# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-176769
**Filing Date:** 2025-7
**Character Count:** 435029
**Document Hash:** 12aa31b4ef9615b8d5b2d962fe307614
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176769.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176769

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251146353

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Sustainable Core Plus Bond Fund (Series ID: S000075892)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000235217 | Fidelity Sustainable Core Plus Bond Fund                  | FIAEX           |
| C000235218 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class C | FIAJX           |
| C000235219 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class A | FIAIX           |
| C000235220 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class Z | FIAMX           |
| C000235221 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class I | FIALX           |
| C000235222 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class M | FIAKX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Sustainable Core Plus Bond Fund**

**May 31, 2025**

SCB-NPRT3-0725

1.9904883.103 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 6.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 6.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 6.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 1.2%  |  |  |
| Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d) | 250000 | 249730 |
| Dryden 108 Clo Ltd / Dryden 108 Clo LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6295% 7/18/2037 (b)(c)(d) | 250000 | 250494 |
| TOTAL BAILIWICK OF JERSEY |  | 500224 |
| GRAND CAYMAN (UK OVERSEAS TER) - 4.5%  |  |  |
| Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.6198% 7/17/2037 (b)(c)(d) | 250000 | 250024 |
| AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 5.7605% 4/16/2037 (b)(c)(d) | 250000 | 250733 |
| Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.5734% 4/25/2034 (b)(c)(d) | 250000 | 250144 |
| CEDF Series 2021-6A Class ARR, CME Term SOFR 3 month Index + 1.3116%, 5.5811% 4/20/2034 (b)(c)(d) | 200000 | 200186 |
| RR 28 LTD / RR 28 LLC Series 2024-28RA Class A1R, CME Term SOFR 3 month Index + 1.55%, 5.8061% 4/15/2037 (b)(c)(d) | 250000 | 250540 |
| Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.6111% 4/20/2033 (b)(c)(d) | 470481 | 470654 |
| Voya CLO Ltd Series 2023-1A Class A1, CME Term SOFR 3 month Index + 1.8%, 6.0695% 1/20/2037 (b)(c)(d) | 250000 | 251022 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 1923303 |
| MULTI-NATIONAL - 0.4%  |  |  |
| Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.4911% 4/20/2038 (b)(c)(d) | 150000 | 149582 |
| UNITED STATES - 0.8%  |  |  |
| Aimco Clo 19 Ltd / Aimco Clo 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d) | 250000 | 249860 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (c) | 97000 | 94102 |
| TOTAL UNITED STATES |  | 343962 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $2,903,416) |  | <br> **2917071** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 0.7%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.7%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FINLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 5/22/2030 (b)(d)(e)(f) | 5000 | 4938 |
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.7561% 8/15/2028 (b)(d)(f) | 8977 | 8246 |
| Media - 0.0% |  |  |
| Numericable US LLC Tranche B-13 1LN, term loan CME Term SOFR 6 month Index + 4%, 10.5% 8/14/2026 (b)(d)(f) | 997 | 888 |
| TOTAL FRANCE |  | 9134 |
| NETHERLANDS - 0.0%  |  |  |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.5608% 8/30/2028 (b)(d)(f) | 6464 | 4751 |
| UNITED STATES - 0.7%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Connect Holding II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 10.0451% 10/3/2031 (b)(d)(f) | 1008 | 763 |
| Connect Holding II LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 4/3/2031 (b)(d)(e)(f) | 6724 | 6184 |
| Connect Holding II LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 4/3/2031 (b)(d)(e)(f) | 5276 | 4853 |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7913% 4/15/2030 (b)(d)(f) | 1995 | 1973 |
|  |  | 13773 |
| Media - 0.0% |  |  |
| CSC Holdings LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8287% 1/18/2028 (b)(d)(f) | 1995 | 1967 |
| TOTAL COMMUNICATION SERVICES |  | 15740 |
| Consumer Discretionary - 0.3% |  |  |
| Broadline Retail - 0.0% |  |  |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.8992% 6/18/2029 (b)(d)(f) | 5968 | 5655 |
| Diversified Consumer Services - 0.1% |  |  |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5618% 3/4/2028 (b)(d)(f) | 18840 | 16042 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Eagle Parent Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/2/2029 (b)(d)(f) | 9982 | 9695 |
| Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 1/28/2032 (b)(d)(f) | 5000 | 4955 |
| Horizon US Finco LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0297% 10/31/2031 (b)(d)(f) | 4000 | 3704 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5608% 6/1/2028 (b)(d)(f) | 6982 | 6786 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5413% 12/30/2026 (b)(d)(f) | 17834 | 17130 |
| United PF Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 8.5%, 13.0413% 12/30/2026 (b)(d)(f) | 995 | 962 |
|  |  | 43232 |
| Household Durables - 0.0% |  |  |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6768% 6/29/2028 (b)(d)(f) | 7997 | 7033 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6768% 10/30/2027 (b)(d)(f) | 5000 | 4971 |
|  |  | 12004 |
| Specialty Retail - 0.0% |  |  |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1752% 6/6/2031 (b)(d)(f) | 2950 | 2641 |
| Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.0259% 9/4/2029 (b)(d)(f) | 9937 | 8871 |
|  |  | 11512 |
| TOTAL CONSUMER DISCRETIONARY |  | 88445 |
| Consumer Staples - 0.0% |  |  |
| Food Products - 0.0% |  |  |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 15.4685% 8/2/2028 (b)(d)(f) | 4036 | 3733 |
| Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 12.409% 8/2/2028 (b)(d)(f) | 1176 | 1088 |
|  |  | 4821 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.7948% 10/30/2028 (b)(d)(f) | 30000 | 16233 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 0% 5/30/2032 (b)(d)(e)(f) | 5000 | 4950 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.072% 2/20/2032 (b)(d)(f) | 4000 | 3961 |
|  |  | 8911 |
| Insurance - 0.0% |  |  |
| Asurion LLC Tranche B3 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.6913% 1/31/2028 (b)(d)(f) | 5000 | 4819 |
| TOTAL FINANCIALS |  | 13730 |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC 1LN, term loan CME Term SOFR 3 month Index + 1%, 13.7992% 6/28/2029 (b)(d)(f) | 1673 | 1480 |
| HAH Group Holding Co LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.3268% 9/24/2031 (b)(d)(f) | 3000 | 2936 |
| ModivCare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0492% 7/1/2031 (b)(d)(f) | 4963 | 3330 |
| Owens & Minor Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 0% 4/2/2030 (b)(d)(e)(f) | 5000 | 4963 |
| Radiology Partners Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.0914% 1/31/2029 (b)(d)(f) | 8034 | 7958 |
|  |  | 20667 |
| Industrials - 0.0% |  |  |
| Building Products - 0.0% |  |  |
| Oscar Acquisitionco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/29/2029 (b)(d)(f) | 2000 | 1800 |
| Commercial Services & Supplies - 0.0% |  |  |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7759% 8/1/2030 (b)(d)(f) | 6962 | 5787 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.3297% 4/11/2029 (b)(d)(f) | 7972 | 7442 |
|  |  | 13229 |
| Professional Services - 0.0% |  |  |
| Cast & Crew LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 12/29/2028 (b)(d)(f) | 972 | 897 |
| Trading Companies & Distributors - 0.0% |  |  |
| Foundation Building Materials Inc 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.791% 1/31/2028 (b)(d)(f) | 2997 | 2900 |
| Foundation Building Materials Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2798% 1/29/2031 (b)(d)(f) | 997 | 935 |
|  |  | 3835 |
| TOTAL INDUSTRIALS |  | 19761 |
| Information Technology - 0.2% |  |  |
| Communications Equipment - 0.0% |  |  |
| CommScope LLC 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5768% 12/17/2029 (b)(d)(f) | 5000 | 5043 |
| IT Services - 0.0% |  |  |
| Constant Contact Inc 2LN, term loan CME Term SOFR 3 month Index + 7.5%, 12.0177% 2/12/2029 (b)(d)(f) | 1000 | 806 |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5177% 2/10/2028 (b)(d)(f) | 6972 | 6532 |
|  |  | 7338 |
| Software - 0.2% |  |  |
| Ascend Learning LLC 2LN, term loan CME Term SOFR 1 month Index + 5.75%, 10.1768% 12/10/2029 (b)(d)(f) | 1411 | 1398 |
| Dcert Buyer Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 10/16/2026 (b)(d)(f) | 20958 | 20660 |
| Dcert Buyer Inc Tranche B 2LN, term loan CME Term SOFR 1 month Index + 7%, 11.3268% 2/19/2029 (b)(d)(f) | 7000 | 6038 |
| Leia Finco US LLC 2LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.4576% 10/9/2032 (b)(d)(f) | 5000 | 4872 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.2913% 6/2/2028 (b)(d)(f) | 5987 | 5794 |
| Polaris Newco LLC Tranche PIK TERM 2LN, term loan CME Term SOFR 1 month Index + 2%, 13.4327% 6/4/2029 (b)(d)(f) | 4000 | 3844 |
|  |  | 42606 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3215% 2/20/2032 (b)(d)(f) | 12000 | 11820 |
| TOTAL INFORMATION TECHNOLOGY |  | 66807 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.5943% 6/9/2028 (b)(d)(f) | 987 | 809 |
| American Rock Salt Co LLC Tranche 1ST OUT DD TL 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 2% 6/9/2028 (b)(d)(f)(g) | 233 | 232 |
