538.94    | 0.34%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                                   | BNTNB 6 05/15/35 NTNB                                                             | CUSIP: P80551BR7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      509000 | PA      | $364483.09    | 0.21%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 1.25 10/25/30 1030                                                          | CUSIP: X8T024V85<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2014000 | PA      | $448755.04    | 0.26%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vertex Inc                                                                                       | VERX 0.75 05/01/29                                                                | CUSIP: 92538JAA4<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |       29000 | PA      | $37755.08     | 0.02%             | 2029-05-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 5.625 09/15/29 144A                                                         | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $9966.90      | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| First Advantage                                                                                  | First Advantage Term Loan B 325 2031-09-08                                        | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |      420629 | PA      | $417078.46    | 0.24%             | 2031-09-08      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYTB 0 06/03/25 364D                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     6850000 | PA      | $131771.87    | 0.08%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                                          | MGMCHI 7.125 06/26/31 144A                                                        | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      205000 | PA      | $205867.56    | 0.12%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                                  | FIBCOP 7.2 07/18/36 144A                                                          | CUSIP: 683879AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       59000 | PA      | $56661.64     | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                             | REZI 6.5 07/15/32 144A                                                            | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      185000 | PA      | $183517.74    | 0.10%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.375 05/01/33 144A                                                           | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      305000 | PA      | $286719.68    | 0.16%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.5 05/01/33 144A                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153886.14    | 0.09%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.25 03/31/32 2032                                                           | CUSIP: S69124UU7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5528933 | PA      | $276460.97    | 0.16%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance Inc.             | BRP 7.125 05/15/31 144A                                                           | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |      495000 | PA      | $503659.04    | 0.29%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                                   | ZBRA 6.5 06/01/32 144A                                                            | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |      480000 | PA      | $482232.60    | 0.28%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 7.5 05/02/54 144A                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $196500.00    | 0.11%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 3.7 01/30/50 REGS                                                            | CUSIP: P3143NBF0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $135328.04    | 0.08%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 8.25 12/15/29                                                                 | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       95000 | PA      | $101857.96    | 0.06%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                       | PFGC 6.125 09/15/32 144A                                                          | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55016.34     | 0.03%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.75 05/01/35 144A                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      135000 | PA      | $138631.25    | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 6.35 01/13/27                                                              | CUSIP: G9884AAC6<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $14200.00     | 0.01%             | 2027-01-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 9.125 05/15/31 144A                                                        | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $207270.79    | 0.12%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                                  | FIBCOP 6 09/30/34 144A                                                            | CUSIP: 683879AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |        9000 | PA      | $8311.25      | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                                  | FIBCOP 6.375 11/15/33 2033                                                        | CUSIP: 683879AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       59000 | PA      | $56300.75     | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.25 04/15/33 144A                                                           | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      300000 | PA      | $283169.49    | 0.16%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Snowflake Inc                                                                                    | SNOW 0 10/01/29                                                                   | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       74000 | PA      | $91797.00     | 0.05%             | 2029-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 3.5 06/01/28                                                                  | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       57000 | PA      | $72105.00     | 0.04%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 2.3 11/15/28                                                                 | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       54000 | PA      | $50100.99     | 0.03%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.15 12/15/32                                                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       39000 | PA      | $36898.59     | 0.02%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.625 09/01/30                                                                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45508.63     | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                             | ETR 2.65 06/15/51                                                                 | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       14000 | PA      | $8148.35      | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                                       | UAL 5.875 10/15/27 20-1                                                           | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30210 | PA      | $30753.20     | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.125 01/22/32                                                             | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $203155.98    | 0.12%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                        | BCP V5.8 03/10/35 144A                                                            | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $195720.00    | 0.11%             | 2035-03-10      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Banco Actinver SA                                                                                | FIEMEX 7.25 01/31/41 144A                                                         | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      198850 | PA      | $197259.27    | 0.11%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 6.45 01/24/35 144A                                                         | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $191763.18    | 0.11%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYTB 0 06/17/25 364D                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    34075000 | PA      | $648648.65    | 0.37%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                           | ES 5.5 03/15/40                                                                   | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61104.33     | 0.03%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4.05 03/15/42                                                                 | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       60000 | PA      | $45716.86     | 0.03%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 4.4 03/15/42                                                                 | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $27819.67     | 0.02%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                           | BRK 2.85 10/15/50                                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      115000 | PA      | $73066.22     | 0.04%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/34 144A                                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      126049 | PA      | $48497.35     | 0.03%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/29 REGS                                                             | CUSIP: V3R60FEL4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       80550 | PA      | $68770.57     | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sable International Finance Limited                                                              | CWCLN 7.125 10/15/32 144A                                                         | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $196520.00    | 0.11%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 6.875 11/15/28                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      138000 | PA      | $147601.78    | 0.08%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 2.75 12/22/26 26/D                                                            | CUSIP: X3R52SBX1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    77250000 | PA      | $205301.46    | 0.12%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.182 06/01/28                                                               | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22008.76     | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 3.984 09/25/50                                                             | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34697.11     | 0.02%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 1.75 02/01/34 144A                                                         | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      168958 | PA      | $84217.12     | 0.05%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/35 REGS                                                             | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      237320 | PA      | $161490.33    | 0.09%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 01/03/30 REGS                                                             | CUSIP: V3R60FEP5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       45552 | PA      | $34630.89     | 0.02%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Niagara Energy S.A.C.                                                                            | NIAENE 5.746 10/03/34 144A                                                        | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $197675.17    | 0.11%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.45 06/01/28                                                                 | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      138000 | PA      | $136773.74    | 0.08%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.839 03/20/60                                                                | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |        9000 | PA      | $6396.48      | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4.5 10/01/29                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57637.80     | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V4.875 PERP                                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       91000 | PA      | $89788.17     | 0.05%             | 2049-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Express Corporation                                                                      | FDX 1.875 02/20/34                                                                | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31894 | PA      | $27137.72     | 0.02%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 2.1 09/01/40                                                                  | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       33000 | PA      | $22554.90     | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 7.75 02/01/32                                                              | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      105000 | PA      | $100112.54    | 0.06%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.5 01/31/37 2037                                                            | CUSIP: S69124TY1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    12160510 | PA      | $543520.45    | 0.31%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.5 06/01/41                                                                    | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      115000 | PA      | $88298.76     | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 3 10/15/30                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19321.39     | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                            | THAIGB 4 06/17/55                                                                 | CUSIP: Y6065BSX6<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    10218000 | PA      | $394955.97    | 0.23%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 4.054 04/18/39 0124                                                           | CUSIP: Y2R35QGD7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1259000 | PA      | $299509.57    | 0.17%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ipalco Enterprises Inc.                                                                          | AES 4.25 05/01/30                                                                 | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |       52000 | PA      | $49586.14     | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.687 04/22/32                                                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      177000 | PA      | $156551.64    | 0.09%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds TREAS PRT PRMR                                       | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         500 | NS      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander, S.A.                                                                            | SANTAN 5.439 07/15/31                                                             | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $206504.99    | 0.12%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.9 01/07/35                                                                   | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31757.09     | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40442.64     | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                              | BNS V5.13 02/14/31                                                                | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       58000 | PA      | $58903.23     | 0.03%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                     | CARGIL 5.125 02/11/35 144A                                                        | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20042.05     | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                                    | TRPCN V7 06/01/65                                                                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       31000 | PA      | $30399.82     | 0.02%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.5 02/12/55                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13033.91     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 5.4 03/23/35                                                                  | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38030.96     | 0.02%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                                                     | YPANBR 8.947 07/31/42 144A                                                        | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      307266 | PA      | $314947.45    | 0.18%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| C&W Senior Finance Ltd.                                                                          | CWCFIN 9 01/15/33 144A                                                            | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      200000 | PA      | $200580.01    | 0.11%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.8 03/15/65                                                                  | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80524.00     | 0.05%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.625 04/04/32                                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       76000 | PA      | $75416.10     | 0.04%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                                        | FHN V5.514 03/07/31                                                               | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |      191000 | PA      | $192086.19    | 0.11%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.3 06/01/34                                                                | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40646.48     | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.75 06/15/54                                                                | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33336.17     | 0.02%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GMT 6.05 06/05/54                                                                 | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48440.90     | 0.03%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO 5.511 06/04/31                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       52000 | PA      | $54110.80     | 0.03%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | HON 4.75 02/01/32                                                                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88024.03     | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.6 08/14/34                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48293.83     | 0.03%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 4.95 03/15/35                                                                  | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      166000 | PA      | $165280.04    | 0.09%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.7 12/30/34 144A                                                             | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      107000 | PA      | $106497.81    | 0.06%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.59 11/26/35                                                             | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200247.94    | 0.11%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 7 02/28/31 R213                                                              | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5411193 | PA      | $261916.19    | 0.15%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.95 12/01/54                                                                 | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39152.36     | 0.02%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.85 12/15/29                                                                 | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30343.31     | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.75 01/31/44 2044                                                           | CUSIP: S69124VF9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     7461447 | PA      | $311476.09    | 0.18%             | 2045-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 2.75 10/25/29 1029                                                          | CUSIP: X8T024E27<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1005000 | PA      | $248075.83    | 0.14%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 5.2 04/15/32                                                                 | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22353.36     | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 5.8 01/15/35                                                                   | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      204000 | PA      | $202752.60    | 0.12%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGOMOB 0 11/04/25 364D                                                            | CUSIP: V67353MC9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  1193000000 | PA      | $656131.69    | 0.38%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 3 10/27/27 27/A                                                               | CUSIP: X93622EB4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    62670000 | PA      | $163470.26    | 0.09%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 5.55 06/15/54                                                              | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       63000 | PA      | $60095.84     | 0.03%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.25 02/01/30 144A                                                         | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       78000 | PA      | $79285.26     | 0.05%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds TREAS PRT PRMR                                       | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1373044 | NS      | $1373043.85   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds TREAS PRT PRMR                                       | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1233672 | NS      | $1233672.45   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.5 05/26/33 M                                                              | CUSIP: P4R07XU53<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13813800 | PA      | $637186.66    | 0.36%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 7.75 11/07/36                                                               | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      410000 | PA      | $390548.73    | 0.22%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PG&E Corporation 6% SER A MAND CONV PFD STK                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        1008 | PA      | $43837.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                              | Abbott Laboratories COM NPV                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |         273 | NS      | $35694.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel LP                                                                                       | CITADL 6.375 01/23/32 144A                                                        | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |       67000 | PA      | $68928.87     | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.14 01/24/31                                                                | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29615.56     | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.55 05/20/61                                                                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       19000 | PA      | $12559.59     | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.8 12/01/57                                                                    | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       78000 | PA      | $53692.10     | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | Apple Inc. COM USD0.00001                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         312 | NS      | $66300.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | Bristol-Myers Squibb Company COM USD0.10                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |         971 | NS      | $48744.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 5.7 03/01/35                                                                  | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       74000 | PA      | $72360.60     | 0.04%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                                      | ROL 5.25 02/24/35 144A                                                            | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69834.42     | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                     | Biomarin Pharmaceutical Inc. COM USD0.001                                         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        2307 | NS      | $146932.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX S.A.B. de C.V. SPON ADR REP 10 ORD SHS                                      | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |       21218 | NS      | $130915.