| American Rock Salt Co LLC Tranche 1ST OUT TL B 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 11.5943% 6/9/2028 (b)(d)(f) | 368 | 368 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.3242% 7/3/2028 (b)(d)(f) | 6978 | 6619 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3252% 3/15/2029 (b)(d)(f) | 7000 | 6949 |
| Hexion Inc 2LN, term loan CME Term SOFR 1 month Index + 7.4375%, 11.8643% 3/15/2030 (b)(d)(f) | 706 | 678 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0326% 8/25/2031 (b)(d)(f) | 8632 | 8255 |
|  |  | 23910 |
| Metals & Mining - 0.0% |  |  |
| Vibrantz Technologies Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 0% 4/23/2029 (b)(d)(e)(f) | 6000 | 5269 |
| TOTAL MATERIALS |  | 29179 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.7992% 3/29/2030 (b)(d)(f) | 8992 | 8879 |
| Win Waste Innovations Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.1913% 3/24/2028 (b)(d)(f) | 13952 | 13834 |
|  |  | 22713 |
| TOTAL UNITED STATES |  | 298096 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $328,199) |  | <br> **316919** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.0%  |  |  |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.4725% 3/15/2030 (b)(c)(d) | 75000 | 74438 |
| BXHPP Trust Series 2021-FILM Class A, CME Term SOFR 1 month Index + 0.7645%, 5.0935% 8/15/2036 (b)(c)(d) | 250000 | 238771 |
| DC Commercial Mortgage Trust Series 2023-DC Class A, 6.3143% 9/12/2040 (c) | 100000 | 103233 |
| TOTAL UNITED STATES |  | 416442 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $420,154) |  | <br> **416442** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| New Fortress Energy Inc  | 343 | 854 |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC (h)(i) | 268 | 3385 |
| Cano Health LLC warrants (h)(i) | 29 | 130 |
|  |  | 3515 |
| Industrials - 0.0% |  |  |
| Passenger Airlines - 0.0% |  |  |
| Spirit Aviation Holdings Inc  | 49 | 294 |
| Spirit Aviation Holdings Inc  | 37 | 221 |
|  |  | 515 |
| TOTAL UNITED STATES |  | 4884 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $16,076) |  | <br> **4884** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind  | 13145 | 12616 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| MKS Inc 1.25% 6/1/2030  | 5000 | 4570 |
| ON Semiconductor Corp 0% 5/1/2027 (j) | 5000 | 5394 |
| Wolfspeed Inc 1.875% 12/1/2029  | 21000 | 3780 |
|  |  | 13744 |
| Software - 0.0% |  |  |
| Core Scientific Inc 0% 6/15/2031 (c)(j) | 9000 | 8370 |
| Core Scientific Inc 3% 9/1/2029 (c) | 1000 | 1275 |
|  |  | 9645 |
| TOTAL INFORMATION TECHNOLOGY |  | 23389 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 0.25% 6/15/2026  | 9000 | 8501 |
| Redfin Corp 0.5% 4/1/2027  | 14000 | 12443 |
|  |  | 20944 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| PG&E Corp 4.25% 12/1/2027  | 4000 | 4150 |
| TOTAL UNITED STATES |  | 61099 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $65,889) |  | <br> **61099** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Acrisure Holdings Inc Series A-2 (i)<br>(Cost $6,791)<br>| 282 | **6791** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.8%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.8%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.8%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.8%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GERMANY - 0.0%  |  |  |  |
| German Federal Republic 0% 8/15/2031 (k) | EUR | 20000 | 19881 |
| MEXICO - 0.6%  |  |  |  |
| United Mexican States 3.5% 2/12/2034  |  | 250000 | 205375 |
| UNITED KINGDOM - 0.2%  |  |  |  |
| United Kingdom of Great Britain and Northern Ireland 0.875% 7/31/2033 (k) | GBP | 30000 | 30558 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 6/7/2032 (k) | GBP | 29000 | 38954 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 7/31/2034 (k) | GBP | 20000 | 26240 |
| TOTAL UNITED KINGDOM |  |  | 95752 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $314,239) |  |  | <br> **321008** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 37.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 37.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 37.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 37.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.1%  |  |  |  |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| Mineral Resources Ltd 8% 11/1/2027 (c) |  | 8000 | 7992 |
| Mineral Resources Ltd 8.125% 5/1/2027 (c) |  | 7000 | 7005 |
| Mineral Resources Ltd 8.5% 5/1/2030 (c) |  | 31000 | 30706 |
| TOTAL AUSTRALIA |  |  | 45703 |
| CANADA - 0.9%  |  |  |  |
| Communication Services - 0.3% |  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |  |
| TELUS Corp 3.4% 5/13/2032  |  | 130000 | 116078 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Rogers Communications Inc 7% 4/15/2055 (b) |  | 2000 | 2016 |
| Rogers Communications Inc 7.125% 4/15/2055 (b) |  | 2000 | 2002 |
|  |  |  | 4018 |
| TOTAL COMMUNICATION SERVICES |  |  | 120096 |
| Consumer Discretionary - 0.1% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| New Flyer Holdings Inc 0% 7/1/2030 (c)(l) |  | 5000 | 5000 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |  |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (c) |  | 14000 | 14081 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (c) |  | 4000 | 4079 |
|  |  |  | 18160 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 23160 |
| Consumer Staples - 0.2% |  |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |  |
| Alimentation Couche-Tard Inc 3.625% 5/13/2051 (c) |  | 150000 | 98962 |
| Industrials - 0.1% |  |  |  |
| Aerospace & Defense - 0.1% |  |  |  |
| Bombardier Inc 6% 2/15/2028 (c) |  | 24000 | 23984 |
| Bombardier Inc 6.75% 6/15/2033 (c) |  | 5000 | 5070 |
| Bombardier Inc 7% 6/1/2032 (c) |  | 7000 | 7159 |
| Bombardier Inc 7.25% 7/1/2031 (c) |  | 7000 | 7219 |
|  |  |  | 43432 |
| Information Technology - 0.1% |  |  |  |
| Software - 0.1% |  |  |  |
| Open Text Corp 3.875% 12/1/2029 (c) |  | 22000 | 20476 |
| Open Text Corp 3.875% 2/15/2028 (c) |  | 13000 | 12453 |
| Open Text Holdings Inc 4.125% 12/1/2031 (c) |  | 8000 | 7248 |
| Open Text Holdings Inc 4.125% 2/15/2030 (c) |  | 7000 | 6535 |
|  |  |  | 46712 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| NOVA Chemicals Corp 4.25% 5/15/2029 (c) |  | 4000 | 3824 |
| NOVA Chemicals Corp 7% 12/1/2031 (c) |  | 7000 | 7321 |
| NOVA Chemicals Corp 9% 2/15/2030 (c) |  | 7000 | 7536 |
|  |  |  | 18681 |
| Containers & Packaging - 0.0% |  |  |  |
| Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC 9.5% 5/15/2030 (c) |  | 10000 | 9943 |
| Metals & Mining - 0.1% |  |  |  |
| Capstone Copper Corp 6.75% 3/31/2033 (c) |  | 5000 | 4999 |
| Hudbay Minerals Inc 4.5% 4/1/2026 (c) |  | 7000 | 6938 |
| Hudbay Minerals Inc 6.125% 4/1/2029 (c) |  | 7000 | 7018 |
|  |  |  | 18955 |
| TOTAL MATERIALS |  |  | 47579 |
| TOTAL CANADA |  |  | 379941 |
| CHILE - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| VTR Finance NV 6.375% 7/15/2028 (c) |  | 13000 | 12395 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C 7.875% 2/3/2030 (c) |  | 5000 | 5003 |
| TOTAL CHILE |  |  | 17398 |
| COLOMBIA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Canacol Energy Ltd 5.75% 11/24/2028 (c) |  | 14000 | 6412 |
| Gran Tierra Energy Inc 9.5% 10/15/2029 (c) |  | 6000 | 4200 |
|  |  |  | 10612 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Enfragen Energia Sur SA 5.375% 12/30/2030 (c) |  | 8000 | 6918 |
| TOTAL COLOMBIA |  |  | 17530 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Ivanhoe Mine Ltd 7.875% 1/23/2030 (c) |  | 5000 | 4868 |
| FINLAND - 0.6%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Leisure Products - 0.0% |  |  |  |
| Amer Sports Co 6.75% 2/16/2031 (c) |  | 12000 | 12477 |
| Financials - 0.3% |  |  |  |
| Banks - 0.3% |  |  |  |
| Nordea Bank Abp 3.625% 3/15/2034 (k) | EUR | 100000 | 114997 |
| Real Estate - 0.3% |  |  |  |
| Real Estate Management & Development - 0.3% |  |  |  |
| Citycon Treasury BV 5% 3/11/2030 (k) | EUR | 100000 | 115324 |
| TOTAL FINLAND |  |  | 242798 |
| FRANCE - 1.0%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Altice France SA 5.125% 7/15/2029 (c) |  | 36000 | 30378 |
| Altice France SA 5.5% 1/15/2028 (c) |  | 5000 | 4304 |
| Iliad Holding SASU 8.5% 4/15/2031 (c) |  | 17000 | 17906 |
|  |  |  | 52588 |
| Energy - 0.1% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Vallourec SACA 7.5% 4/15/2032 (c) |  | 27000 | 28169 |
| Viridien 10% 10/15/2030 (c) |  | 6000 | 5662 |
|  |  |  | 33831 |
| Financials - 0.8% |  |  |  |
| Banks - 0.8% |  |  |  |
| BNP Paribas SA 4.042% 1/10/2032 (b)(k) | EUR | 100000 | 117558 |
| Societe Generale SA 5.5% 4/13/2029 (b)(c) |  | 200000 | 202419 |
|  |  |  | 319977 |
| TOTAL FRANCE |  |  | 406396 |
| GERMANY - 0.8%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| ZF North America Capital Inc 6.75% 4/23/2030 (c) |  | 5000 | 4748 |
| Financials - 0.3% |  |  |  |
| Financial Services - 0.3% |  |  |  |
| KfW 2.75% 5/15/2030 (k) | EUR | 100000 | 115650 |
| Real Estate - 0.2% |  |  |  |
| Real Estate Management & Development - 0.2% |  |  |  |
| Vonovia SE 0.625% 3/24/2031 (k) | EUR | 100000 | 97387 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.3% |  |  |  |
| EnBW International Finance BV 3.85% 5/23/2030 (k) | EUR | 100000 | 118405 |
| TOTAL GERMANY |  |  | 336190 |
| GHANA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Kosmos Energy Ltd 7.125% 4/4/2026 (c) |  | 7000 | 6727 |
| Kosmos Energy Ltd 7.75% 5/1/2027 (c) |  | 6000 | 5211 |
| TOTAL GHANA |  |  | 11938 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (c) |  | 5000 | 5056 |
| HONG KONG - 0.5%  |  |  |  |
| Financials - 0.5% |  |  |  |
| Insurance - 0.5% |  |  |  |
| AIA Group Ltd 3.375% 4/7/2030 (c) |  | 200000 | 190398 |
| Industrials - 0.0% |  |  |  |
| Marine Transportation - 0.0% |  |  |  |
| Seaspan Corp 5.5% 8/1/2029 (c) |  | 4000 | 3689 |
| TOTAL HONG KONG |  |  | 194087 |
| IRELAND - 0.4%  |  |  |  |
| Financials - 0.4% |  |  |  |
| Banks - 0.3% |  |  |  |
| AIB Group PLC 2.875% 5/30/2031 (b)(k) | EUR | 100000 | 113175 |
| Consumer Finance - 0.0% |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (b) |  | 5000 | 4928 |
| Financial Services - 0.1% |  |  |  |
| GGAM Finance Ltd 5.875% 3/15/2030 (c) |  | 7000 | 6958 |
| GGAM Finance Ltd 6.875% 4/15/2029 (c) |  | 7000 | 7131 |
| GGAM Finance Ltd 8% 2/15/2027 (c) |  | 19000 | 19551 |
| GGAM Finance Ltd 8% 6/15/2028 (c) |  | 7000 | 7354 |
|  |  |  | 40994 |
| TOTAL IRELAND |  |  | 159097 |
| ISRAEL - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Energean Israel Finance Ltd 4.875% 3/30/2026 (c)(k) |  | 2000 | 1971 |
| Energean Israel Finance Ltd 5.375% 3/30/2028 (c)(k) |  | 4000 | 3796 |
| Energean Israel Finance Ltd 5.875% 3/30/2031 (c)(k) |  | 2000 | 1836 |
| Energean PLC 6.5% 4/30/2027 (c) |  | 14000 | 13685 |
| TOTAL ISRAEL |  |  | 21288 |
| ITALY - 1.5%  |  |  |  |
| Financials - 0.3% |  |  |  |
| Banks - 0.3% |  |  |  |
| Intesa Sanpaolo SpA 5.125% 8/29/2031 (k) | EUR | 100000 | 125515 |
| UniCredit SpA 5.459% 6/30/2035 (b)(c) |  | 1000 | 978 |
|  |  |  | 126493 |
| Utilities - 1.2% |  |  |  |
| Electric Utilities - 0.8% |  |  |  |
| Enel Finance International NV 2.875% 4/11/2029 (k) | GBP | 100000 | 125349 |
| Enel Finance International NV 5.125% 6/26/2029 (c) |  | 200000 | 202480 |
|  |  |  | 327829 |
| Gas Utilities - 0.4% |  |  |  |
| Snam SpA 5% 5/28/2030 (c) |  | 200000 | 199732 |
| TOTAL UTILITIES |  |  | 527561 |
| TOTAL ITALY |  |  | 654054 |
| LUXEMBOURG - 0.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Altice Financing SA 5.75% 8/15/2029 (c) |  | 20000 | 15287 |
| Altice France Holding SA 6% 2/15/2028 (c) |  | 7000 | 2549 |
|  |  |  | 17836 |
| Real Estate - 0.3% |  |  |  |
| Industrial REITs - 0.3% |  |  |  |
| Prologis International Funding II SA 4.375% 7/1/2036 (k) | EUR | 100000 | 117288 |
| TOTAL LUXEMBOURG |  |  | 135124 |
| MAURITIUS - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Axian Telecom 7.375% 2/16/2027 (c) |  | 4000 | 4016 |
| MULTI-NATIONAL - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| European Investment Bank 0.5% 11/13/2037  | EUR | 50000 | 41470 |
| NETHERLANDS - 1.3%  |  |  |  |
| Financials - 1.0% |  |  |  |
| Banks - 1.0% |  |  |  |
| Cooperatieve Rabobank UA 1.125% 5/7/2031 (k) | EUR | 100000 | 101305 |
| ING Groep NV 1.4% 7/1/2026 (b)(c) |  | 200000 | 199431 |
| ING Groep NV 4.5% 5/23/2029 (b)(k) | EUR | 100000 | 118966 |
|  |  |  | 419702 |
| Information Technology - 0.3% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.3% |  |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.5% 5/11/2031  |  | 140000 | 121170 |
| TOTAL NETHERLANDS |  |  | 540872 |
| NIGERIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| IHS Holding Ltd 5.625% 11/29/2026 (c) |  | 3000 | 2933 |
| IHS Holding Ltd 6.25% 11/29/2028 (c) |  | 1000 | 965 |
| IHS Holding Ltd 8.25% 11/29/2031 (c) |  | 14000 | 13917 |
| TOTAL NIGERIA |  |  | 17815 |
| NORWAY - 0.3%  |  |  |  |
| Financials - 0.3% |  |  |  |
| Banks - 0.3% |  |  |  |
| DNB Bank ASA 0.25% 2/23/2029 (b)(k) | EUR | 100000 | 106146 |
| PANAMA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (c) |  | 5000 | 4901 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (c) |  | 15000 | 14928 |
| TOTAL PANAMA |  |  | 19829 |
| PERU - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Volcan Cia Minera SAA 8.75% 1/24/2030 (c) |  | 7000 | 6796 |
| PUERTO RICO - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Lcpr Senior Secured Financing Dac 6.75% 10/15/2027 (c) |  | 4000 | 2900 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (c) |  | 13000 | 10989 |
| SPAIN - 0.3%  |  |  |  |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.3% |  |  |  |
| Iberdrola Finanzas SA 3% 9/30/2031 (k) | EUR | 100000 | 113313 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (c) |  | 21000 | 20102 |
| TOTAL SPAIN |  |  | 133415 |
| SWITZERLAND - 0.3%  |  |  |  |
| Financials - 0.3% |  |  |  |
| Insurance - 0.3% |  |  |  |
| Swiss Re Finance Luxembourg SA 2.534% 4/30/2050 (b)(k) | EUR | 100000 | 108612 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Consolidated Energy Finance SA 12% 2/15/2031 (c) |  | 9000 | 8245 |
| Consolidated Energy Finance SA 5.625% 10/15/2028 (c) |  | 1000 | 807 |
|  |  |  | 9052 |
| TOTAL SWITZERLAND |  |  | 117664 |
| TANZANIA - 0.1%  |  |  |  |
| Information Technology - 0.1% |  |  |  |
| Communications Equipment - 0.1% |  |  |  |
| HTA Group Ltd/Mauritius 7.5% 6/4/2029 (c) |  | 21000 | 21347 |
| UNITED KINGDOM - 2.4%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Connect Finco Sarl / Connect Us Finco LLC 9% 9/15/2029 (c) |  | 3000 | 2859 |
| Consumer Discretionary - 0.3% |  |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |  |
| Compass Group PLC 3.25% 9/16/2033 (k) | EUR | 100000 | 113042 |
| Consumer Staples - 0.3% |  |  |  |
| Household Products - 0.3% |  |  |  |
| Reckitt Benckiser Treasury Services PLC 3.875% 9/14/2033 (k) | EUR | 100000 | 117772 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| EG Global Finance PLC 12% 11/30/2028 (c) |  | 21000 | 23154 |
| Financials - 0.6% |  |  |  |
| Banks - 0.6% |  |  |  |
| Lloyds Banking Group PLC 3.875% 5/14/2032 (b)(k) | EUR | 100000 | 116168 |
| NatWest Group PLC 2.057% 11/9/2028 (b)(k) | GBP | 100000 | 125694 |
|  |  |  | 241862 |
| Health Care - 0.3% |  |  |  |
| Pharmaceuticals - 0.3% |  |  |  |
| Astrazeneca Finance LLC 1.75% 5/28/2028  |  | 140000 | 130580 |
| Utilities - 0.9% |  |  |  |
| Electric Utilities - 0.5% |  |  |  |
| NGG Finance PLC 2.125% 9/5/2082 (b)(k) | EUR | 100000 | 110469 |
| SSE PLC 4% 9/5/2031 (k) | EUR | 100000 | 118490 |
|  |  |  | 228959 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (c) |  | 31000 | 30652 |
| Water Utilities - 0.3% |  |  |  |
| Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (k) | GBP | 100000 | 124036 |
| TOTAL UTILITIES |  |  | 383647 |
| TOTAL UNITED KINGDOM |  |  | 1012916 |
| UNITED STATES - 26.2%  |  |  |  |
| Communication Services - 2.2% |  |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |  |
| Level 3 Financing Inc 10% 10/15/2032 (c) |  | 1000 | 1005 |
| Level 3 Financing Inc 11% 11/15/2029 (c) |  | 2061 | 2338 |
| Level 3 Financing Inc 3.625% 1/15/2029 (c) |  | 4000 | 3320 |
| Level 3 Financing Inc 3.75% 7/15/2029 (c) |  | 8000 | 6565 |
| Level 3 Financing Inc 3.875% 10/15/2030 (c) |  | 3000 | 2528 |
| Level 3 Financing Inc 4% 4/15/2031 (c) |  | 24000 | 19860 |
| Level 3 Financing Inc 4.25% 7/1/2028 (c) |  | 2000 | 1780 |
| Level 3 Financing Inc 4.5% 4/1/2030 (c) |  | 13000 | 11433 |
| Lumen Technologies Inc 4.125% 4/15/2030 (c) |  | 2000 | 1943 |
| Lumen Technologies Inc 4.5% 1/15/2029 (c) |  | 1000 | 884 |
| Verizon Communications Inc 5.05% 5/9/2033  |  | 250000 | 250331 |
|  |  |  | 301987 |
| Entertainment - 0.3% |  |  |  |
| Walt Disney Co/The 2.65% 1/13/2031  |  | 140000 | 127553 |
| Interactive Media & Services - 0.1% |  |  |  |
| Snap Inc 6.875% 3/1/2033 (c) |  | 7000 | 7090 |
| ZipRecruiter Inc 5% 1/15/2030 (c) |  | 18000 | 15526 |
|  |  |  | 22616 |
| Media - 1.1% |  |  |  |
| Advantage Sales & Marketing Inc 6.5% 11/15/2028 (c) |  | 6000 | 4582 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (c) |  | 33000 | 28487 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (c) |  | 29000 | 26846 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.125% 5/1/2027 (c) |  | 12000 | 11876 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.375% 6/1/2029 (c) |  | 1000 | 986 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.5% 5/1/2026 (c) |  | 13000 | 12968 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029  |  | 10000 | 10046 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  |  | 22000 | 22902 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  |  | 12000 | 12554 |
| Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (c) |  | 7000 | 7092 |
| Clear Channel Outdoor Holdings Inc 9% 9/15/2028 (c) |  | 20000 | 20947 |
| CSC Holdings LLC 3.375% 2/15/2031 (c) |  | 27000 | 17685 |
| CSC Holdings LLC 4.625% 12/1/2030 (c) |  | 20000 | 9200 |
| DISH DBS Corp 5.125% 6/1/2029  |  | 12000 | 7889 |
| DISH DBS Corp 7.375% 7/1/2028  |  | 3000 | 2061 |
| EchoStar Corp 10.75% 11/30/2029  |  | 4867 | 4891 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (b) |  | 8897 | 7652 |
| Univision Communications Inc 7.375% 6/30/2030 (c) |  | 19000 | 17763 |
| Univision Communications Inc 8% 8/15/2028 (c) |  | 7000 | 7004 |
| Univision Communications Inc 8.5% 7/31/2031 (c) |  | 31000 | 29765 |
| Warnermedia Holdings Inc 4.279% 3/15/2032  |  | 135000 | 114557 |
| Warnermedia Holdings Inc 5.141% 3/15/2052  |  | 141000 | 91404 |
|  |  |  | 469157 |
| TOTAL COMMUNICATION SERVICES |  |  | 921313 |
| Consumer Discretionary - 2.4% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Adient Global Holdings Ltd 7.5% 2/15/2033 (c) |  | 10000 | 9927 |
| Automobiles - 0.2% |  |  |  |
| General Motors Co 5.4% 10/15/2029  |  | 40000 | 40287 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC CME Term SOFR 6 month Index + 6.0533%, 10.1513% 10/15/2026 (b)(c)(d) |  | 27000 | 27135 |
|  |  |  | 67422 |
| Broadline Retail - 0.1% |  |  |  |
| CMG Media Corp 8.875% 6/18/2029 (c) |  | 2000 | 1840 |
| GrubHub Holdings Inc 5.5% 7/1/2027 (c) |  | 5000 | 4613 |
| Kohl's Corp 4.25% 7/17/2025  |  | 6000 | 5955 |
| Nordstrom Inc 4.375% 4/1/2030  |  | 10000 | 9022 |