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                                  | BHP 5 02/21/30                                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      119000 | PA      | $121435.02    | 0.07%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 5.25 03/01/35                                                                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95573.43     | 0.05%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                                      | United Parcel Service, Inc. CLASS'B'COM USD0.01                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |         795 | NS      | $75763.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Co. COM USD1.00                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |          97 | NS      | $23728.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.65 03/15/35                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79107.08     | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 5.227 11/17/34                                                               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48960.21     | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                            | Colgate-Palmolive Co. COM USD1.00                                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |         693 | NS      | $63887.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                                                                 | Packaging Corporation of America COM USD0.01                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         290 | NS      | $53826.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers, L.P.                                                                            | REG 5.1 01/15/35                                                                  | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41445.04     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 4.8 09/01/31                                                                  | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37042.12     | 0.02%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                                  | Deere & Company COM USD1                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |          36 | NS      | $16688.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley COM USD0.01                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         614 | NS      | $70867.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.45 11/15/34                                                                 | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25650.20     | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.25 06/15/55                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21474.33     | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                             | Emerson Electric Co. COM USD0.50                                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |         765 | NS      | $80409.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                                                     | Fastenal Co. COM USD0.01                                                          | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |          78 | NS      | $6315.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.375 09/27/54                                                               | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       69000 | PA      | $61155.85     | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                          | CNP 5.05 03/01/35                                                                 | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34736.06     | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | Home Depot Inc. COM USD0.05                                                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |          66 | NS      | $23792.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                                                       | Kimberly-Clark Corporation COM USD1.25                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         356 | NS      | $46913.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Mut Holding Inc.                                                                         | BCBSNJ 6.2 11/15/34 144A                                                          | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |       79000 | PA      | $77251.13     | 0.04%             | 2034-11-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V6.141 11/18/39                                                              | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      151000 | PA      | $149315.31    | 0.09%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | Lockheed Martin Corporation COM USD1.00                                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         231 | NS      | $110360.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                                  | Microsoft Corp. COM USD0.00000625                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |         238 | NS      | $94071.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                                                         | VMC 4.95 12/01/29                                                                 | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95983.31     | 0.05%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 7.008 05/01/64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      115000 | PA      | $122939.91    | 0.07%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                                | Microchip Technology Incorporated COM USD0.001                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |         430 | NS      | $19814.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | Northrop Grumman Corporation COM USD1                                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |          50 | NS      | $24325.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                                                                       | CNHI 4.55 04/10/28                                                                | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       62000 | PA      | $61886.57     | 0.04%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 4.8 09/01/28                                                                  | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       98000 | PA      | $98296.27     | 0.06%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QUALCOMM Inc. COM USD0.0001                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |         593 | NS      | $88036.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 3.25 10/22/31 31/A                                                            | CUSIP: X93622CC4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    59400000 | PA      | $139217.34    | 0.08%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 9 01/31/40 2040                                                              | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    10406227 | PA      | $459594.99    | 0.26%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | Broadcom Inc COM USD0.001                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         437 | NS      | $84109.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.4 07/31/33                                                                  | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67042.08     | 0.04%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 5.5 08/15/33                                                                 | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41005.81     | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 07/24/25                                                                      | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      610000 | PA      | $604065.23    | 0.35%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 2.75 07/23/29 105                                                            | CUSIP: 999MAR302<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5050000 | PA      | $224277.41    | 0.13%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.375 03/15/29                                                                | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19053.69     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V6.401 03/06/35                                                               | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      137000 | PA      | $143511.37    | 0.08%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGOMOB 0 12/02/25 361D                                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   137457000 | PA      | $74192.45     | 0.04%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | Exxon Mobil Corp. COM NPV                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |         609 | NS      | $64328.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 4.9 03/07/31 MTN                                                               | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74779.47     | 0.04%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 5.95 07/15/34                                                                  | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       56000 | PA      | $58001.07     | 0.03%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 5.5 06/24/25 25/B                                                             | CUSIP: X0R83EJZ8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    67630000 | PA      | $190123.69    | 0.11%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                            | THAIGB 3.3 06/17/38                                                               | CUSIP: Y6065BKV8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4435000 | PA      | $151291.26    | 0.09%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 6 06/01/44                                                                    | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29057.67     | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.176 06/15/29                                                                 | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30590.94     | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                            | THAIGB 3.45 06/17/43                                                              | CUSIP: Y6065BQX8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    31204000 | PA      | $1070267.18   | 0.61%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/05/25                                                                      | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      475000 | PA      | $473046.56    | 0.27%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                            | DUK 5.65 04/01/53                                                                 | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14422.49     | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.75 01/15/54                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20271.95     | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 10.5 12/21/26 R186                                                           | CUSIP: S69124FF7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6400000 | PA      | $357340.25    | 0.20%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 0.95 05/15/30 94                                                             | CUSIP: X73311KU9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10910000 | PA      | $438669.48    | 0.25%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                           | PFE 5.34 05/19/63                                                                 | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      128000 | PA      | $116156.88    | 0.07%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                           | PFE 5.3 05/19/53                                                                  | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       69000 | PA      | $63895.21     | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                     | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |         350 | PA      | $25242.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYTB 0 06/10/25 364D                                                             | CUSIP: 999MAR278<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    43300000 | PA      | $828566.53    | 0.47%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Ueretim AS                                                                 | ZOREN 11 04/23/30 144A                                                            | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $183170.31    | 0.10%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.55 03/15/37                                                                 | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       46000 | PA      | $48510.01     | 0.03%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5 01/30/29                                                                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33362.36     | 0.02%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                           | EXR 4 06/15/29                                                                    | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19439.44     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYTB 0 09/09/25 364D                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    18400000 | PA      | $330633.35    | 0.19%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK USD0.001 CL A                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         594 | NS      | $94327.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 4.9 02/15/29                                                                  | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       72000 | PA      | $73405.26     | 0.04%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 7.079 08/02/43                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       41000 | PA      | $43969.33     | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.875 02/28/35 2035                                                          | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8439822 | PA      | $408153.66    | 0.23%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Honduras (Republic of)                                                                           | HONDUR 8.625 11/27/34 144A                                                        | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      150000 | PA      | $148725.00    | 0.09%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 3.95 10/01/42                                                                 | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       30000 | PA      | $24225.83     | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                         | DUK 4.1 03/15/43                                                                  | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       22000 | PA      | $17912.89     | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                                           | PROTAR 5.25 04/01/29 144A                                                         | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45212.16     | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 5.375 03/15/29 MTN                                                              | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9234.89      | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 2.5 07/25/26 0726                                                           | CUSIP: X8T024QG3<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      429000 | PA      | $111267.36    | 0.06%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 2.5 07/25/27 0727                                                           | CUSIP: X8T024SP1<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      981000 | PA      | $249968.02    | 0.14%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.5 08/03/35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24098.84     | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 5.25 02/01/55                                                                 | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       45000 | PA      | $43878.23     | 0.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 2.65 08/15/30                                                                | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       56000 | PA      | $50070.20     | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Termocandelaria Power SA                                                                         | TERMOC 7.75 09/17/31 144A                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $199038.00    | 0.11%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5.375 04/15/54                                                                | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       38000 | PA      | $35250.78     | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.727 04/25/30                                                                | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41461.84     | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 2.25 04/20/33 33/A                                                            | CUSIP: X51627GG0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   116230000 | PA      | $240931.07    | 0.14%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 1.75 06/23/32 138                                                            | CUSIP: 999APR302<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5220000 | PA      | $207972.91    | 0.12%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Telekom Srbija Ad Beograd                                                                        | TELSER 7 10/28/29 144A                                                            | CUSIP: 87945BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | RS        |      200000 | PA      | $198267.20    | 0.11%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS V4.75 06/01/50                                                                | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65558.25     | 0.04%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 3.25 05/15/51                                                                 | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $19775.42     | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 4 07/01/29 144A                                                               | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       97000 | PA      | $92373.86     | 0.05%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Senegal (Republic of)                                                                            | SENEGL 7.75 06/10/31 7Y                                                           | CUSIP: V7691CAM0<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      834000 | PA      | $656076.43    | 0.38%             | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYTB 0 06/24/25 364D                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    13000000 | PA      | $246194.08    | 0.14%             | 2025-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.676 06/19/41 MTN                                                           | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        7000 | PA      | $4960.67      | 0.00%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 1.65 08/15/30 R                                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       62000 | PA      | $52969.29     | 0.03%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 2.5 07/15/31                                                                  | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       28000 | PA      | $24127.26     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                                    | REXR 2.15 09/01/31                                                                | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |      108000 | PA      | $90160.23     | 0.05%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 6.55 02/06/37 144A                                                         | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $198613.51    | 0.11%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 1.75 02/01/35 144A                                                         | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      246305 | PA      | $121142.65    | 0.07%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.65 09/15/59                                                                   | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       66000 | PA      | $43654.30     | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.75 05/15/63                                                                | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       39000 | PA      | $38990.81     | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                         | DUK 4.1 05/15/42                                                                  | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       32000 | PA      | $26362.56     | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 2.375 07/16/40 144A                                                          | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       66000 | PA      | $45870.12     | 0.03%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 5 09/30/30 150                                                               | CUSIP: BY3335613<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    13930000 | PA      | $677674.05    | 0.39%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/36 144A                                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       48764 | PA      | $24402.97     | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                            | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20210.37     | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | TMO 5.404 08/10/43                                                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41167.55     | 0.02%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5.5 04/15/64                                                                  | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       43000 | PA      | $39803.08     | 0.02%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.766 04/22/35                                                               | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       67000 | PA      | $69445.53     | 0.04%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                                       | TTEFP 5.638 04/05/64                                                              | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $47049.39     | 0.03%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.5 03/01/40 MTN                                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44669.31     | 0.03%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 07/03/26 REGS                                                             | CUSIP: V3R60FEK6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       22200 | PA      | $20956.80     | 0.01%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 4.4 12/01/61                                                                 | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       57000 | PA      | $37012.64     | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 2 08/15/31                                                                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       61000 | PA      | $51129.97     | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 3.799 04/06/71                                                                | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |        8000 | PA      | $5411.57      | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                            | DUK 5.25 04/01/33                                                                 | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22350.01     | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 4.85 03/01/32                                                                 | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50206.07     | 0.03%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                                | HSY 5.1 02/24/35                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6054.18      | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 6.15 04/01/33                                                                 | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       93000 | PA      | $93936.04     | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 5.85 04/01/63                                                                 | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22766.43     | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | OVV 5.65 05/15/28                                                                 | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20369.14     | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 6 06/01/63                                                                    | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8364.29      | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Heico Corp                                                                                       | HEI 5.25 08/01/28                                                                 | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54131.69     | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | NSC 5.05 08/01/30                                                                 | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8233.24      | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 5.3 06/25/54                                                                   | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28478.38     | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.33 07/23/35                                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48697.79     | 0.03%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.8 11/01/30                                                                  | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54876.81     | 0.03%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 5.5 06/01/29 MTN                                                                | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53370.31     | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                                       | NGGLN 1.96 06/27/30 144A                                                          | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       48000 | PA      | $41921.81     | 0.02%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 2.45 07/15/28                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       69000 | PA      | $63435.16     | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.969 08/02/30 GMTN                                                           | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       46000 | PA      | $46588.75     | 0.03%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 4.85 08/01/34                                                                 | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22825.32     | 0.01%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 03/26/36 REGS                                                          | CUSIP: X93622GS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      250000 | PA      | $236197.50    | 0.14%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.299 07/21/32                                                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       91000 | PA      | $78197.98     | 0.04%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                        | TRGP 4.875 02/01/31                                                               | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32094.63     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                                         | ORLY 5 08/19/34                                                                   | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57658.59     | 0.03%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.4 08/15/54                                                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       84000 | PA      | $80825.41     | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.5 05/15/64                                                                | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       52000 | PA      | $47826.41     | 0.03%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                     | EFX 5.1 06/01/28                                                                  | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      114000 | PA      | $115848.60    | 0.07%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | KO 5.2 01/14/55                                                                   | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       38000 | PA      | $36331.56     | 0.02%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.75 11/01/31                                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       68000 | PA      | $68242.62     | 0.04%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                               | CPGX 6.042 08/15/28 144A                                                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $34027.20     | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 5.7 08/15/53                                                                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14619.70     | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.35 06/01/34                                                                 | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       72000 | PA      | $72625.53     | 0.04%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 5.85 06/01/34                                                                 | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49473.18     | 0.03%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.561 11/19/45                                                                | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       54000 | PA      | $51934.24     | 0.03%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 5 11/15/29                                                                    | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43715.58     | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.087 06/14/29 MTN                                                           | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5587.60      | 0.00%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 2.375 07/15/31                                                                | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       24000 | PA      | $20520.18     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 5.25 03/15/35                                                                 | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38971.51     | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.4 03/01/29                                                                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       76000 | PA      | $77511.80     | 0.04%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 3.375 07/15/51                                                                | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       57000 | PA      | $36481.71     | 0.02%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 2.5 09/22/41                                                                  | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       30000 | PA      | $21054.91     | 0.01%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5.35 01/09/35                                                              | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54292.33     | 0.03%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                        | APA 6.1 02/15/35 144A                                                             | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3742.17      | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V6.123 10/28/33 MTN                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40780.54     | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.15 11/09/29                                                                | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       39000 | PA      | $41445.48     | 0.02%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                              | AEP 5.3 04/01/33                                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33846.77     | 0.02%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Company                                                                      | FE 5.2 04/01/28 144A                                                              | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $36699.20     | 0.02%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.389 04/24/34                                                               | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22089.82     | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.288 04/25/34                                                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44119.57     | 0.03%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 3.755 03/15/27                                                                | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26274.98     | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 5.141 03/15/52                                                                | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      133000 | PA      | $90927.08     | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 5.125 05/15/33                                                                 | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33511.21     | 0.02%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES 5.45 06/01/28                                                                 | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41628.79     | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 3.9 04/05/32                                                                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       37000 | PA      | $34066.30     | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 5.523 07/17/28 MTN                                                             | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       57000 | PA      | $59091.20     | 0.03%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                                | ETR 5.8 09/01/53                                                                  | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19621.12     | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                | TSN 5.4 03/15/29                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       43000 | PA      | $44249.51     | 0.03%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                              | ADI 5.3 04/01/54                                                                  | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       44000 | PA      | $41327.99     | 0.02%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                             | ETR 5.75 06/01/54                                                                 | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41250.02     | 0.02%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.587 01/18/36                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      158000 | PA      | $160279.30    | 0.09%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.734 01/28/56                                                                | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      118000 | PA      | $114923.20    | 0.07%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 2.1 05/12/31                                                                 | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       54000 | PA      | $47773.61     | 0.03%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 3.05 05/15/41                                                                 | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       18000 | PA      | $13057.55     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.55 02/15/31                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       23000 | PA      | $20408.95     | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                                           | BX 2 01/30/32 144A                                                                | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      101000 | PA      | $83230.27     | 0.05%             | 2032-01-30      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6 08/03/55                                                                   | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       74000 | PA      | $71980.53     | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.95 02/07/30                                                                | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29556.24     | 0.02%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 4.9 03/27/28                                                                | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19278.47     | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.25 04/21/34 MTN                                                             | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      102000 | PA      | $101999.77    | 0.06%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | OVV 7.1 07/15/53                                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       62000 | PA      | $60317.13     | 0.03%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5.25 07/15/28                                                                 | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27596.94     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 5.6 03/15/55                                                                 | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41688.26     | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 5.25 05/15/50 144A                                                            | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       42000 | PA      | $36057.48     | 0.02%             | 2050-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                           | EXR 2.4 10/15/31                                                                  | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       75000 | PA      | $64033.12     | 0.04%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                                        | TPG 5.875 03/05/34                                                                | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54482.79     | 0.03%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 4.55 04/01/46 144A                                                            | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      135000 | PA      | $106686.68    | 0.06%             | 2046-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 4.75 11/15/45 144A                                                            | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |        6000 | PA      | $4876.98      | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nuveen LLC                                                                                       | TIAAGL 5.55 01/15/30 144A                                                         | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20730.93     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 5.1 04/11/34 MTN                                                               | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61822.20     | 0.04%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.995 07/22/30                                                               | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60867.56     | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 5.55 02/16/55                                                                 | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       32000 | PA      | $29904.12     | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                                   | PNW 5.7 08/15/34                                                                  | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41611.81     | 0.02%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V3.031 11/01/34                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      130000 | PA      | $118840.49    | 0.07%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.95 02/15/35                                                                 | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40209.99     | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | NFLX 5.4 08/15/54                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48512.70     | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.05 08/14/54                                                                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       56000 | PA      | $52198.36     | 0.03%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                                         | PPL 5.25 09/01/34                                                                 | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31996.58     | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.55 09/15/55                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      297000 | PA      | $198893.92    | 0.11%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                | HIG 2.9 09/15/51                                                                  | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       60000 | PA      | $37005.92     | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.187 11/15/36 144A                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      150000 | PA      | $122409.13    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5.2 04/15/63                                                                  | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39680.18     | 0.02%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 5.1 06/15/35                                                                 | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       77000 | PA      | $77277.37     | 0.04%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.534 11/29/45                                                               | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4923.76      | 0.00%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                 | CP 2.875 11/15/29                                                                 | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       62000 | PA      | $58034.25     | 0.03%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 5.391 03/15/62                                                                | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       53000 | PA      | $36053.60     | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.6 05/15/53                                                                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40679.30     | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                           | PFE 4.65 05/19/30                                                                 | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       33000 | PA      | $33415.85     | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                                 | FE 5.1 01/15/35 144A                                                              | CUSIP: 476556DE2<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93629.93     | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 5.2 02/10/35                                                                  | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28218.72     | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.68 06/26/28 144A                                                         | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54018.10     | 0.03%             | 2028-06-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.4 08/14/28                                                                   | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46268.12     | 0.03%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.125 08/03/65                                                               | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30241.32     | 0.02%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 5.3 03/15/32                                                                  | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54078.85     | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                                   | BLK 5.25 03/14/54                                                                 | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94612.13     | 0.05%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 5.4 02/15/35                                                                 | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21656.40     | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 6.2 03/01/55                                                                  | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73483.40     | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.5 02/24/55                                                                 | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       62000 | PA      | $61066.20     | 0.03%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.5 03/01/55 Q                                                                | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31103.50     | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                           | ES 5.2 03/01/35                                                                   | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70990.33     | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.2 03/01/35 144A                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       81000 | PA      | $81317.83     | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corporation                                                                          | BKH 6 01/15/35                                                                    | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36147.89     | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company - Wisconsin                                                        | XEL 5.65 06/15/54                                                                 | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29693.06     | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                           | ES 5.4 06/01/34                                                                   | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30593.76     | 0.02%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 5.15 11/15/31                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41794.42     | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 4.8 08/14/29                                                                 | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101727.70    | 0.06%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.55 08/15/64                                                                | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       56000 | PA      | $53868.92     | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Company                                                                    | FTSCN 5.2 09/15/34                                                                | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30974.40     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 5 08/15/34                                                                   | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       69000 | PA      | $68675.98     | 0.04%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V4.613 10/02/30 144A                                                       | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $198051.21    | 0.11%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 5.75 11/15/54                                                                 | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       67000 | PA      | $64164.36     | 0.04%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                                            | CUZ 5.375 02/15/32                                                                | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78292.72     | 0.04%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GMT 5.5 06/15/35                                                                  | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       99000 | PA      | $98137.85     | 0.06%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.75 02/12/30                                                                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       74000 | PA      | $75867.94     | 0.04%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 5 03/01/35                                                                    | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54069.19     | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.875 03/15/30                                                               | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65408.84     | 0.04%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.1 02/24/35                                                                 | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42548.82     | 0.02%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5 03/01/32 144A                                                              | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48384.65     | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.8 05/01/65 144A                                                            | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       83000 | PA      | $81760.61     | 0.05%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.65 06/01/54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       54000 | PA      | $52137.40     | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 5.15 09/02/29                                                                | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       44000 | PA      | $44457.99     | 0.03%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 5.5 03/15/55                                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24550.31     | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.05 09/01/54                                                                  | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       81000 | PA      | $73985.80     | 0.04%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 1.75 02/01/36 144A                                                         | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      161636 | PA      | $77938.29     | 0.04%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.95 03/15/37 144A                                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $198560.00    | 0.11%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 4.8 11/15/29                                                                 | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86492.34     | 0.05%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5 01/31/30                                                                    | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30476.38     | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                                               | AEP 5.2 01/15/35                                                                  | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73778.11     | 0.04%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.9 04/30/54                                                                 | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       58000 | PA      | $56004.16     | 0.03%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.536 01/28/36                                                                | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      170000 | PA      | $171677.35    | 0.10%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 5.45 03/15/35                                                                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49351.78     | 0.03%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.375 08/15/55                                                               | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60126.48     | 0.03%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 5.05 02/19/30                                                                 | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41660.22     | 0.02%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.5 03/01/32                                                                  | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39484.25     | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                                  | BHP 5.3 02/21/35                                                                  | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      119000 | PA      | $119623.76    | 0.07%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                                       | ORIX 5.4 02/25/35                                                                 | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |       49000 | PA      | $49085.45     | 0.03%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                                | NUE 5.1 06/01/35                                                                  | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       88000 | PA      | $86342.00     | 0.05%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 5.2 03/05/35                                                                 | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43897.04     | 0.03%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                                       | AMP 5.2 04/15/35                                                                  | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52063.81     | 0.03%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.7 05/01/55 144A                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       96000 | PA      | $94623.57     | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| New York State Electric & Gas Corporation                                                        | AGR 5.3 08/15/34 144A                                                             | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37046.42     | 0.02%             | 2034-08-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Company                                                                         | EMN 5 08/01/29                                                                    | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45340.88     | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                                            | CUZ 5.875 10/01/34                                                                | CUSIP: 222793AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       84000 | PA      | $84054.07     | 0.05%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5.2 08/14/64                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       73000 | PA      | $68485.91     | 0.04%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.5 02/15/35                                                                 | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31255.30     | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MMC 5 03/15/35                                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      322000 | PA      | $319730.54    | 0.18%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.322 11/13/31 144A                                                           | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      136000 | PA      | $135718.80    | 0.08%             | 2031-11-13      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 5.35 11/15/34                                                                 | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30112.08     | 0.02%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.125 PERP                                                                  | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       47000 | PA      | $45367.40     | 0.03%             | 2049-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                                       | CITADL 6 01/23/30 144A                                                            | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35617.03     | 0.02%             | 2030-01-23      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                        | NFG 5.5 03/15/30                                                                  | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       78000 | PA      | $79877.74     | 0.05%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                                      | IBM 5 02/10/32 ..                                                                 | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101021.86    | 0.06%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                               | ESS 5.375 04/01/35                                                                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48778.19     | 0.03%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      119000 | PA      | $118744.55    | 0.07%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                              | VLO 5.15 02/15/30                                                                 | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       99000 | PA      | $100048.05    | 0.06%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 5.1 02/20/35                                                                  | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62409.59     | 0.04%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.7 04/01/35                                                                   | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39593.02     | 0.02%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds TREAS PRT PRMR                                       | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |          98 | NS      | $98.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 5.95 01/08/34 REGS                                                           | CUSIP: P3143NBQ6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $304482.21    | 0.17%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Kaspi.Kz JSC                                                                                     | JSCKSP 6.25 03/26/30 144A                                                         | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $195530.00    | 0.11%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Aes Andes S.A                                                                                    | AES 6.25 03/14/32 144A                                                            | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $199961.16    | 0.11%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 7.625 02/01/41 REGS                                                        | CUSIP: P01012AR7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $133604.74    | 0.08%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 6.1 10/04/22 EMTN                                                           | CUSIP: M87883DE7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      200000 | PA      | $34000.00     | 0.02%             | 2022-10-04      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 4.75 05/15/52                                                                 | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       16000 | PA      | $13484.84     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 5 02/09/54                                                                    | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       46000 | PA      | $42725.82     | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | HON 5.25 03/01/54                                                                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       47000 | PA      | $44067.28     | 0.03%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 02/15/45                                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      235800 | PA      | $237421.13    | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL 5.6 04/15/35                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50486.69     | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds TREAS PRT PRMR                                       | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      711336 | NS      | $711335.57    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 3.875 03/01/52                                                                 | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       88000 | PA      | $64678.63     | 0.04%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 3.625 04/15/52                                                                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       21000 | PA      | $15187.60     | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4.25 04/01/52                                                                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       26000 | PA      | $19825.40     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.571 04/27/33                                                               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       61000 | PA      | $59099.22     | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V4.789 06/01/33 MTN                                                           | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42766.54     | 0.02%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                                      | AVT 6.25 03/15/28                                                                 | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46578.21     | 0.03%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                                 | PKG 5.7 12/01/33                                                                  | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45321.16     | 0.03%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 6.1 01/07/34                                                                   | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38185.42     | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                                 | AQNCN 5.869 01/31/34 144A                                                         | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86371.23     | 0.05%             | 2034-01-31      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | HON 5 03/01/35                                                                    | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39836.15     | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 04/30/32                                                                      | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       24000 | PA      | $24105.00     | 0.01%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.664 04/17/36                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      416000 | PA      | $424765.02    | 0.24%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 04/30/30                                                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      417800 | PA      | $420770.30    | 0.24%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 04/30/27                                                                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      558000 | PA      | $559634.77    | 0.32%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 4.9 04/28/35                                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      236000 | PA      | $239056.46    | 0.14%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 9.25 09/15/27                                                                | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      201200 | PA      | $34707.00     | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 11/18/38 M                                                              | CUSIP: P6625CAM0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10499200 | PA      | $488335.96    | 0.28%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 6.9 08/12/37 REGS                                                            | CUSIP: P87324BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1134000 | PA      | $305547.66    | 0.17%             | 2037-08-12      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 5.705 05/01/40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       47000 | PA      | $45625.90     | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 3.625 04/15/32                                                                | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13628.43     | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP 5.625 03/01/33                                                                | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18444.58     | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 5.75 01/15/34                                                                | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65231.15     | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                                          | WTRG 5.375 01/15/34                                                               | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33119.07     | 0.02%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                               | PPL 4.85 02/15/34                                                                 | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54537.85     | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 5.5 01/01/34                                                                   | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32003.55     | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 5.2 02/15/64                                                                  | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       63000 | PA      | $57177.23     | 0.03%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.25 02/13/34                                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       74000 | PA      | $74749.56     | 0.04%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 5.35 03/15/44                                                                | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39655.22     | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I L P                                       | PECO 5.75 07/15/34                                                                | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41474.85     | 0.02%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 02/15/35                                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      503900 | PA      | $522796.25    | 0.30%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 02/15/55                                                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        7000 | PA      | $6926.72      | 0.00%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                            | SO 5.1 04/02/35                                                                   | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       83000 | PA      | $83330.60     | 0.05%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 03/31/30                                                                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       17000 | PA      | $17211.17     | 0.01%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                                    | DELL 5.3 04/01/32                                                                 | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23052.99     | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                                      | PAYX 5.1 04/15/30                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36538.55     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.572 04/22/36                                                               | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      226000 | PA      | $231158.81    | 0.13%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                                          | FE 5 01/15/31 144A                                                                | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $89517.75     | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT 4.834 04/24/30                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       77000 | PA      | $78104.85     | 0.04%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                                         | NFE 6.5 09/30/26 144A                                                             | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |       60000 | PA      | $49149.41     | 0.03%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners Lp                                                                      | DKL 8.625 03/15/29 144A                                                           | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      170000 | PA      | $174515.70    | 0.10%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.615 04/24/36                                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      201000 | PA      | $205337.48    | 0.12%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 9.25 05/07/28                                                                | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      425300 | PA      | $68048.00     | 0.04%             | 2028-05-07      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Blackrock Inc.                                                                                   | Blackrock Inc. COM                                                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |          19 | NS      | $17370.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 3.875 02/15/31                                                                | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40344.79     | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 8.25 10/13/24                                                                | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      162500 | PA      | $23156.25     | 0.01%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Pemex Project Funding Master Trust                                                               | PEMEX 6.625 06/15/35                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      132000 | PA      | $101865.88    | 0.06%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                       | NOG 8.125 03/01/28 144A                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128342.27    | 0.07%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                                                          | ST 4 04/15/29 144A                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      260000 | PA      | $239177.61    | 0.14%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 11.95 08/05/31                                                               | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       92000 | PA      | $14950.00     | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 3.15 08/15/27                                                                 | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31162.01     | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                          | HLF 4.875 06/01/29 144A                                                           | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |       70000 | PA      | $53460.60     | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 6.5 09/30/27 144A                                                           | CUSIP: ZG2619242<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       37398 | PA      | $4955.24      | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.8 11/15/37                                                                 | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       11000 | PA      | $9185.14      | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                          | DUK 2.4 12/15/31                                                                  | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30663.74     | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.65 03/15/27                                                                 | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34469.13     | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 2.355 03/15/32                                                                 | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      116000 | PA      | $99013.39     | 0.06%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                                     | Costco Wholesale Corporation COM USD0.01                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          29 | NS      | $28840.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | The Procter & Gamble Co. COM NPV                                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         356 | NS      | $57874.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.012 01/23/30                                                               | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       67000 | PA      | $68117.59     | 0.04%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.3 02/26/54                                                                 | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28629.18     | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | Royal Caribbean Group COM USD0.01                                                 | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |         137 | NS      | $29442.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                              | Comcast Corporation COM USD0.01 CL A                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        2244 | NS      | $76744.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.605 04/23/36                                                               | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      219000 | PA      | $222379.74    | 0.13%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4 11/15/47                                                                   | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       29000 | PA      | $21505.89     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                                      | SJI 5.02 04/15/31                                                                 | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |       62000 | PA      | $50671.72     | 0.03%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.972 02/04/33 MTN                                                           | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      184000 | PA      | $161762.91    | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | Thermo Fisher Scientific Inc COM USD1                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         131 | NS      | $56199.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                                        | Union Pacific Corporation COM USD2.50                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         108 | NS      | $23291.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                                | ES 5.45 03/01/28                                                                  | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45081.18     | 0.03%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                                       | NGGLN 5.664 01/17/54 144A                                                         | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       67000 | PA      | $63241.47     | 0.04%             | 2054-01-17      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UnitedHealth Group Inc. COM USD0.01                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         194 | NS      | $79819.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                                      | Walmart Inc COM USD0.10                                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         243 | NS      | $23631.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | BMY 5.55 02/22/54                                                                 | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46243.37     | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 6 04/01/54                                                                    | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       49000 | PA      | $46589.97     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | Williams Companies Inc. (The) COM USD1.00                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |         866 | NS      | $50721.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                                                                                 | Merck & Co., Inc COM USD0.50                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        1360 | NS      | $115872.