| Wayfair LLC 7.25% 10/31/2029 (c) |  | 34000 | 33114 |
| Wayfair LLC 7.75% 9/15/2030 (c) |  | 8000 | 7838 |
|  |  |  | 62382 |
| Diversified Consumer Services - 0.1% |  |  |  |
| Sotheby's 7.375% 10/15/2027 (c) |  | 19000 | 18710 |
| StoneMor Inc 8.5% 5/15/2029 (c) |  | 10000 | 9218 |
| WASH Multifamily Acquisition Inc 5.75% 4/15/2026 (c) |  | 10000 | 9976 |
|  |  |  | 37904 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |  |
| Carnival Corp 5.75% 3/15/2030 (c) |  | 24000 | 24057 |
| Carnival Corp 5.875% 6/15/2031 (c) |  | 10000 | 10006 |
| Carnival Corp 6.125% 2/15/2033 (c) |  | 12000 | 12032 |
| CEC Entertainment LLC 6.75% 5/1/2026 (c) |  | 8000 | 7870 |
| ClubCorp Holdings Inc 8.5% 9/15/2025 (c) |  | 15000 | 14625 |
| Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (c) |  | 20000 | 17801 |
| Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (c) |  | 7000 | 7047 |
| Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (c) |  | 2000 | 2020 |
| Hilton Domestic Operating Co Inc 6.125% 4/1/2032 (c) |  | 7000 | 7108 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (c) |  | 11000 | 8286 |
| Royal Caribbean Cruises Ltd 5.5% 4/1/2028 (c) |  | 2000 | 2004 |
| Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (c) |  | 5000 | 4942 |
| Royal Caribbean Cruises Ltd 6% 2/1/2033 (c) |  | 5000 | 5018 |
| Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (c) |  | 7000 | 7095 |
| Yum! Brands Inc 4.625% 1/31/2032  |  | 18000 | 17069 |
|  |  |  | 146980 |
| Household Durables - 0.1% |  |  |  |
| Beazer Homes USA Inc 7.5% 3/15/2031 (c) |  | 7000 | 6868 |
| LGI Homes Inc 7% 11/15/2032 (c) |  | 5000 | 4643 |
| Newell Brands Inc 6.375% 5/15/2030  |  | 7000 | 6569 |
| Newell Brands Inc 6.625% 5/15/2032  |  | 2000 | 1845 |
| Newell Brands Inc 6.875% 4/1/2036 (m) |  | 1000 | 918 |
| Newell Brands Inc 7% 4/1/2046 (m) |  | 7000 | 5692 |
| Newell Brands Inc 8.5% 6/1/2028 (c) |  | 4000 | 4138 |
| Tri Pointe Homes Inc 5.25% 6/1/2027  |  | 6000 | 5941 |
| Tri Pointe Homes Inc 5.7% 6/15/2028  |  | 2000 | 1993 |
|  |  |  | 38607 |
| Specialty Retail - 1.3% |  |  |  |
| Carvana Co 11% 6/1/2030 pay-in-kind (b)(c) |  | 3383 | 3567 |
| Carvana Co 14% 6/1/2031 pay-in-kind (b)(c) |  | 7305 | 8473 |
| Carvana Co 4.875% 9/1/2029 (c) |  | 5000 | 4450 |
| Carvana Co 5.625% 10/1/2025 (c) |  | 15000 | 14909 |
| Carvana Co 9% 12/1/2028 pay-in-kind (b)(c) |  | 3842 | 3948 |
| Champions Financing Inc 8.75% 2/15/2029 (c) |  | 4000 | 3726 |
| Home Depot Inc/The 3.25% 4/15/2032  |  | 130000 | 118805 |
| LBM Acquisition LLC 6.25% 1/15/2029 (c) |  | 4000 | 3213 |
| Lowe's Cos Inc 3.75% 4/1/2032  |  | 130000 | 120982 |
| Lowe's Cos Inc 4.25% 4/1/2052  |  | 130000 | 98637 |
| Sally Holdings LLC / Sally Capital Inc 6.75% 3/1/2032  |  | 7000 | 7112 |
| Staples Inc 10.75% 9/1/2029 (c) |  | 9000 | 8148 |
| Staples Inc 12.75% 1/15/2030 (c) |  | 7271 | 4680 |
| TJX Cos Inc/The 3.875% 4/15/2030  |  | 120000 | 117593 |
|  |  |  | 518243 |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |  |
| Levi Strauss & Co 3.5% 3/1/2031 (c) |  | 2000 | 1787 |
| Tapestry Inc 3.05% 3/15/2032  |  | 140000 | 122167 |
|  |  |  | 123954 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 1005419 |
| Consumer Staples - 0.9% |  |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (c) |  | 10000 | 9728 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (c) |  | 7000 | 7106 |
| C&S Group Enterprises LLC 5% 12/15/2028 (c) |  | 8000 | 6808 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (c) |  | 14000 | 14595 |
| Performance Food Group Inc 4.25% 8/1/2029 (c) |  | 8000 | 7625 |
| Performance Food Group Inc 6.125% 9/15/2032 (c) |  | 7000 | 7056 |
| US Foods Inc 5.75% 4/15/2033 (c) |  | 7000 | 6877 |
|  |  |  | 59795 |
| Food Products - 0.8% |  |  |  |
| General Mills Inc 2.25% 10/14/2031  |  | 290000 | 248710 |
| Post Holdings Inc 4.625% 4/15/2030 (c) |  | 8000 | 7571 |
| Post Holdings Inc 6.25% 10/15/2034 (c) |  | 7000 | 6914 |
| Post Holdings Inc 6.25% 2/15/2032 (c) |  | 7000 | 7117 |
| Post Holdings Inc 6.375% 3/1/2033 (c) |  | 19000 | 18861 |
|  |  |  | 289173 |
| Household Products - 0.0% |  |  |  |
| Resideo Funding Inc 6.5% 7/15/2032 (c) |  | 12000 | 12099 |
| TOTAL CONSUMER STAPLES |  |  | 361067 |
| Energy - 0.8% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp 6.25% 4/1/2028 (c) |  | 16000 | 15974 |
| Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (c) |  | 4000 | 4021 |
| Nabors Industries Inc 7.375% 5/15/2027 (c) |  | 6000 | 5760 |
| Nabors Industries Ltd 7.5% 1/15/2028 (c) |  | 7000 | 5848 |
| Oceaneering International Inc 6% 2/1/2028  |  | 20000 | 19731 |
| USA Compression Partners LP / USA Compression Finance Corp 6.875% 9/1/2027  |  | 5000 | 4998 |
|  |  |  | 56332 |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |  |
| California Resources Corp 7.125% 2/1/2026 (c) |  | 8000 | 7993 |
| California Resources Corp 8.25% 6/15/2029 (c) |  | 18000 | 18033 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (c) |  | 12000 | 11567 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (c) |  | 9000 | 8343 |
| CNX Resources Corp 6% 1/15/2029 (c) |  | 8000 | 7942 |
| CNX Resources Corp 7.25% 3/1/2032 (c) |  | 12000 | 12229 |
| CNX Resources Corp 7.375% 1/15/2031 (c) |  | 7000 | 7167 |
| CVR Energy Inc 8.5% 1/15/2029 (c) |  | 12000 | 11713 |
| Excelerate Energy LP 8% 5/15/2030 (c) |  | 5000 | 5176 |
| Genesis Energy LP / Genesis Energy Finance Corp 8% 5/15/2033  |  | 9000 | 9132 |
| Global Partners LP / GLP Finance Corp 6.875% 1/15/2029  |  | 13000 | 13054 |
| Global Partners LP / GLP Finance Corp 7% 8/1/2027  |  | 1000 | 1002 |
| Kinetik Holdings LP 6.625% 12/15/2028 (c) |  | 19000 | 19377 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (c) |  | 4000 | 3857 |
| Murphy Oil USA Inc 3.75% 2/15/2031 (c) |  | 5000 | 4529 |
| New Fortress Energy Inc 6.5% 9/30/2026 (c) |  | 1000 | 599 |
| Northern Oil & Gas Inc 8.125% 3/1/2028 (c) |  | 12000 | 12049 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (c) |  | 5000 | 4780 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (c) |  | 5000 | 5150 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  |  | 39000 | 37362 |
| Sunoco LP 6.25% 7/1/2033 (c) |  | 7000 | 7000 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (c) |  | 21000 | 20122 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 3/1/2027 (c) |  | 16000 | 15978 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (c) |  | 33000 | 31450 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (c) |  | 5000 | 5222 |
| Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (c) |  | 5000 | 5265 |
|  |  |  | 286091 |
| TOTAL ENERGY |  |  | 342423 |
| Financials - 5.4% |  |  |  |
| Banks - 2.5% |  |  |  |
| Bank of America Corp 2.687% 4/22/2032 (b) |  | 70000 | 61822 |
| Bank of America Corp 4.623% 5/9/2029 (b) |  | 209000 | 208951 |
| Bank of America Corp 5.015% 7/22/2033 (b) |  | 168000 | 167417 |
| Bank of America Corp 6.204% 11/10/2028 (b) |  | 50000 | 51767 |
| Citigroup Inc 4.91% 5/24/2033 (b) |  | 90000 | 88475 |
| Fifth Third Bancorp 4.895% 9/6/2030 (b) |  | 50000 | 50120 |
| HAT Holdings I LLC / HAT Holdings II LLC 3.375% 6/15/2026 (c) |  | 13000 | 12655 |
| HAT Holdings I LLC / HAT Holdings II LLC 8% 6/15/2027 (c) |  | 12000 | 12351 |
| JPMorgan Chase & Co 2.963% 1/25/2033 (b) |  | 70000 | 61919 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (b) |  | 142000 | 138419 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (b) |  | 28000 | 27749 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) |  | 27000 | 27392 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (b) |  | 33000 | 33575 |
| Santander Holdings USA Inc 5.807% 9/9/2026 (b) |  | 35000 | 35069 |
| Santander Holdings USA Inc 6.499% 3/9/2029 (b) |  | 27000 | 27968 |
| Western Alliance Bancorp 3% 6/15/2031 (b) |  | 9000 | 8309 |
|  |  |  | 1013958 |
| Capital Markets - 1.2% |  |  |  |
| Coinbase Global Inc 3.625% 10/1/2031 (c) |  | 2000 | 1741 |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b) |  | 109000 | 96267 |
| Goldman Sachs Group Inc/The 3.615% 3/15/2028 (b) |  | 130000 | 127675 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (c) |  | 5000 | 5128 |
| Morgan Stanley 2.943% 1/21/2033 (b) |  | 70000 | 61510 |
| Morgan Stanley 4.889% 7/20/2033 (b) |  | 68000 | 66983 |
| Morgan Stanley 5.192% 4/17/2031 (b) |  | 25000 | 25365 |
| Morgan Stanley 5.664% 4/17/2036 (b) |  | 20000 | 20326 |
| State Street Corp 3.031% 11/1/2034 (b) |  | 130000 | 118502 |
|  |  |  | 523497 |
| Consumer Finance - 0.5% |  |  |  |
| Ally Financial Inc 5.737% 5/15/2029 (b) |  | 140000 | 141372 |
| Ally Financial Inc 6.646% 1/17/2040 (b) |  | 7000 | 6722 |
| Encore Capital Group Inc 8.5% 5/15/2030 (c) |  | 12000 | 12720 |
| Navient Corp 7.875% 6/15/2032  |  | 5000 | 5043 |
| OneMain Finance Corp 3.5% 1/15/2027  |  | 1000 | 969 |
| OneMain Finance Corp 3.875% 9/15/2028  |  | 39000 | 36569 |
| OneMain Finance Corp 6.625% 5/15/2029  |  | 7000 | 7078 |
| OneMain Finance Corp 7.125% 11/15/2031  |  | 7000 | 7106 |
| OneMain Finance Corp 7.125% 9/15/2032 (l) |  | 5000 | 5031 |
| PRA Group Inc 8.875% 1/31/2030 (c) |  | 4000 | 4099 |
| SLM Corp 6.5% 1/31/2030  |  | 4000 | 4125 |
|  |  |  | 230834 |
| Financial Services - 0.2% |  |  |  |
| Block Inc 3.5% 6/1/2031  |  | 49000 | 44276 |
| Block Inc 6.5% 5/15/2032  |  | 10000 | 10220 |
| Clue Opco LLC 9.5% 10/15/2031 (c) |  | 2000 | 2059 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026  |  | 1000 | 991 |
| NFE Financing LLC 12% 11/15/2029 (c) |  | 12548 | 5383 |
| Saks Global Enterprises LLC 11% 12/15/2029 (c) |  | 8000 | 3840 |
| Walker & Dunlop Inc 6.625% 4/1/2033 (c) |  | 7000 | 7088 |
| WEX Inc 6.5% 3/15/2033 (c) |  | 7000 | 6923 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (c) |  | 7000 | 7285 |
|  |  |  | 88065 |
| Insurance - 0.9% |  |  |  |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (c) |  | 9000 | 8904 |
| Equitable Financial Life Global Funding 1.3% 7/12/2026 (c) |  | 200000 | 193147 |
| Marsh & McLennan Cos Inc 2.375% 12/15/2031  |  | 210000 | 181089 |
|  |  |  | 383140 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.1% |  |  |  |
| Starwood Property Trust Inc 3.625% 7/15/2026 (c) |  | 2000 | 1953 |
| Starwood Property Trust Inc 6% 4/15/2030 (c) |  | 7000 | 6980 |
| Starwood Property Trust Inc 6.5% 10/15/2030 (c) |  | 12000 | 12144 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (c) |  | 7000 | 7099 |
| Starwood Property Trust Inc 7.25% 4/1/2029 (c) |  | 12000 | 12475 |
|  |  |  | 40651 |
| TOTAL FINANCIALS |  |  | 2280145 |
| Health Care - 2.6% |  |  |  |
| Biotechnology - 0.6% |  |  |  |
| Amgen Inc 3% 2/22/2029  |  | 260000 | 246621 |
| Emergent BioSolutions Inc 3.875% 8/15/2028 (c) |  | 9000 | 6817 |
|  |  |  | 253438 |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| Insulet Corp 6.5% 4/1/2033 (c) |  | 7000 | 7198 |
| Health Care Providers & Services - 1.4% |  |  |  |
| Acadia Healthcare Co Inc 7.375% 3/15/2033 (c) |  | 7000 | 7133 |
| AMN Healthcare Inc 4% 4/15/2029 (c) |  | 12000 | 11026 |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (c) |  | 57000 | 48789 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (c) |  | 12000 | 10807 |
| CHS/Community Health Systems Inc 6.125% 4/1/2030 (c) |  | 6000 | 4635 |
| Cigna Group/The 3.4% 3/15/2051  |  | 150000 | 97378 |
| CVS Health Corp 6.75% 12/10/2054 (b) |  | 40000 | 38936 |
| CVS Health Corp 7% 3/10/2055 (b) |  | 24000 | 24174 |
| DaVita Inc 3.75% 2/15/2031 (c) |  | 24000 | 21257 |
| DaVita Inc 6.75% 7/15/2033 (c) |  | 5000 | 5052 |
| DaVita Inc 6.875% 9/1/2032 (c) |  | 12000 | 12190 |
| Encompass Health Corp 4.625% 4/1/2031  |  | 12000 | 11442 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (c) |  | 6000 | 5976 |
| Humana Inc 3.7% 3/23/2029  |  | 130000 | 124877 |
| ModivCare Inc 5% 10/1/2029 (c) |  | 2000 | 99 |
| Molina Healthcare Inc 6.25% 1/15/2033 (c) |  | 14000 | 13977 |
| Owens & Minor Inc 10% 4/15/2030 (c) |  | 8000 | 8356 |
| Owens & Minor Inc 4.5% 3/31/2029 (c) |  | 2000 | 1635 |
| Owens & Minor Inc 6.625% 4/1/2030 (c) |  | 14000 | 11856 |
| Pediatrix Medical Group Inc 5.375% 2/15/2030 (c) |  | 14000 | 13553 |
| Prime Healthcare Services Inc 9.375% 9/1/2029 (c) |  | 5000 | 5079 |
| Radiology Partners Inc 7.775% 1/31/2029 pay-in-kind (b)(c) |  | 7600 | 7638 |
| Radiology Partners Inc 9.781% 2/15/2030 pay-in-kind (b)(c) |  | 1048 | 1012 |
| Tenet Healthcare Corp 6.125% 10/1/2028  |  | 67000 | 67097 |
| Tenet Healthcare Corp 6.125% 6/15/2030  |  | 7000 | 7063 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (c) |  | 10000 | 10164 |
|  |  |  | 571201 |
| Health Care Technology - 0.0% |  |  |  |
| IQVIA Inc 5% 10/15/2026 (c) |  | 2000 | 1993 |
| IQVIA Inc 5% 5/15/2027 (c) |  | 9000 | 8943 |
|  |  |  | 10936 |
| Life Sciences Tools & Services - 0.1% |  |  |  |
| Charles River Laboratories International Inc 3.75% 3/15/2029 (c) |  | 3000 | 2779 |
| Charles River Laboratories International Inc 4.25% 5/1/2028 (c) |  | 45000 | 43223 |
|  |  |  | 46002 |
| Pharmaceuticals - 0.5% |  |  |  |
| Bristol-Myers Squibb Co 2.95% 3/15/2032  |  | 70000 | 62581 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (c) |  | 23000 | 19326 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (c) |  | 5000 | 4652 |
| Zoetis Inc 2% 5/15/2030  |  | 140000 | 124289 |
|  |  |  | 210848 |
| TOTAL HEALTH CARE |  |  | 1099623 |
| Industrials - 2.1% |  |  |  |
| Aerospace & Defense - 0.1% |  |  |  |
| ATI Inc 4.875% 10/1/2029  |  | 20000 | 19400 |
| ATI Inc 7.25% 8/15/2030  |  | 7000 | 7330 |
| TransDigm Inc 6% 1/15/2033 (c) |  | 7000 | 6927 |
| TransDigm Inc 6.375% 3/1/2029 (c) |  | 7000 | 7114 |
| TransDigm Inc 6.375% 5/31/2033 (c) |  | 5000 | 4940 |
|  |  |  | 45711 |
| Air Freight & Logistics - 0.0% |  |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (c) |  | 17000 | 16752 |
| Stonepeak Nile Parent LLC 7.25% 3/15/2032 (c) |  | 5000 | 5178 |
|  |  |  | 21930 |
| Building Products - 0.4% |  |  |  |
| Advanced Drainage Systems Inc 6.375% 6/15/2030 (c) |  | 7000 | 7086 |
| BCPE Ulysses Intermediate Inc 7.75% 4/1/2027 pay-in-kind (b)(c) |  | 6000 | 5701 |
| Builders FirstSource Inc 6.375% 3/1/2034 (c) |  | 7000 | 6974 |
| Builders FirstSource Inc 6.75% 5/15/2035 (c) |  | 10000 | 10057 |
| Carrier Global Corp 2.493% 2/15/2027  |  | 130000 | 125951 |
| Carrier Global Corp 5.9% 3/15/2034  |  | 3000 | 3152 |
| Carrier Global Corp 6.2% 3/15/2054  |  | 2000 | 2114 |
| Cornerstone Building Brands Inc 6.125% 1/15/2029 (c) |  | 8000 | 5807 |
| Oscar AcquisitionCo LLC / Oscar Finance Inc 9.5% 4/15/2030 (c) |  | 5000 | 4010 |
|  |  |  | 170852 |
| Commercial Services & Supplies - 0.3% |  |  |  |
| Artera Services LLC 8.5% 2/15/2031 (c) |  | 34000 | 28893 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (c) |  | 31000 | 27805 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (c) |  | 10000 | 9463 |
| OT Midco Inc 10% 2/15/2030 (c) |  | 8000 | 6665 |
| Reworld Holding Corp 4.875% 12/1/2029 (c) |  | 48000 | 45448 |
|  |  |  | 118274 |
| Construction & Engineering - 0.0% |  |  |  |
| AECOM 5.125% 3/15/2027  |  | 24000 | 23979 |
| Electrical Equipment - 0.1% |  |  |  |
| Atkore Inc 4.25% 6/1/2031 (c) |  | 10000 | 9083 |
| Sensata Technologies BV 4% 4/15/2029 (c) |  | 10000 | 9387 |
| WESCO Distribution Inc 6.375% 3/15/2033 (c) |  | 7000 | 7130 |
|  |  |  | 25600 |
| Ground Transportation - 0.0% |  |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.375% 6/15/2032 (c) |  | 5000 | 5037 |
| Industrial Conglomerates - 0.7% |  |  |  |
| Honeywell International Inc 1.75% 9/1/2031  |  | 140000 | 117781 |
| Trane Technologies Financing Ltd 3.8% 3/21/2029  |  | 130000 | 127727 |
| Trane Technologies Financing Ltd 5.25% 3/3/2033  |  | 50000 | 51061 |
|  |  |  | 296569 |
| Machinery - 0.4% |  |  |  |
| Chart Industries Inc 9.5% 1/1/2031 (c) |  | 7000 | 7459 |
| Enpro Inc 6.125% 6/1/2033 (c) |  | 5000 | 5037 |
| Otis Worldwide Corp 2.565% 2/15/2030  |  | 140000 | 127678 |
| Terex Corp 6.25% 10/15/2032 (c) |  | 12000 | 11801 |
|  |  |  | 151975 |
| Passenger Airlines - 0.0% |  |  |  |
| JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (c) |  | 7000 | 6924 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 11% 3/6/2030 pay-in-kind (b)(c) |  | 1261 | 977 |
|  |  |  | 7901 |
| Trading Companies & Distributors - 0.1% |  |  |  |
| Foundation Building Materials Inc 6% 3/1/2029 (c) |  | 3000 | 2555 |
| Herc Holdings Escrow Inc 7% 6/15/2030 (c)(l) |  | 10000 | 10303 |
| Herc Holdings Escrow Inc 7.25% 6/15/2033 (c)(l) |  | 5000 | 5146 |
| QXO Building Products Inc 6.75% 4/30/2032 (c) |  | 15000 | 15380 |
| United Rentals North America Inc 6.125% 3/15/2034 (c) |  | 7000 | 7095 |
|  |  |  | 40479 |
| TOTAL INDUSTRIALS |  |  | 908307 |
| Information Technology - 1.2% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| Viasat Inc 6.5% 7/15/2028 (c) |  | 3000 | 2754 |
| Viasat Inc 7.5% 5/30/2031 (c) |  | 3000 | 2393 |
|  |  |  | 5147 |
| Electronic Equipment, Instruments & Components - 0.3% |  |  |  |
| Dell International LLC / EMC Corp 6.2% 7/15/2030  |  | 110000 | 116511 |
| Insight Enterprises Inc 6.625% 5/15/2032 (c) |  | 7000 | 7133 |
| TTM Technologies Inc 4% 3/1/2029 (c) |  | 4000 | 3801 |
|  |  |  | 127445 |
| IT Services - 0.1% |  |  |  |
| CoreWeave Inc 9.25% 6/1/2030 (c) |  | 9000 | 8990 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (c) |  | 32000 | 29870 |
|  |  |  | 38860 |
| Semiconductors & Semiconductor Equipment - 0.5% |  |  |  |
| Entegris Inc 3.625% 5/1/2029 (c) |  | 41000 | 38234 |
| Entegris Inc 5.95% 6/15/2030 (c) |  | 31000 | 31017 |
| Micron Technology Inc 2.703% 4/15/2032  |  | 140000 | 119339 |
| ON Semiconductor Corp 3.875% 9/1/2028 (c) |  | 23000 | 21967 |
| Wolfspeed Inc 7.9583% 6/23/2030 (c)(g)(i)(m) |  | 5014 | 4826 |
|  |  |  | 215383 |
| Software - 0.2% |  |  |  |
| Cloud Software Group Inc 8.25% 6/30/2032 (c) |  | 4000 | 4206 |
| Cloud Software Group Inc 9% 9/30/2029 (c) |  | 23000 | 23543 |
| Elastic NV 4.125% 7/15/2029 (c) |  | 21000 | 19691 |
| Fair Isaac Corp 6% 5/15/2033 (c) |  | 10000 | 9981 |
| Gen Digital Inc 6.25% 4/1/2033 (c) |  | 7000 | 7077 |
| Gen Digital Inc 7.125% 9/30/2030 (c) |  | 14000 | 14451 |
| Rackspace Finance LLC 3.5% 5/15/2028 (c) |  | 3340 | 1202 |
| UKG Inc 6.875% 2/1/2031 (c) |  | 7000 | 7213 |
|  |  |  | 87364 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |  |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (c) |  | 5000 | 5009 |
| Seagate HDD Cayman 4.125% 1/15/2031  |  | 8000 | 7415 |
| Seagate HDD Cayman 5.75% 12/1/2034  |  | 4000 | 3927 |
| Seagate HDD Cayman 8.25% 12/15/2029  |  | 7000 | 7462 |
| Western Digital Corp 2.85% 2/1/2029  |  | 8000 | 7311 |
| Western Digital Corp 3.1% 2/1/2032  |  | 9000 | 7770 |
|  |  |  | 38894 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 513093 |
| Materials - 0.7% |  |  |  |
| Chemicals - 0.4% |  |  |  |
| Celanese US Holdings LLC 6.5% 4/15/2030  |  | 7000 | 7054 |
| Celanese US Holdings LLC 6.75% 4/15/2033  |  | 7000 | 6813 |
| Chemours Co/The 4.625% 11/15/2029 (c) |  | 40000 | 32721 |
| GPD Cos Inc 10.125% 4/1/2026 (c) |  | 4000 | 3845 |
| International Flavors & Fragrances Inc 2.3% 11/1/2030 (c) |  | 74000 | 64493 |
| Kobe US Midco 2 Inc 9.25% 11/1/2026 pay-in-kind (b)(c) |  | 9383 | 8316 |
| Mativ Holdings Inc 8% 10/1/2029 (c) |  | 5000 | 4265 |
| Olin Corp 5% 2/1/2030  |  | 7000 | 6625 |
| Olin Corp 6.625% 4/1/2033 (c) |  | 19000 | 18187 |
| Olympus Water US Holding Corp 6.25% 10/1/2029 (c) |  | 25000 | 23207 |