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 4.95 02/26/31                                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       74000 | PA      | $76135.71     | 0.04%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 11/15/54                                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      433500 | PA      | $419614.45    | 0.24%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | Duke Energy Corp COM USD0.001                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         539 | NS      | $65768.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                               | MSBAM 2013-C11 B                                                                  | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $73997.00     | 0.04%             | 2046-08-17      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.6 05/15/36 144A                                                          | CUSIP: YS0722613<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       56179 | PA      | $39044.41     | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 5.85 04/01/55                                                                  | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40170.29     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Company                                                                | OGE 5.8 04/01/55                                                                  | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50178.13     | 0.03%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                                  | BAMCN 5.795 04/24/35                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |       69000 | PA      | $70104.95     | 0.04%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 3.625 02/15/32 144A                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      390000 | PA      | $344987.80    | 0.20%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MEG Energy Corporation                                                                           | MEGCN 5.875 02/01/29 144A                                                         | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      335000 | PA      | $323201.53    | 0.18%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 2.3 02/25/31                                                                 | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11437.34     | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 2.75 04/15/32                                                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       24000 | PA      | $20851.81     | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 3.625 05/01/29 144A                                                          | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23018.27     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Linde PLC                                                                                        | Linde PLC COM EUR0.001                                                            | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |          53 | NS      | $24021.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4.45 04/01/62                                                                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       56000 | PA      | $42441.68     | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.926 05/15/37 144A                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47887.29     | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| McDermott International Ltd.                                                                     | McDermott International Ltd. COM USD1.00 (PST REV SPLIT)                          | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |          16 | NS      | $260.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                                                  | Salesforce Inc. COM USD0.001                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |         353 | NS      | $94854.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                                                      | FI 5.45 03/02/28                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32762.89     | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                | CCI 5.6 06/01/29                                                                  | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36984.73     | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                                    | OGS 5.1 04/01/29                                                                  | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28717.07     | 0.02%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                     | AEE 5 01/15/29                                                                    | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       77000 | PA      | $78118.06     | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 5.5 02/01/34                                                                  | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      127000 | PA      | $126560.95    | 0.07%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 6.1 04/01/64                                                                  | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31527.18     | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 5.35 02/26/64                                                                | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52133.06     | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 5.05 03/15/34                                                                | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70589.26     | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                                       | MSBAM 2012-CKSV C                                                                 | CUSIP: 553514AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $66910.00     | 0.04%             | 2030-10-18      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                                                  | ZHPRHK 6.63 01/07/26                                                              | CUSIP: G9897EAX7<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $1000.80      | 0.00%             | 2026-01-07      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.2 03/01/34 MTN                                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44932.53     | 0.03%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                 | SRE 5.4 04/15/35                                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62573.63     | 0.04%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.97 05/02/31 GMTN                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       69000 | PA      | $69785.94     | 0.04%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 04/15/28                                                                   | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      488500 | PA      | $490751.68    | 0.28%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      105000 | PA      | $95554.10     | 0.05%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | YUM 4.625 01/31/32                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       95000 | PA      | $89425.18     | 0.05%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                                               | IM 4.75 05/15/29 144A                                                             | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152779.91    | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                                     | GSMS 2013-GC13 C                                                                  | CUSIP: 36198EAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320000 | PA      | $286272.00    | 0.16%             | 2046-07-12      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                                            | HOLNSW 5.4 04/07/35 144A                                                          | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70964.41     | 0.04%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | WMT 4.35 04/28/30                                                                 | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       79000 | PA      | $79926.76     | 0.05%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 4.375 06/15/28 REGS                                                           | CUSIP: U60868AC7<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      185000 | PA      | $177824.59    | 0.10%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT 4.3 02/01/61 144A                                                          | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      235000 | PA      | $146401.27    | 0.08%             | 2061-02-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Managing Holding Joint Stock Co.                                               | BAINAT 5.45 05/08/28 144A                                                         | CUSIP: 05709VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $199127.28    | 0.11%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                           | EXR 3.9 04/01/29                                                                  | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32991.67     | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                                             | PKICN 4.5 10/01/29 144A                                                           | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |      235000 | PA      | $221550.81    | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Arcosa Inc                                                                                       | ACA 4.375 04/15/29 144A                                                           | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       75000 | PA      | $70500.62     | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 3.75 04/01/32                                                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14901.65     | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.85 01/31/34                                                                 | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21611.84     | 0.01%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                                 | TNET 3.5 03/01/29 144A                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      245000 | PA      | $223473.30    | 0.13%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                                   | VAC 4.5 06/15/29 144A                                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      470000 | PA      | $428754.07    | 0.25%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.499 01/23/35                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       53000 | PA      | $53407.86     | 0.03%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 5 02/07/31 GMTN                                                              | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36840.36     | 0.02%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | Elevance Health Inc. COM USD0.01                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         164 | NS      | $68975.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                                 | Paramount Global CLASS B COM                                                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       12753 | NS      | $149720.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp                                                                      | AWK 5.45 03/01/54                                                                 | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       97000 | PA      | $92359.66     | 0.05%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                                     | TGT 5 04/15/35                                                                    | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       39000 | PA      | $38583.20     | 0.02%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                                               | MUSA 3.75 02/15/31 144A                                                           | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90129.84     | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 4.875 06/01/28 144A                                                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      440000 | PA      | $357346.00    | 0.20%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.125 05/15/32                                                               | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50553.39     | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.15 03/27/30 144A                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       61000 | PA      | $60926.53     | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP & Bip-V Chinook Holdco LLC                                                         | BLKCQP 5.5 06/15/31                                                               | CUSIP: 12657NAA8<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |      250000 | PA      | $239908.02    | 0.14%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | AbbVie Inc. COM USD0.01                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         318 | NS      | $62041.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                                                        | O 5.125 04/15/35                                                                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37660.08     | 0.02%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | UNP 4.1 09/15/67                                                                  | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |        8000 | PA      | $5818.14      | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                            | VYX 5.125 04/15/29 144A                                                           | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       89000 | PA      | $85576.02     | 0.05%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                                           | PANW 0.375 06/01/25                                                               | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |        7000 | PA      | $26136.61     | 0.01%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 4.875 06/22/28 *                                                             | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       79000 | PA      | $79437.57     | 0.05%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.611 04/25/53 MTN                                                           | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       41000 | PA      | $33946.74     | 0.02%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 5.35 12/01/28                                                                 | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50262.25     | 0.03%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 4.9 03/15/29                                                                  | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35360.60     | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 5.6 02/15/54                                                                   | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      151000 | PA      | $142275.85    | 0.08%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 5.125 02/15/29                                                                | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       78000 | PA      | $79682.95     | 0.05%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 5.5 03/15/64                                                                 | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62461.81     | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CGB 2.11 08/25/34 INBK                                                            | CUSIP: Y6S39B8C7<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     6060000 | PA      | $864778.25    | 0.49%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5.25 04/02/35                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62318.35     | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Relx Capital Inc.                                                                                | RELLN 4.75 03/27/30                                                               | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31339.77     | 0.02%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.4 03/29/32 144A                                                          | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       88000 | PA      | $87192.48     | 0.05%             | 2032-03-29      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                                | MOLX 5.25 04/30/32 144A                                                           | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37503.91     | 0.02%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 4.875 02/15/30 144A                                                           | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24151.19     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V5.459 06/30/35 144A                                                        | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $389306.00    | 0.22%             | 2035-06-30      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 3.375 02/15/31 144A                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $133522.11    | 0.08%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                                           | LVIATH 6.5 06/30/27                                                               | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |       20000 | PA      | $19662.20     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | YUM 3.625 03/15/31                                                                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      280000 | PA      | $252539.92    | 0.14%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                              | PEMEX 7.69 01/23/50                                                               | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       67000 | PA      | $48883.14     | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5.375 06/01/29 144A                                                          | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $205419.61    | 0.12%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 01/15/28 144A                                                           | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50022.58     | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 4.75 03/01/30 144A                                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      780000 | PA      | $736347.42    | 0.42%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 4.375 02/15/30 144A                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18442.41     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 4.375 04/15/28 144A                                                          | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62815.73     | 0.04%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.075 04/01/36 144A                                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $184869.19    | 0.11%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 8.25 04/10/32 REGS                                                         | CUSIP: P01012AE6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       34000 | PA      | $33514.13     | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.625 03/15/35                                                             | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $199332.56    | 0.11%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 5.75 07/09/34 144A                                                          | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $204414.00    | 0.12%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 3.75 02/15/31 144A                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $218531.03    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 4.125 07/09/35                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      163772 | PA      | $109216.90    | 0.06%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                      | VTRS 3.85 06/22/40                                                                | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       47000 | PA      | $32960.72     | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                                     | CUBE 2.5 02/15/32                                                                 | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |       54000 | PA      | $45335.43     | 0.03%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                                | ADGLXY 2.625 03/31/36 144A                                                        | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $168499.95    | 0.10%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                        | ARAMCO 2.25 11/24/30 REGS                                                         | CUSIP: M8237RAL8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $175740.00    | 0.10%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 3.9 10/19/31 REGS                                                           | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $169439.20    | 0.10%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 5.65 01/11/53                                                               | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      250000 | PA      | $245356.97    | 0.14%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 5.5 01/17/48                                                               | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      600000 | PA      | $582633.43    | 0.33%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 8.125 05/01/27 144A                                                         | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       55000 | PA      | $53487.04     | 0.03%             | 2027-05-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.25 06/15/29 144A                                                            | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9880.92      | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                              | CLH 5.125 07/15/29 144A                                                           | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44184.39     | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 4.875 09/15/29 144A                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      190000 | PA      | $182984.77    | 0.10%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                                 | ABCSUP 4 01/15/28 144A                                                            | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      140000 | PA      | $135110.37    | 0.08%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 4.375 01/15/28 144A                                                         | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19361.91     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 4.625 06/01/30 144A                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32552.11     | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.125 08/01/30 144A                                                          | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      220000 | PA      | $213155.47    | 0.12%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                                | ADGLXY 2.94 09/30/40 144A                                                         | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      198729 | PA      | $161450.91    | 0.09%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 7.375 04/08/31 REGS                                                        | CUSIP: Y2835JAK4<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $157636.60    | 0.09%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                              | PEMEX 6.7 02/16/32                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      173000 | PA      | $148288.82    | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.625 02/17/28 144A                                                        | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       76000 | PA      | $77753.76     | 0.04%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                            | CHTR 7.3 07/01/38                                                                 | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $313118.71    | 0.18%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2011-GC5                                                            | GSMS 2011-GC5 C                                                                   | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35000 | PA      | $30379.98     | 0.02%             | 2044-08-12      | Variable      | 3.23%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2011-C2                                                          | WFRBS 2011-C3 D                                                                   | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56647 | PA      | $22681.49     | 0.01%             | 2044-03-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                                          | TEVA 6.15 02/01/36                                                                | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29344.82     | 0.02%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | WFRBS 2012-C10 