| Olympus Water US Holding Corp 9.75% 11/15/2028 (c) |  | 4000 | 4194 |
|  |  |  | 179720 |
| Construction Materials - 0.1% |  |  |  |
| Quikrete Holdings Inc 6.375% 3/1/2032 (c) |  | 19000 | 19307 |
| Quikrete Holdings Inc 6.75% 3/1/2033 (c) |  | 7000 | 7103 |
|  |  |  | 26410 |
| Containers & Packaging - 0.2% |  |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (c) |  | 28000 | 24840 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6% 6/15/2027 (c) |  | 2000 | 2005 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (c) |  | 7000 | 7074 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (c) |  | 4000 | 4091 |
| Crown Americas LLC / Crown Americas Capital Corp VI 4.75% 2/1/2026  |  | 13000 | 12992 |
| Crown Americas LLC 5.875% 6/1/2033 (c) |  | 5000 | 4965 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (c) |  | 8000 | 8012 |
| Sealed Air Corp 6.5% 7/15/2032 (c) |  | 12000 | 12290 |
|  |  |  | 76269 |
| Metals & Mining - 0.0% |  |  |  |
| Novelis Corp 3.25% 11/15/2026 (c) |  | 3000 | 2943 |
| TOTAL MATERIALS |  |  | 285342 |
| Real Estate - 3.2% |  |  |  |
| Diversified REITs - 0.6% |  |  |  |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (c) |  | 45000 | 40995 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 10.5% 2/15/2028 (c) |  | 18000 | 19096 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (c) |  | 1000 | 943 |
| WP Carey Inc 2.45% 2/1/2032  |  | 220000 | 184939 |
|  |  |  | 245973 |
| Health Care REITs - 0.5% |  |  |  |
| Alexandria Real Estate Equities Inc 2% 5/18/2032  |  | 220000 | 177525 |
| MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029  |  | 7000 | 5306 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  |  | 29000 | 25277 |
| MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (c) |  | 7000 | 7175 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  |  | 4000 | 3381 |
|  |  |  | 218664 |
| Hotel & Resort REITs - 0.0% |  |  |  |
| RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (c)(l) |  | 5000 | 5085 |
| Industrial REITs - 0.4% |  |  |  |
| Prologis LP 2.875% 11/15/2029  |  | 200000 | 186645 |
| Office REITs - 1.1% |  |  |  |
| Boston Properties LP 2.45% 10/1/2033  |  | 220000 | 172468 |
| Boston Properties LP 6.75% 12/1/2027  |  | 19000 | 19824 |
| COPT Defense Properties LP 2% 1/15/2029  |  | 150000 | 134382 |
| Hudson Pacific Properties LP 5.95% 2/15/2028  |  | 122000 | 104890 |
|  |  |  | 431564 |
| Real Estate Management & Development - 0.4% |  |  |  |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp 7% 4/15/2030 (c) |  | 2400 | 2192 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.75% 1/15/2029 (c) |  | 10000 | 8200 |
| CBRE Services Inc 2.5% 4/1/2031  |  | 140000 | 122137 |
| Forestar Group Inc 6.5% 3/15/2033 (c) |  | 7000 | 6941 |
| Howard Hughes Corp/The 4.375% 2/1/2031 (c) |  | 12000 | 10897 |
| Taylor Morrison Communities Inc 5.125% 8/1/2030 (c) |  | 23000 | 22425 |
|  |  |  | 172792 |
| Retail REITs - 0.2% |  |  |  |
| Brixmor Operating Partnership LP 5.75% 2/15/2035  |  | 90000 | 90943 |
| Specialized REITs - 0.0% |  |  |  |
| Iron Mountain Inc 4.875% 9/15/2027 (c) |  | 12000 | 11858 |
| TOTAL REAL ESTATE |  |  | 1363524 |
| Utilities - 4.7% |  |  |  |
| Electric Utilities - 2.3% |  |  |  |
| Consolidated Edison Co of New York Inc 3.35% 4/1/2030  |  | 190000 | 181032 |
| DPL Inc 4.35% 4/15/2029  |  | 38000 | 36573 |
| Duke Energy Carolinas LLC 3.95% 11/15/2028  |  | 170000 | 168153 |
| Edison International 6.25% 3/15/2030  |  | 2000 | 2025 |
| Edison International 7.875% 6/15/2054 (b) |  | 10000 | 9621 |
| Edison International 8.125% 6/15/2053 (b) |  | 7000 | 6915 |
| Northern States Power Co/MN 2.25% 4/1/2031  |  | 210000 | 186766 |
| NRG Energy Inc 5.75% 7/15/2029 (c) |  | 20000 | 19785 |
| NRG Energy Inc 6% 2/1/2033 (c) |  | 7000 | 6937 |
| NRG Energy Inc 6.25% 11/1/2034 (c) |  | 7000 | 7002 |
| Oncor Electric Delivery Co LLC 4.15% 6/1/2032  |  | 130000 | 123328 |
| PG&E Corp 5% 7/1/2028  |  | 5000 | 4879 |
| PG&E Corp 7.375% 3/15/2055 (b) |  | 16000 | 15667 |
| Wisconsin Electric Power Co 4.75% 9/30/2032  |  | 160000 | 160026 |
| XPLR Infrastructure Operating Partners LP 4.5% 9/15/2027 (c) |  | 2000 | 1935 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (c) |  | 21000 | 21103 |
| XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (c) |  | 7000 | 7310 |
| XPLR Infrastructure Operating Partners LP 8.625% 3/15/2033 (c) |  | 7000 | 7343 |
|  |  |  | 966400 |
| Independent Power and Renewable Electricity Producers - 0.9% |  |  |  |
| AES Corp/The 1.375% 1/15/2026  |  | 140000 | 136821 |
| AES Corp/The 2.45% 1/15/2031  |  | 228000 | 194960 |
| AES Corp/The 6.95% 7/15/2055 (b) |  | 17000 | 16129 |
| Sunnova Energy Corp 5.875% 9/1/2026 (c) |  | 6000 | 1785 |
| TerraForm Power Operating LLC 4.75% 1/15/2030 (c) |  | 43000 | 40532 |
|  |  |  | 390227 |
| Multi-Utilities - 1.5% |  |  |  |
| Dominion Energy Inc 2.25% 8/15/2031  |  | 220000 | 188489 |
| NiSource Inc 1.7% 2/15/2031  |  | 230000 | 194419 |
| NiSource Inc 5.35% 4/1/2034  |  | 70000 | 70228 |
| Puget Energy Inc 4.224% 3/15/2032  |  | 190000 | 175076 |
|  |  |  | 628212 |
| Water Utilities - 0.0% |  |  |  |
| Aris Water Holdings LLC 7.25% 4/1/2030 (c) |  | 7000 | 7038 |
| TOTAL UTILITIES |  |  | 1991877 |
| TOTAL UNITED STATES |  |  | 11072133 |
| ZAMBIA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| First Quantum Minerals Ltd 6.875% 10/15/2027 (c) |  | 10000 | 9877 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $16,018,345) |  |  | <br> **15749653** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| SPAIN - 0.3%  |  |  |  |
| Communication Services - 0.3% |  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |  |
| Telefonica Europe BV 2.502% (b)(k)(n) | EUR | 100000 | 111118 |
| UNITED STATES - 0.1%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Energy Transfer LP 6.625% (b)(n) |  | 5000 | 5019 |
| Energy Transfer LP Series G, 7.125% (b)(n) |  | 1000 | 1007 |
|  |  |  | 6026 |
| Financials - 0.1% |  |  |  |
| Banks - 0.0% |  |  |  |
| BW Real Estate Inc 9.5% (b)(c)(n) |  | 7000 | 7109 |
| Consumer Finance - 0.1% |  |  |  |
| Ally Financial Inc 4.7% (b)(n) |  | 1000 | 876 |
| Ally Financial Inc 4.7% (b)(n) |  | 23000 | 21780 |
|  |  |  | 22656 |
| Insurance - 0.0% |  |  |  |
| Alliant Holdings LP 10.5% (b)(i)(n) |  | 2056 | 2087 |
| TOTAL FINANCIALS |  |  | 31852 |
| Industrials - 0.0% |  |  |  |
| Trading Companies & Distributors - 0.0% |  |  |  |
| Aircastle Ltd 5.25% (b)(c)(n) |  | 2000 | 2008 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Edison International 5% (b)(n) |  | 2000 | 1806 |
| TOTAL UNITED STATES |  |  | 41692 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $142,196) |  |  | <br> **152810** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 21.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 21.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 21.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 21.1%  |  |  |
| Fannie Mae 2.5% 1/1/2052  | 28246 | 23192 |
| Fannie Mae 2.5% 6/1/2052  | 105982 | 87882 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 34259 | 31172 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040  | 44002 | 37529 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 64501 | 50955 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 291195 | 226858 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 52161 | 40832 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 42252 | 34587 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 42340 | 34659 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 40917 | 33674 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 32635 | 26949 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 149997 | 129071 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 18614 | 15994 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 17432 | 14977 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 72952 | 62683 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 41118 | 35318 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 46590 | 41015 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 19137 | 16443 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 92532 | 84099 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 53144 | 47737 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051  | 21414 | 19885 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 39273 | 36409 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054  | 195873 | 189836 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 40512 | 39798 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 42144 | 40954 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 92067 | 91432 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 48021 | 47675 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 264014 | 261699 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 72626 | 74647 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 48874 | 49913 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 79392 | 80354 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 47891 | 48472 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 96195 | 97331 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 15488 | 15922 |
| Freddie Mac Gold Pool 1.5% 4/1/2051  | 109866 | 81194 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 53470 | 41890 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 84451 | 66268 |
| Freddie Mac Gold Pool 2% 7/1/2035  | 73261 | 66798 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 85539 | 70021 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 19072 | 15748 |
| Freddie Mac Gold Pool 2.5% 4/1/2047  | 44951 | 37302 |
| Freddie Mac Gold Pool 2.5% 7/1/2036  | 55379 | 51408 |
| Freddie Mac Gold Pool 2.5% 8/1/2052  | 88619 | 72432 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 19320 | 16601 |
| Freddie Mac Gold Pool 3% 5/1/2035  | 103207 | 98221 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 19979 | 17120 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 37573 | 34869 |
| Freddie Mac Gold Pool 4% 2/1/2053  | 90594 | 83960 |
| Freddie Mac Gold Pool 4% 5/1/2050  | 20792 | 19274 |
| Freddie Mac Gold Pool 4.5% 11/1/2052  | 129058 | 122185 |
| Freddie Mac Gold Pool 4.5% 9/1/2053  | 70330 | 66430 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 40945 | 40096 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 39437 | 39571 |
| Freddie Mac Gold Pool 5.5% 3/1/2055  | 124988 | 123814 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 51107 | 53225 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 47323 | 49357 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 23874 | 25036 |
| Ginnie Mae I Pool 4% 10/20/2052  | 89171 | 82328 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 89820 | 85151 |
| Ginnie Mae I Pool 5% 10/20/2054  | 49444 | 48000 |
| Ginnie Mae II Pool 2% 1/20/2051  | 89646 | 72055 |
| Ginnie Mae II Pool 2% 10/20/2050  | 91297 | 73382 |
| Ginnie Mae II Pool 2% 11/20/2050  | 45981 | 36958 |
| Ginnie Mae II Pool 2% 2/20/2051  | 19596 | 15751 |
| Ginnie Mae II Pool 2% 2/20/2052  | 163342 | 131290 |
| Ginnie Mae II Pool 2% 3/20/2052  | 70028 | 56308 |
| Ginnie Mae II Pool 2% 6/1/2055 (l) | 50000 | 40171 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 138826 | 116465 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 185144 | 155294 |
| Ginnie Mae II Pool 3% 6/1/2055 (l) | 250000 | 217874 |
| Ginnie Mae II Pool 3.5% 6/1/2055 (l) | 175000 | 155766 |
| Ginnie Mae II Pool 3.5% 7/1/2055 (l) | 150000 | 133461 |
| Ginnie Mae II Pool 5% 6/1/2055 (l) | 150000 | 145550 |
| Ginnie Mae II Pool 5.5% 6/1/2055 (l) | 250000 | 248285 |
| Ginnie Mae II Pool 5.5% 7/1/2055 (l) | 250000 | 248051 |
| Ginnie Mae II Pool 6% 6/1/2055 (l) | 300000 | 302914 |
| Ginnie Mae II Pool 6% 7/1/2055 (l) | 300000 | 302457 |
| Ginnie Mae II Pool 6.5% 6/1/2055 (l) | 200000 | 204277 |
| Ginnie Mae II Pool 6.5% 7/1/2055 (l) | 200000 | 204136 |
| Uniform Mortgage Backed Securities 2% 6/1/2040 (l) | 300000 | 270926 |
| Uniform Mortgage Backed Securities 2% 6/1/2055 (l) | 900000 | 699574 |
| Uniform Mortgage Backed Securities 2% 7/1/2055 (l) | 700000 | 544414 |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 (l) | 350000 | 285236 |
| Uniform Mortgage Backed Securities 3% 6/1/2055 (l) | 50000 | 42562 |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 (l) | 100000 | 88703 |
| Uniform Mortgage Backed Securities 3.5% 7/1/2055 (l) | 75000 | 66513 |
| Uniform Mortgage Backed Securities 6% 6/1/2055 (l) | 250000 | 252510 |
| Uniform Mortgage Backed Securities 6% 7/1/2055 (l) | 125000 | 126094 |
| TOTAL UNITED STATES |  | 8915229 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $8,983,612) |  | <br> **8915229** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 34.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 34.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 34.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 34.9%** |
|  | Yield (%) (o) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 2.25% 2/15/2052  | 2.81 | 1950000 | 1161164 |
| US Treasury Bonds 2.25% 5/15/2041 (p) | 3.80 to 4.31 | 60000 | 42708 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.07 to 3.19 | 250000 | 171748 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.24 | 200000 | 162234 |
| US Treasury Bonds 3.375% 8/15/2042  | 3.46 to 4.28 | 700000 | 576215 |
| US Treasury Bonds 4% 11/15/2042  | 3.84 | 100000 | 89543 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.18 | 100000 | 87434 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.37 to 4.78 | 645000 | 576091 |
| US Treasury Bonds 4.25% 8/15/2054  | 3.96 to 4.66 | 325500 | 291068 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.55 to 4.78 | 531000 | 495655 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.54 | 258000 | 246101 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.49 to 4.66 | 571000 | 543141 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.92 to 4.95 | 159000 | 154926 |
| US Treasury Notes 3.375% 5/15/2033  | 3.64 to 4.04 | 1445000 | 1360276 |
| US Treasury Notes 3.625% 9/30/2031  | 3.63 to 4.00 | 663000 | 644897 |
| US Treasury Notes 3.75% 12/31/2030  | 4.08 | 940000 | 926377 |
| US Treasury Notes 3.75% 8/31/2031  | 3.62 to 3.65 | 310000 | 303861 |
| US Treasury Notes 3.875% 8/15/2033  | 4.52 to 4.66 | 500000 | 486367 |
| US Treasury Notes 3.875% 8/15/2034  | 3.64 to 4.27 | 916000 | 882283 |
| US Treasury Notes 4% 1/31/2029  | 4.02 to 4.05 | 350000 | 351080 |
| US Treasury Notes 4% 2/15/2034  | 4.27 to 4.57 | 255000 | 249153 |
| US Treasury Notes 4% 4/30/2032  | 4.00 to 4.29 | 891000 | 882229 |
| US Treasury Notes 4% 6/30/2028  | 4.04 to 4.25 | 150000 | 150586 |
| US Treasury Notes 4% 7/31/2029  | 3.83 | 300000 | 300792 |
| US Treasury Notes 4.125% 2/29/2032  | 4.19 | 170000 | 169708 |
| US Treasury Notes 4.125% 7/31/2031  | 3.77 to 3.82 | 326000 | 326414 |
| US Treasury Notes 4.25% 11/15/2034  | 4.22 to 4.49 | 546000 | 540625 |
| US Treasury Notes 4.25% 6/30/2029  | 4.35 | 15000 | 15184 |
| US Treasury Notes 4.25% 6/30/2031  | 4.25 | 222000 | 223856 |
| US Treasury Notes 4.375% 1/31/2032  | 4.43 to 4.46 | 205000 | 207659 |
| US Treasury Notes 4.375% 11/30/2030  | 3.91 to 4.35 | 913000 | 928300 |
| US Treasury Notes 4.375% 5/15/2034  | 4.29 to 4.30 | 100000 | 100281 |
| US Treasury Notes 4.625% 2/15/2035  | 4.17 to 4.24 | 580000 | 590704 |
| US Treasury Notes 4.625% 9/30/2030  | 5.01 | 300000 | 308754 |
| US Treasury Notes 4.875% 10/31/2030  | 4.91 | 200000 | 208211 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $15,773,744) |  |  | **14755625** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 6.9%** | &nbsp;&nbsp;**Money Market Funds - 6.9%** | &nbsp;&nbsp;**Money Market Funds - 6.9%** | &nbsp;&nbsp;**Money Market Funds - 6.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (q)<br>(Cost $2,900,439)<br>| 4.32 | 2899859 | **2900439** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 110.0%**<br> (Cost $47,873,100)<br>| <br>**46517970** |
| **NET OTHER ASSETS (LIABILITIES) - (10.0)%**  | **(4229815)** |
| **NET ASSETS - 100.0%** | **42288155** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 3.5% 6/1/2055 | (150000) | (133514) |
| Ginnie Mae II Pool 5.5% 6/1/2055 | (250000) | (248285) |
| Ginnie Mae II Pool 6% 6/1/2055 | (300000) | (302914) |
| Ginnie Mae II Pool 6.5% 6/1/2055 | (200000) | (204277) |
| Uniform Mortgage Backed Securities 2% 6/1/2055 | (700000) | (544113) |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 | (75000) | (66527) |
| Uniform Mortgage Backed Securities 6% 6/1/2055 | (175000) | (176757) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (1676387) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $1,671,052) |  | <br> **(1676387)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10 Year Ultra US Treasury Bond Contracts (United States) | 2 | Sep 2025 | 225625 | 3686 | 3686 |
| CBOT 2 Year US Treasury Note Contracts (United States) | 1 | Sep 2025 | 207516 | 412 | 412 |
| CBOT 5 Year US Treasury Note Contracts (United States) | 7 | Sep 2025 | 758133 | 5719 | 5719 |
| CBOT US Treasury Long Bond Contracts (United States) | 1 | Sep 2025 | 113125 | 2706 | 2706 |
| TOTAL PURCHASED |  |  |  |  | 12523 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| Eurex Deutschland Contracts (Germany) | 3 | Sep 2025 | 402392 | (447) | (447) |
| Eurex Deutschland Contracts (Germany) | 2 | Sep 2025 | 297533 | (798) | (798) |
| ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom) | 1 | Sep 2025 | 123256 | (1340) | (1340) |
| TOTAL SOLD |  |  |  |  | (2585) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **9938** |
| The notional amount of futures purchased as a percentage of Net Assets is 3.1% | The notional amount of futures purchased as a percentage of Net Assets is 3.1% | The notional amount of futures purchased as a percentage of Net Assets is 3.1% | The notional amount of futures purchased as a percentage of Net Assets is 3.1% | The notional amount of futures purchased as a percentage of Net Assets is 3.1% | The notional amount of futures purchased as a percentage of Net Assets is 3.1% |
| The notional amount of futures sold as a percentage of Net Assets is 2.0% | The notional amount of futures sold as a percentage of Net Assets is 2.0% | The notional amount of futures sold as a percentage of Net Assets is 2.0% | The notional amount of futures sold as a percentage of Net Assets is 2.0% | The notional amount of futures sold as a percentage of Net Assets is 2.0% | The notional amount of futures sold as a percentage of Net Assets is 2.0% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| EUR | 10000 | USD | 11352 | Bank of America NA | 6/03/25 | 3 |
| EUR | 60000 | USD | 68440 | BNP Paribas SA | 7/08/25 | (157) |
| EUR | 5000 | USD | 5650 | Bank of America NA | 7/08/25 | 41 |
| EUR | 4000 | USD | 4508 | Brown Brothers Harriman & Co | 7/08/25 | 45 |
| USD | 15928 | EUR | 14000 | Bank of America NA | 7/08/25 | (4) |
| USD | 2440562 | EUR | 2143000 | Goldman Sachs Bank USA | 7/08/25 | 1726 |
| USD | 229043 | GBP | 171000 | BNP Paribas SA | 7/08/25 | (1391) |
| USD | 253726 | GBP | 188000 | JPMorgan Chase Bank NA | 7/08/25 | 383 |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **646** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 2198 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (1552) |