C                                                                  | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $96240.00     | 0.06%             | 2045-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 5 03/01/30 144A                                                              | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19189.12     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 4.25 02/01/31 144A                                                           | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22588.08     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 4.5 02/15/31 144A                                                             | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      275000 | PA      | $254765.83    | 0.15%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 4 10/15/30 144A                                                             | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      430000 | PA      | $391313.94    | 0.22%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                               | CSNABZ 4.625 06/10/31 144A                                                        | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $151507.50    | 0.09%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | BTPCL 5 10/01/28                                                                  | CUSIP: P3718SAY4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   225000000 | PA      | $235799.93    | 0.13%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                            | FRIDPT 5.315 04/14/32 144A                                                        | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $197441.14    | 0.11%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 6.4 02/14/35                                                               | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $188596.00    | 0.11%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 7.125 01/17/33 144A                                                        | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      214000 | PA      | $216072.80    | 0.12%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.35 02/09/35                                                                 | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $595660.80    | 0.34%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 7.5 04/01/28 144a                                                          | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      475000 | PA      | $347889.95    | 0.20%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8 11/26/29 REGS                                                             | CUSIP: V5S1ASAB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $159392.00    | 0.09%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 5.125 06/15/28 144A                                                          | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $362224.82    | 0.21%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 3.5 03/15/31                                                                  | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      145000 | PA      | $96107.54     | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP/Sitio Fin Corp                                          | STR 7.875 11/01/28 144A                                                           | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $333997.30    | 0.19%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                           | OTEXCN 4.125 02/15/30 144A                                                        | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $281842.65    | 0.16%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                             | URI 3.875 02/15/31                                                                | CUSIP: 911363AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $333321.87    | 0.19%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 1 09/30/32 144A                                                             | CUSIP: ZG2587340<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       21898 | PA      | $2326.66      | 0.00%             | 2032-09-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                                              | BTECN 7.375 03/15/32 144A                                                         | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $8621.64      | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8.75 04/14/32 REGS                                                          | CUSIP: V5S1ASAE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      265000 | PA      | $207866.00    | 0.12%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMGB 6.7 02/25/32 10Y                                                            | CUSIP: X5S007JK4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2280000 | PA      | $500483.44    | 0.29%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.875 01/15/28 144A                                                         | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      390000 | PA      | $374477.14    | 0.21%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMGB 4.75 10/11/34 15Y                                                           | CUSIP: X5S007FC6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      780000 | PA      | $145325.12    | 0.08%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE TL                                                                              | TRUIST INSURANCE TL                                                               | CUSIP: LX2277676<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38304 | PA      | $38151.08     | 0.02%             | 2032-03-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC & Panther Co-Issuer Inc.                                           | TIHLLC 7.125 06/01/31 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $210021.48    | 0.12%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.625 04/15/30 144A                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42417.23     | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 4 07/15/30                                                                    | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27945.20     | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                                      | NTNX 0.25 10/01/27                                                                | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       47000 | PA      | $62392.50     | 0.04%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                       | NOG 3.625 04/15/29                                                                | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       59000 | PA      | $56516.10     | 0.03%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.625 12/01/30 144a                                                        | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $92505.66     | 0.05%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGII 3.465 10/15/30 0220                                                          | CUSIP: Y2R35QBH3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1720000 | PA      | $399071.32    | 0.23%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 7.25 09/30/30 144A                                                          | CUSIP: ZG2621040<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       26548 | PA      | $3119.39      | 0.00%             | 2030-09-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.375 03/01/29 144A                                                           | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239397.36    | 0.14%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 07/15/30 144A                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87215.84     | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 6.625 07/31/26 144A                                                           | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      145000 | PA      | $146015.00    | 0.08%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                      | FMCN 9.375 03/01/29 144A                                                          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      290000 | PA      | $304195.79    | 0.17%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Stubhub (Viagogo)                                                                                | Stubhub (Viagogo) Term Loan B 475 2030-03-01                                      | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      228062 | PA      | $224214.23    | 0.13%             | 2030-03-01      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7.25 07/01/31 144A                                                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       45000 | PA      | $46073.48     | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM V5.75 PERP A                                                                   | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      275000 | PA      | $255955.62    | 0.15%             | 2049-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                                                     | WFCM 2016-C36 C                                                                   | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |       45000 | PA      | $37890.63     | 0.02%             | 2059-11-18      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 5.375 01/15/29 144A                                                        | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      215000 | PA      | $193544.27    | 0.11%             | 2029-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                          | TYL 0.25 03/15/26                                                                 | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |       14000 | PA      | $16471.00     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                                         | Ryan LLC Term Loan B 450 2030-10-22                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |      164189 | PA      | $163614.41    | 0.09%             | 2030-10-22      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 6.375 03/01/34 144A                                                          | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29776.03     | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 6.125 03/15/34 144A                                                           | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10107.86     | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 6.75 08/01/29 144A                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      235000 | PA      | $219402.89    | 0.13%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean Aquila Ltd.                                                                           | RIG 8 09/30/28                                                                    | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       93769 | PA      | $92441.33     | 0.05%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 12/01/27                                                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       53000 | PA      | $84747.00     | 0.05%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.375 07/01/28 REGS                                                          | CUSIP: U1638HAA5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14736.62     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 7.625 04/01/32 144A                                                        | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      175000 | PA      | $159006.20    | 0.09%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ESAB Corp.                                                                                       | ESAB 6.25 04/15/29 144A                                                           | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162340.91    | 0.09%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 7 08/01/32 144A                                                                | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      105000 | PA      | $96796.71     | 0.06%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 6.2 03/22/26                                                                 | CUSIP: G8879TAG5<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      215000 | PA      | $7525.00      | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 4 08/01/28 144A                                                             | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $80967.53     | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                                 | ACOM 4.25 06/01/28 144A                                                           | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       90000 | PA      | $84638.41     | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Amwins Group Inc                                                                                 | AMWINS 6.375 02/15/29 144A                                                        | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      260000 | PA      | $263098.68    | 0.15%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc.                                                                          | RADPAR 7.775 01/31/29 144A                                                        | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      284429 | PA      | $278299.56    | 0.16%             | 2029-01-31      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                             | PKICN 6.625 08/15/32 144A                                                         | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $74654.56     | 0.04%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.375 03/01/33 144A                                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19775.16     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                                   | JEFCAP 8.25 05/15/30 144A                                                         | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $75476.70     | 0.04%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 03/15/28 144A                                                            | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59075.45     | 0.03%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 6.25 09/30/26 144A                                                          | CUSIP: ZG2616974<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       18653 | PA      | $2471.52      | 0.00%             | 2027-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                                                                          | RIG 6.875 02/01/27 144A                                                           | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      133875 | PA      | $132866.62    | 0.08%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 6.5 07/15/30 104                                                           | CUSIP: Y6S86ZH51<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  8743000000 | PA      | $525014.86    | 0.30%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 3.75 03/05/37 144A                                                            | CUSIP: YR7975638<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $222355.82    | 0.13%             | 2037-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                         | CC 5.75 11/15/28 144A                                                             | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      445000 | PA      | $403090.08    | 0.23%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.625 11/01/30 144A                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      260000 | PA      | $250587.43    | 0.14%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 8.75 11/15/30 144A                                                         | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      230000 | PA      | $246447.53    | 0.14%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.75 05/01/33 144A                                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145683.06    | 0.08%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 9.25 10/01/28 144A                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      465000 | PA      | $439756.82    | 0.25%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 6.75 09/30/28 144A                                                          | CUSIP: ZG2620687<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       56232 | PA      | $6607.26      | 0.00%             | 2028-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V6.037 10/28/33                                                               | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       73000 | PA      | $76275.88     | 0.04%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 2.95 04/15/31                                                                | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41000 | PA      | $36817.02     | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                              | ARDGRP 7.75 02/15/31 144A                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      940000 | PA      | $956735.84    | 0.55%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 5.375 02/27/53                                                                | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       38000 | PA      | $35694.33     | 0.02%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.65 03/02/53                                                                | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41271.57     | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 4.3 06/18/29                                                                 | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |       60000 | PA      | $58666.24     | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                                         | ORLY 4.7 06/15/32                                                                 | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21565.92     | 0.01%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 6.25 07/01/52                                                                | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      106000 | PA      | $101940.79    | 0.06%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                                  | BHP 4.9 02/28/33                                                                  | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       44000 | PA      | $43616.46     | 0.02%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 2.937 11/01/56                                                              | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       40000 | PA      | $23219.75     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.25 03/02/33                                                                | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       53000 | PA      | $53558.54     | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi T.A.O.                                                                  | VAKBN V8.994 10/05/34 144A                                                        | CUSIP: 90015WAP8<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $202295.50    | 0.12%             | 2034-10-05      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| GeoPark Ltd.                                                                                     | GEOPAR 8.75 01/31/30 144A                                                         | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $172895.64    | 0.10%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.75 07/09/30                                                              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      300339 | PA      | $229759.12    | 0.13%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 4.875 09/23/32 144A                                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $179350.00    | 0.10%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                        | ALSN 3.75 01/30/31 144A                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4491.94      | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Buenos Aires (Province Of)                                                                       | BUENOS 6.625 09/01/37 REGS                                                        | CUSIP: P1910WXV6<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | CORP              | AR        |      407410 | PA      | $272964.50    | 0.16%             | 2037-09-01      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 3.7 10/07/33 144A                                                          | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $165652.41    | 0.09%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                            | CHTR 5.875 11/15/40                                                               | CUSIP: 88732JAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $168580.53    | 0.10%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.75 01/15/30 144A                                                         | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      900000 | PA      | $451385.48    | 0.26%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.625 03/01/30 144A                                                           | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      140000 | PA      | $130371.95    | 0.07%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                                  | CVI 5.75 02/15/28 144A                                                            | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36505.11     | 0.02%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                            | ALTICE 5 01/15/28 144A                                                            | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      240000 | PA      | $184314.84    | 0.11%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.875 05/15/28 144A                                                            | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49289.14     | 0.03%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 4.25 07/01/28 144A                                                           | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      300000 | PA      | $258018.97    | 0.15%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 3.75 02/15/31 144A                                                            | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      180000 | PA      | $158249.65    | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 5 01/09/38                                                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      176242 | PA      | $122706.17    | 0.07%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.511 10/20/32 MTN                                                            | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15540.99     | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) Limited                                                                  | RIOLN 2.75 11/02/51                                                               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |       35000 | PA      | $20709.90     | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                              | PEMEX 5.95 01/28/31                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      165000 | PA      | $136515.04    | 0.08%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 3.875 11/15/30 144A                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      215000 | PA      | $193813.81    | 0.11%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                                                            | ADNOCM 4.5 09/11/34 144A                                                          | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $386839.20    | 0.22%             | 2034-09-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Luxembourg Mpc II S.a.r.l.                                                     | CHLMPC 5.672 10/20/35 144A                                                        | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $200327.55    | 0.11%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Qlik Technologies                                                                                | Qlik Technologies Term Loan B 325 2030-10-01                                      | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      105549 | PA      | $105036.39    | 0.06%             | 2030-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| DECHRA PHARMACEUTICALS TL                                                                        | DECHRA PHARMACEUTICALS TL                                                         | CUSIP: LX2543697<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      210494 | PA      | $208850.34    | 0.12%             | 2031-12-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111914.42    | 0.06%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Kaseya                                                                                           | Kaseya First-lien Term Loan 325 2032-02-23                                        | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       55000 | PA      | $54567.70     | 0.03%             | 2032-02-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 7.5 06/01/30 144A                                                             | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       35000 | PA      | $37634.60     | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| IVC Evidensia (Independent Vetcare)                                                              | IVC Evidensia (Independent Vetcare) Term Loan B 375 2028-12-01                    | CUSIP: C9600DAD5<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | US        |      105061 | PA      | $104097.71    | 0.06%             | 2028-12-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 1.5 03/01/31                                                                  | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53160.00     | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                              | PODD 6.5 04/01/33 144A                                                            | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117323.46    | 0.07%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                                  | SABHLD 10.75 11/15/29 144A                                                        | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      144000 | PA      | $137160.00    | 0.08%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 6.25 01/15/33 144A                                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399268.28    | 0.23%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 8.375 04/01/32 144A                                                        | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $53791.65     | 0.03%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                               | CHRD 6.75 03/15/33 144A                                                           | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      565000 | PA      | $549963.72    | 0.31%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                              | COIN 0.25 04/01/30                                                                | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65571.00     | 0.04%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 6.75 04/15/33                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      165000 | PA      | $154882.93    | 0.09%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6.5 10/15/30 144A                                                            | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90808.20     | 0.05%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 6.25 07/01/33 144A                                                            | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34952.87     | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                                 | AWCAU 6.375 09/15/32 144A                                                         | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      280000 | PA      | $272664.76    | 0.16%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 6.25 03/15/33 144A                                                            | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      205000 | PA      | $207982.14    | 0.12%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INCEPTION FINCO SR TM LN                                                                         | INCEPTION FINCO SR TM LN                                                          | CUSIP: LX2587280<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      204499 | PA      | $200664.57    | 0.11%             | 2031-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 10 02/15/31 144A                                                              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      565000 | PA      | $535052.40    | 0.31%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Parsons Corporation                                                                              | PSN 2.625 03/01/29                                                                | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |       69000 | PA      | $72726.00     | 0.04%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.25 03/15/33 144A                                                           | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45865.22     | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                             | CAPCOP 6.75 03/31/33 144A                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54040.73     | 0.03%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.65 01/15/53                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       38000 | PA      | $36274.33     | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QCOM 6 05/20/53                                                                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       73000 | PA      | $75217.49     | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 6.25 07/09/36 B                                                            | CUSIP: P6S32JV23<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2593900000 | PA      | $393656.08    | 0.23%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 4.975 04/20/55                                                             | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      327029 | PA      | $287376.73    | 0.16%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                              | BNS 4.85 02/01/30                                                                 | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $44506.55     | 0.03%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.125 02/21/30                                                                | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29355.88     | 0.02%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                                                                           | EVERRE 8.75 06/28/25                                                              | CUSIP: G2119WAE6<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $2628.00      | 0.00%             | 2025-06-28      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Sea Ltd.                                                                                         | SEALTD 2.375 12/01/25                                                             | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |       53000 | PA      | $80242.00     | 0.05%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                              | AVTR 3.875 11/01/29 144A                                                          | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      345000 | PA      | $318500.72    | 0.18%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                                   | OTEXCN 3.875 12/01/29 144A                                                        | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4606.99      | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA V6.375 03/30/62                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      415000 | PA      | $399199.08    | 0.23%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.875 04/14/28 144A                                                        | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $286448.25    | 0.16%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                               | IDCC 3.5 06/01/27                                                                 | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |       15000 | PA      | $39169.15     | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                | LNW 7.5 09/01/31 144A                                                             | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97609.73     | 0.06%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                          | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $62370.04     | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                                  | CVI 8.5 01/15/29 144A                                                             | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      240000 | PA      | $220534.94    | 0.13%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC/ Hilton Grand Vacations Borrower Inc.                        | HGVLLC 6.625 01/15/32 144A                                                        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $597695.14    | 0.34%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 8.875 02/01/30 144A                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $357817.50    | 0.20%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD V5.25 08/16/77 E                                                              | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      475000 | PA      | $459488.02    | 0.26%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Corp.                                             | JPMCC 2011-C3 C                                                                   | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $92661.40     | 0.05%             | 2046-02-16      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | SOFTBK 4.625 07/06/28                                                             | CUSIP: J75963BR8<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      205000 | PA      | $195281.37    | 0.11%             | 2028-07-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated                                     | RKTRM 4 10/15/33 144A                                                             | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      140000 | PA      | $121102.56    | 0.07%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 4.125 01/15/31                                                                | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       95000 | PA      | $86763.17     | 0.05%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                           | OTEXCN 4.125 12/01/31 144A                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $17886.15     | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Spotify USA Inc                                                                                  | SPOT 0 03/15/26                                                                   | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $18026.40     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergreen AcqCo 1 LP/TVI Inc.                                                                    | EVRGRN 9.75 04/26/28 144A                                                         | CUSIP: 30015DAA9<br>LEI: 549300F6POVHG3ME8T95 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30973.65     | 0.02%             | 2028-04-26      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 7.875 09/15/29                                                               | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $214372.60    | 0.12%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                                  | SABHLD 8.625 06/01/27 144A                                                        | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43087.50     | 0.02%             | 2027-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 9.25 02/01/29 144A                                                         | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $259765.95    | 0.15%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                                  | OII 6 02/01/28 *                                                                  | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95073.18     | 0.05%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN 11.25 02/15/27 144A                                                        | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $427486.78    | 0.24%             | 2027-02-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 7.75 07/01/26                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      355000 | PA      | $308566.64    | 0.18%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                                        | AGILE 6.05 10/13/25                                                               | CUSIP: G0119AAE8<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |      205000 | PA      | $12710.00     | 0.01%             | 2025-10-13      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 08/15/29 144A                                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183165.02    | 0.10%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                             | REZI 4 09/01/29 144A                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      415000 | PA      | $381995.05    | 0.22%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 11/01/33 144A                                                        | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      125000 | PA      | $105431.05    | 0.06%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | WDC 3.1 02/01/32                                                                  | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21344.39     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                              | KNTK 5.875 06/15/30 144A                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      130000 | PA      | $127016.50    | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                            | ENTG 5.95 06/15/30 144A                                                           | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69854.02     | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 9.625 12/01/32                                                                | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |        3825 | PA      | $4316.98      | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.375 01/19/36                                                             | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      325000 | PA      | $304228.45    | 0.17%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 6.75 10/15/27 144A                                                         | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69496.74     | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                         | CC 4.625 11/15/29 144A                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      130000 | PA      | $108859.05    | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 3.875 05/15/32 144A                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      290000 | PA      | $255552.87    | 0.15%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 8 11/01/27 144A                                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       30000 | PA      | $28491.68     | 0.02%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb                                                                                    | Bausch + Lomb Term Loan B 325 2027-04-19                                          | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | US        |      305080 | PA      | $301144.46    | 0.17%             | 2027-04-19      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 6.375 06/15/32 144A                                                          | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20112.80     | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 11 09/30/28 144A                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       95000 | PA      | $89338.00     | 0.05%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 1.125 02/15/27                                                               | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       63000 | PA      | $59517.99     | 0.03%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                              | CLH 6.375 02/01/31 144A                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106953.00    | 0.06%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 9.25 02/15/28 144A                                                         | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20213.10     | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Merit Medical Systems Inc.                                                                       | MMSI 3 02/01/29                                                                   | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |       27000 | PA      | $34371.00     | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.25 02/15/32 144A                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      320000 | PA      | $322479.77    | 0.18%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                      | GSMS 2014-GC22 D                                                                  | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $16337.36     | 0.01%             | 2047-06-12      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 9.375 06/30/24                                                             | CUSIP: G52132AU4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $8500.00      | 0.00%             | 2024-06-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      175000 | PA      | $157211.81    | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.875 02/15/32 144A                                                           | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      119000 | PA      | $106437.82    | 0.06%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 4.091 06/01/29                                                                | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       90000 | PA      | $85428.67     | 0.05%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.5 12/01/29 144A                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       85000 | PA      | $79667.17     | 0.05%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                                  | CNR 8.75 08/01/28 144A                                                            | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $130081.76    | 0.07%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 3.5 06/01/31                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      105000 | PA      | $93719.17     | 0.05%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 6.375 09/01/29 144A                                                          | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $146299.06    | 0.08%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Tibco Software Inc                                                                               | TIBX 6.5 03/31/29 144A                                                            | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20007.18     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF 7.25 02/02/33                                                                 | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      380000 | PA      | $387499.25    | 0.22%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc.                                                                                   | WOLF 1.875 12/01/29                                                               | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      275000 | PA      | $77137.50     | 0.04%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 7 01/15/31 144A                                                            | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      255000 | PA      | $258798.83    | 0.15%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V8 05/15/54                                                                    | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      330000 | PA      | $342520.20    | 0.20%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goto Group Inc.                                                                                  | LOGM 5.5 05/01/28 144A                                                            | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      113361 | PA      | $98624.07     | 0.06%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                                  | OII 6 02/01/28                                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38029.27     | 0.02%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                                                  | FTHDGR 11.875 06/01/23                                                            | CUSIP: G3311PAJ4<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $5350.00      | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 11.75 11/15/27 144A                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57802.18     | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.375 07/01/28 144A                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      195000 | PA      | $191576.07    | 0.11%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 6 09/30/25 144A                                                             | CUSIP: ZG2610837<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       18607 | PA      | $2186.32      | 0.00%             | 2025-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 4.1 10/01/46                                                                 | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      917000 | PA      | $648159.44    | 0.37%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.5 04/01/27                                                                  | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10056.26     | 0.01%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                       | PFGC 4.25 08/01/29 144A                                                           | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $402242.67    | 0.23%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 4.375 08/15/29 144A                                                         | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $66811.56     | 0.04%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.75 03/02/63                                                                | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       53000 | PA      | $50402.51     | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 4.693 02/13/28                                                                | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       67000 | PA      | $67471.50     | 0.04%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 4.625 01/15/29                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      115000 | PA      | $110610.67    | 0.06%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 6 05/01/29 144A                                                               | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       45000 | PA      | $44734.84     | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 5.25 12/01/26 144A                                                           | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $404946.19    | 0.23%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 5.75 12/01/28 144A                                                           | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $159570.46    | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 4.125 01/15/30                                                                | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      295000 | PA      | $277345.75    | 0.16%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                            | ENTG 4.75 04/15/29 144A                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24328.29     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Asurion                                                                                          | Asurion First-lien Term Loan B-11 (incremental) 425 2028-08-01                    | CUSIP: 04649VBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      152304 | PA      | $147357.37    | 0.08%             | 2028-08-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc.                                                                                   | WOLF 0.25 02/15/28                                                                | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       15000 | PA      | $4815.00      | 0.00%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.75 07/01/31 144A                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      450000 | PA      | $427737.69    | 0.24%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Chemours Company                                                                                 | Chemours Company Term Loan B 350 2028-07-29                                       | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |       99485 | PA      | $96749.16     | 0.06%             | 2028-07-29      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Aag FH UK Ltd & Global Auto Holdings UK Ltd.                                                     | GLOBAU 8.375 01/15/29 144A                                                        | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      400000 | PA      | $352983.40    | 0.20%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                                | GGAMFI 6.875 04/15/29 144A                                                        | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       50000 | PA      | $51060.35     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Comm 2012-CCRE3 Mortgage Trust                                                                   | COMM 2012-CR3 B                                                                   | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       95164 | PA      | $89330.12     | 0.05%             | 2045-10-17      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 3.15 10/01/26                                                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      195000 | PA      | $188416.45    | 0.11%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5 02/01/28 144A                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $434166.23    | 0.25%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 4.25 02/15/30 144A                                                           | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $276915.08    | 0.16%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ashland Llc                                                                                      | ASH 3.375 09/01/31 144A                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |      525000 | PA      | $455521.50    | 0.26%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.375 01/31/32 144A                                                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      335000 | PA      | $306899.46    | 0.18%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 4.375 03/15/32                                                                | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      160000 | PA      | $145431.52    | 0.08%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 9.29 04/15/29 144A                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      495000 | PA      | $440550.00    | 0.25%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                                  | RIG 8.375 02/01/28 144A                                                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       63333 | PA      | $62741.28     | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.75 08/15/28 144A                                                            | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306028.20    | 0.18%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 11.25 05/15/28 144A                                                        | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      510000 | PA      | $498532.65    | 0.29%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                       | NOG 8.75 06/15/31 144A                                                            | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      310000 | PA      | $297826.31    | 0.17%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 2.5 08/15/27                                                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       30000 | PA      | $35327.06     | 0.02%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                 | RDSALN 2.875 11/26/41                                                             | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       29000 | PA      | $20480.70     | 0.01%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 4.95 09/15/52                                                                  | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18013.10     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 5 04/15/33                                                                    | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15946.96     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.296 10/18/28                                                                | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60397.19     | 0.03%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLTES 9.25 05/28/42 B                                                            | CUSIP: P6S32JV80<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   937900000 | PA      | $169636.30    | 0.10%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                              | PEMEX 8.75 06/02/29                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       32808 | PA      | $32265.29     | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                              | CGCMT 2014-GC21 D                                                                 | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175000 | PA      | $156730.00    | 0.09%             | 2047-05-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 4.875 06/01/27                                                                | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       25000 | PA      | $24741.24     | 0.01%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                              | CLH 4.875 07/15/27 144A                                                           | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19697.18     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 5.5 12/15/29 144A                                                            | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58890.18     | 0.03%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                            | VYX 5 10/01/28 144A                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      205000 | PA      | $198695.72    | 0.11%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                                        | RKTRM 3.875 03/01/31 144A                                                         | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180783.06    | 0.10%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 5.8 01/15/33                                                                 | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7335.53      | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | PEG 2.45 11/15/31                                                                 | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       55000 | PA      | $47817.96     | 0.03%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                  | EQT 4.75 01/15/31 144A                                                            | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      145000 | PA      | $140034.45    | 0.08%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor Inc                                                                                | OMI 10 04/15/30 144A                                                              | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      175000 | PA      | $180620.48    | 0.10%             | 2030-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.482 08/23/28                                                                | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      144000 | PA      | $144078.58    | 0.08%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                          | DUK 5.95 11/15/52                                                                 | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29339.06     | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mdgh Gmtn (Rsc) Ltd                                                                              | MUBAUH 5.875 05/01/34 REGS                                                        | CUSIP: M6846HDK6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $211200.00    | 0.12%             | 2034-05-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 4.625 03/18/29                                                             | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      140000 | PA      | $141533.70    | 0.08%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Akbank T.A.S.                                                                                    | AKBNK V9.3686 PERP 144A                                                           | CUSIP: 00971YAK6<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $199660.80    | 0.11%             | 2049-12-31      | Fixed         | 9.37%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.5 03/18/54                                                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      158000 | PA      | $146856.59    | 0.08%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 4.893 06/08/38 0418                                                           | CUSIP: Y2R35QCC3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2185000 | PA      | $563918.38    | 0.32%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.6 06/15/35 144A                                                          | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       80948 | PA      | $52205.79     | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMGB 5.8 07/26/27 15YR                                                           | CUSIP: X73987HJ5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      620000 | PA      | $137973.58    | 0.08%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 8.45 08/10/28 REGS                                                          | CUSIP: S25221AU6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      400000 | PA      | $408000.00    | 0.23%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERUGB 5.4 08/12/34                                                               | CUSIP: P6S32DEZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      222000 | PA      | $55853.26     | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 5.875 05/28/45                                                             | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      195000 | PA      | $130675.43    | 0.07%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 11/13/42 M                                                             | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5936800 | PA      | $249191.09    | 0.14%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                                         | COLTES 7.25 10/18/34 B                                                            | CUSIP: P6S32JS68<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   208400000 | PA      | $36273.26     | 0.02%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corp.                                                                                | ARISCN 8 10/31/29 144A                                                            | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $201494.63    | 0.12%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 3.733 06/15/28 0513                                                           | CUSIP: Y55745NU6<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1610000 | PA      | $378254.45    | 0.22%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 11/23/34 M                                                             | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11849900 | PA      | $546649.96    | 0.31%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.125 06/15/33 REGS                                                        | CUSIP: V73789AW5<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      244000 | PA      | $210332.88    | 0.12%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 9 03/15/29 FR71                                                            | CUSIP: Y39814JN2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4814000000 | PA      | $315519.21    | 0.18%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8.25 05/09/28 REGS                                                          | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $169620.00    | 0.10%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMGB 5 02/12/29 10Y                                                              | CUSIP: X5S007EN3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      470000 | PA      | $99028.20     | 0.06%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 3.885 08/15/29 0219                                                           | CUSIP: Y2R35QBX8<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3048000 | PA      | $721437.40    | 0.41%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 7 09/15/30 FR82                                                            | CUSIP: Y6S86ZMP1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3482000000 | PA      | $213695.39    | 0.12%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.1 01/15/30 144A                                                          | CUSIP: YS0719403<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      404118 | PA      | $325314.99    | 0.19%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGOMOB 0 12/09/25 365D                                                            | CUSIP: YT8632200<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   209884000 | PA      | $114827.02    | 0.07%             | 2025-12-09      | Fixed         |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 6 01/27/23 10Y                                                              | CUSIP: M6S21BBB8<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      245000 | PA      | $41876.63     | 0.02%             | 2023-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 10 11/20/36 M                                                               | CUSIP: P9767GR78<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1224400 | PA      | $65488.54     | 0.04%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 3.16 01/23/30                                                              | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $174967.26    | 0.10%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.875 05/13/37                                                                | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $201936.24    | 0.12%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                                      | HOLX 3.25 02/15/29 144A                                                           | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      195000 | PA      | $182099.39    | 0.10%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ziff Davis Inc                                                                                   | ZD 4.625 10/15/30 144A                                                            | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      253000 | PA      | $223541.82    | 0.13%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.5 02/15/29 144A                                                           | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $37391.15     | 0.02%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.25 01/25/31 144A                                                           | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      500000 | PA      | $523255.00    | 0.30%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 5.875 02/16/31 RegS                                                         | CUSIP: M1487WDK8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $162500.00    | 0.09%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Mdgh Gmtn (Rsc) Ltd                                                                              | MUBAUH 5.5 04/28/33 REGS                                                          | CUSIP: M6846HBV4<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $206626.00    | 0.12%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MasterCard Incorporated COM USD0.0001 CLASS A                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         157 | NS      | $86045.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc.                                                                                  | Altice USA Inc. COM USD0.01 CL A                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       16055 | NS      | $39816.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                                               | The Boeing Company 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD          | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        2532 | PA      | $155414.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion Oil Corporation                                                                        | Battalion Oil Corporation COM                                                     | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |         363 | NS      | $468.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 7.625 01/17/53 144A                                                        | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      222000 | PA      | $214162.20    | 0.12%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                       | EVRG 5.25 03/15/35                                                                | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       59000 | PA      | $59445.58     | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5.25 03/14/35                                                               | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       42000 | PA      | $42157.96     | 0.02%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | PEG 5.4 03/15/35                                                                  | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19082.95     | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Company                                                                | NWN V7 09/15/55                                                                   | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21394.87     | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5.75 03/14/55                                                               | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       64000 | PA      | $63156.94     | 0.04%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                                      | NTAP 5.7 03/17/35                                                                 | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17077.39     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 5.35 08/15/32                                                              | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33185.27     | 0.02%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5.875 03/14/65                                                              | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       32000 | PA      | $31604.51     | 0.02%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 5.35 04/01/35 144A                                                         | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36450.73     | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                                   | CBAAU V5.929 03/14/46 144A                                                        | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $193420.06    | 0.11%             | 2046-03-14      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 4.5 03/20/27 144A                                                          | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      132000 | PA      | $132864.37    | 0.08%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 4.8 03/01/30 144A                                                            | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       73000 | PA      | $73891.11     | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.65 05/01/45 144a                                                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       69000 | PA      | $68523.31     | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES 5.8 03/15/32                                                                  | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       73000 | PA      | $72792.99     | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)                                                         | FCNCA V6.254 03/12/40                                                             | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |       83000 | PA      | $79130.60     | 0.05%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                              | ONCRTX 5.8 04/01/55 144A                                                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71112.23     | 0.04%             | 2055-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds TREAS PRT PRMR                                       | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |       60260 | NS      | $60260.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Istanbul Buyuksehir Belediyesi                                                                   | ISTNBL 10.5 12/06/28 144A                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $212548.00    | 0.12%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 03/01/29 M                                                              | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5550000 | PA      | $281290.94    | 0.16%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDOGB 6.875 04/15/29 101                                                         | CUSIP: Y6S86ZA58<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 39540000000 | PA      | $2408396.55   | 1.38%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 8.75 11/14/53                                                               | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $382316.83    | 0.22%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1109100 | NC      | $4464.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                          | CURRENCY CONTRACT - CLP                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -369800 | NC      | $10022.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -183800 | NC      | $8309.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                          | CURRENCY CONTRACT - CZK                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -173160 | NC      | $-592.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -925000 | NC      | $33560.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -600500 | NC      | $13954.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -220000 | NC      | $13791.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -730100 | NC      | $37943.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                                          | CURRENCY CONTRACT - MYR                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -179067 | NC      | $4658.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                                          | CURRENCY CONTRACT - MYR                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -416401 | NC      | $10559.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                                                          | CURRENCY CONTRACT - PEN                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -378267 | NC      | $-4279.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -598912 | NC      | $16109.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1911147 | NC      | $16345.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1003200 | NC      | $-12209.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -730900 | NC      | $-12786.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -475900 | NC      | $-11360.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -401730 | NC      | $-4065.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -317100 | NC      | $-16653.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1206637 | NC      | $33704.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1108606 | NC      | $32693.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -339527 | NC      | $9660.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -156390 | NC      | $4429.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -179628 | NC      | $4970.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -179890 | NC      | $4791.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -278376 | NC      | $7703.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -218318 | NC      | $6041.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1774253 | NC      | $-15679.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1371218 | NC      | $-4187.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -341115395 | NC      | $-28136.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -778231332 | NC      | $2711.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -359667480 | NC      | $11972.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -782812800 | NC      | $1062.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1429946054 | NC      | $6155.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -47746645 | NC      | $-26451.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -43934061 | NC      | $-27099.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -483092 | NC      | $-3257.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -13441869 | NC      | $-5539.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6013596 | NC      | $-4107.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -219490316 | NC      | $-12099.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11632907 | NC      | $-7673.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -22265182 | NC      | $-149.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1774300 | NC      | $2875.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES JUN25                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $112218.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS JUN25                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           9 | NC      | $1049625.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS JUN25                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -5 | NC      | $-583125.00   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | JUN 25 CBT ULT JUN 25                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -3 | NC      | $-344203.13   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | JUN 25 CBT ULT JUN 25                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -54 | NC      | $-6195656.25  | -3.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | JUN 25 CBT UL JUN 25                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -1 | NC      | $-121031.25   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT 5Y T-NOTE JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           6 | NC      | $655171.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT 5Y T-NOTE JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          12 | NC      | $1310343.75   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | JUN 25 US 2YR JUN 25                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          15 | NC      | $3122226.56   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | JUN 25 US 2YR JUN 25                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          19 | NC      | $3954820.31   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WTS. MCDERMOTT INTL                                                                              | WTS. MCDERMOTT INTL                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3868 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WTS. MCDERMOTT INTL                                                                              | WTS. MCDERMOTT INTL                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4298 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Morningstar Funds Trust

**Signature:** D. Scott Schilling

**Name of Signer:** D. Scott Schilling

**Title:** Chief Compliance Officer