---

**Currency Abbreviations**

EUR - European Monetary Unit (Euro) <br> GBP - United Kingdom Pound <br> USD - United States Dollar

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $7,713,762 or 18.2% of net assets.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.

(f) Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.

(g) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $3,568 and $3,441, respectively.

(h) Non-income producing

(i) Level 3 security

(j) Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.

(k) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $2,769,015 or 6.5% of net assets.

(l) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(m) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(n) Security is perpetual in nature with no stated maturity date.

(o) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(p) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $42,708.

(q) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 4607924 | 9609119 | 11316604 | 107898 | - | - | 2900439 | 2899859 | 0.0% |
| Total | 4607924 | 9609119 | 11316604 | 107898 | - | - | 2900439 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Loan Obligations, Convertible Corporate Bonds, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Sustainable Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000075892

- **c. LEI of Series:** 549300UP922KLQF82G06

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $48608547.73

**Total Liabilities:** $6470433.41

**Net Assets:** $42138114.32

**Delayed Delivery Securities:** $4609528.38

**Cash Not Reported:** $81910.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 594.03647491 | **1-Year:** 3066.99804657 | **5-Year:** 8402.86185901 | **10-Year:** 7298.37459029 | **30-Year:** 4599.56653293

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

- **3-Month:** 228.12600184 | **1-Year:** 631.58060332 | **5-Year:** 557.97083529 | **10-Year:** 51.57648722 | **30-Year:** 14.77387971

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235222 | -0.23%               | 0.29%                | -0.55%               |
| Class ID C000235217 | -0.21%               | 0.32%                | -0.53%               |
| Class ID C000235220 | -0.20%               | 0.32%                | -0.42%               |
| Class ID C000235221 | -0.21%               | 0.32%                | -0.53%               |
| Class ID C000235219 | -0.23%               | 0.30%                | -0.55%               |
| Class ID C000235218 | -0.20%               | 0.23%                | -0.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $43894.35                | $-270704.46                                |
| Month 2  | $207.62                  | $11414.40                                  |
| Month 3  | $-8310.98                | $-336181.97                                |

**Designated Index Information**

- **Index Name:** Bloomberg MSCI US Aggregate ESG Choice Bond Index

- **Index Identifier:** 56048177

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAP GROUP INC 8.5% 05/15/2030 144A                                                               | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12720.19     | 0.03%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                              | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                   | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4000 | PA      | $3705.00      | 0.01%             | 2031-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2778.90      | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC 3.875%/VAR 05/14/2032 REGS                                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116168.37    | 0.28%             | 2032-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RESTAURANT TECHNOLOGIES INC                                                      | RESTAURANT TECHNOLOGIES TERM B 1LN 4/2/2029                                                             | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |      9982 | PA      | $9695.05      | 0.02%             | 2029-04-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                      | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      9000 | PA      | $8244.94      | 0.02%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 144                                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |       343 | NS      | $854.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4901.56      | 0.01%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 5% 02/01/2030                                                                                 | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6625.48      | 0.02%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28893.29     | 0.07%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6807.91      | 0.02%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                | FOUNDATION BUILDING MATERIALS TERM B2 1LN 01/29/2031                                                    | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |       997 | PA      | $935.00       | 0.00%             | 2031-01-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    258000 | PA      | $246101.22    | 0.58%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                      | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31017.02     | 0.07%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 3.5% 07/01/2055 #TBA                                                                            | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $133460.87    | 0.32%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 9.5% 01/01/2031 144A                                                               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7459.46      | 0.02%             | 2031-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5.5% 01/01/2055#SL0307                                                                        | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39437 | PA      | $39571.36     | 0.09%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7167.33      | 0.02%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7074.05      | 0.02%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                            | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |      1000 | PA      | $598.72       | 0.00%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                             | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6868.17      | 0.02%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19784.56     | 0.05%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2% 03/01/2051#SD2903                                                                          | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84451 | PA      | $66267.62     | 0.16%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                           | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2056 | PA      | $2048.39      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C   | ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C 7.875% 02/03/2030 144A   | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5003.57      | 0.01%             | 2030-02-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 11/01/2048#FS6649                                                                        | CUSIP: 3140XNL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92532 | PA      | $84099.08     | 0.20%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $5017.95      | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6727.00      | 0.02%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |      4000 | PA      | $2899.91      | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH TERM 1LN 06/28/2029                                                                         | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |      1673 | PA      | $1480.75      | 0.00%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $6958.35      | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 3.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -150000 | PA      | $-133513.61   | -0.32%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 5%/VAR PERP                                                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      2000 | PA      | $1785.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6876.81      | 0.02%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5127.66      | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $986.19       | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1780.00      | 0.00%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38935.68     | 0.09%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                         | AES CORP 6.95%/VAR 07/15/2055                                                                           | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16128.96     | 0.04%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 5.737%/VAR 05/15/2029                                                                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141371.22    | 0.34%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8147.53      | 0.02%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12452.79     | 0.03%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026                                        | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8500.50      | 0.02%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP 2.493% 02/15/2027                                                                   | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125950.66    | 0.30%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                            | WISCONSIN ELEC PWR CO 4.75% 09/30/2032                                                                  | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160025.83    | 0.38%             | 2032-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 5.875% 03/30/2031 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      2000 | PA      | $1836.00      | 0.00%             | 2031-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                  | NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031                                                         | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    140000 | PA      | $121170.00    | 0.29%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 03/01/2052#FS0840                                                                          | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19137 | PA      | $16442.89     | 0.04%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11712.51     | 0.03%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A                                               | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1934.70      | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      3000 | PA      | $2932.50      | 0.01%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18709.44     | 0.04%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38233.76     | 0.09%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                              | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11433.11     | 0.03%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $9200.00      | 0.02%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F032666<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -75000 | PA      | $-66527.31    | -0.16%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3801.93      | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24174.41     | 0.06%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                        | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15380.25     | 0.04%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC CONV 1.875% 12/01/2029                                                                    | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     21000 | PA      | $3780.00      | 0.01%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      8000 | PA      | $6918.00      | 0.02%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9976.21      | 0.02%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                | FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A                                                    | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2555.29      | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2.5% 04/01/2047#SD0978                                                                        | CUSIP: 3132DNCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44951 | PA      | $37301.62     | 0.09%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 12/31/2030                                                                              | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $926377.34    | 2.20%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                       | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    209000 | PA      | $208950.45    | 0.50%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                        | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15488 | PA      | $15921.93     | 0.04%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $37361.84     | 0.09%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 6.75% 07/15/2033 144A                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5051.64      | 0.01%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM CORP 6.5% 01/31/2030                                                                                | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4124.52      | 0.01%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     21000 | PA      | $23153.94     | 0.05%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1161164.06   | 2.76%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 04/01/2054#                                                                                | CUSIP: 3140QUH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79392 | PA      | $80354.20     | 0.19%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 9% 02/15/2030 144A                                                                  | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7536.37      | 0.02%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27748.93     | 0.07%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                     | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                       | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     14000 | PA      | $13685.00     | 0.03%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 19 LTD / AIMCO CLO 19 LLC                                              | AIMCO CLO 19 LTD / AIMCO CLO 19 LLC A TSFR3M+135 10/20/2037 144A                                        | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249860.00    | 0.59%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 02/20/2052#MA7880                                                                            | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163342 | PA      | $131289.86    | 0.31%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2004.93      | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                                | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19860.00     | 0.05%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 08/31/2031                                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $303860.55    | 0.72%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 15YR 2% 06/01/2040 #TBA                                                                            | CUSIP: 01F020463<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $270925.92    | 0.64%             | 2040-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $19326.45     | 0.05%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034        | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12554.03     | 0.03%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $205375.00    | 0.49%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                 | TRANE TECHNOLOGIES FINANCING LTD 5.25% 03/03/2033                                                       | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $51060.63     | 0.12%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HOLDINGS INC                                               | WIN WASTE TERM B 1LN 3/24/2028                                                                          | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |     13952 | PA      | $13834.01     | 0.03%             | 2028-03-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                                | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4651.57      | 0.01%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 06/30/2029                                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15183.83     | 0.04%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS TERM B 1LN 01/31/2029                                                                | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      8034 | PA      | $7957.70      | 0.02%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                               | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                                  | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4928.40      | 0.01%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                 | BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035                                                       | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90943.03     | 0.22%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | TAPESTRY INC 3.05% 03/15/2032                                                                           | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122166.85    | 0.29%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE INC 5% 10/01/2029 144A                                                                        | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      2000 | PA      | $100.00       | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE SERVICES INC 2.5% 04/01/2031                                                                       | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122136.30    | 0.29%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                          | SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029                                                           | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27968.02     | 0.07%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4079.32      | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A                                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5222.24      | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 3.85% 05/23/2030 REGS                                                     | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118405.12    | 0.28%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      2000 | PA      | $1971.46      | 0.00%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21103.05     | 0.05%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 02/15/2034                                                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $249152.93    | 0.59%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US LONG BOND(CBT) FUT SEP25 USU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $2706.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                    | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20326.67     | 0.05%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                     | VALLOUREC SA 7.5% 04/15/2032 144A                                                                       | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     27000 | PA      | $28169.34     | 0.07%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                              | M2S GROUP TERM B 1LN 8/25/2031                                                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8632 | PA      | $8254.52      | 0.02%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                                 | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67097.35     | 0.16%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19306.98     | 0.05%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      1000 | PA      | $1004.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 06/01/2054#CB8711                                                                          | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47891 | PA      | $48472.05     | 0.12%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                                | TJX COMPANIES INC NEW 3.875% 04/15/2030                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117593.32    | 0.28%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 7% 12/01/2031 144A                                                                  | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7320.81      | 0.02%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA 5% 05/28/2030 144A                                                                             | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $199731.82    | 0.47%             | 2030-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 01/01/2054#CB7925                                                                          | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195873 | PA      | $189835.86    | 0.45%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5085.07      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4940.00      | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RR 28 LTD / RR 28 LLC                                                            | RR 28 LTD / RR 28 LLC A1R TSFR3M+155 04/15/2037 144A                                                    | CUSIP: 74989NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250539.50    | 0.59%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                      | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13552.58     | 0.03%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTL INC 1.75% 09/01/2031                                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117781.05    | 0.28%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.625% 09/30/2030                                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $308753.91    | 0.73%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW                                                             | HERC HOLDINGS ESCROW 7% 06/15/2030 144A                                                                 | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10302.26     | 0.02%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7047.29      | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 11/30/2030                                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    913000 | PA      | $928299.88    | 2.20%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                     | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9217.93      | 0.02%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9462.50      | 0.02%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27804.72     | 0.07%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.875% 10/31/2030                                                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $208210.94    | 0.49%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DC COML MTG TR 2023-DC                                                           | DC COML MTG TR 2023-DC 6.3143% 09/12/2040 144A                                                          | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103233.35    | 0.24%             | 2040-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $6412.00      | 0.02%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 4% 04/01/2052#FS1647                                                                          | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39273 | PA      | $36409.41     | 0.09%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW                                                             | HERC HOLDINGS ESCROW 7.25% 06/15/2033 144A                                                              | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5145.96      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5.5% 04/01/2054#CB8330                                                                        | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92067 | PA      | $91432.40     | 0.22%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      5987 | PA      | $5793.88      | 0.01%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 6.875% 03/01/2033 144A                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7090.62      | 0.02%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      6972 | PA      | $6531.71      | 0.02%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                               | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                   | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7000 | PA      | $6989.72      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2.5% 12/01/2051#RA6359                                                                        | CUSIP: 3133KNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85539 | PA      | $70020.90     | 0.17%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 6% 06/01/2055 #TBA                                                                            | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $252509.78    | 0.60%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 01/31/2029                                                                                 | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $351080.08    | 0.83%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8942.13      | 0.02%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.625% 02/15/2035                                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $590704.31    | 1.40%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2% 03/01/2052#MA4562                                                                          | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291195 | PA      | $226857.58    | 0.54%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7941.84      | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 12/01/2051#FS0002                                                                          | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17432 | PA      | $14978.38     | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A                         | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15977.92     | 0.04%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 6.5% 07/15/2032 144A                                                                    | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12289.93     | 0.03%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $23984.30     | 0.06%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 1.4%/VAR 07/01/2026 144A                                                                   | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199430.88    | 0.47%             | 2026-07-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE TERM FLFO B 1LN 11/2/2028                                                                     | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1176 | PA      | $1087.71      | 0.00%             | 2028-08-02      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREAS SVCS PLC                                                 | RECKITT BENCKISER TREAS SVCS PLC 3.875% 09/14/2033 REGS                                                 | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117771.83    | 0.28%             | 2033-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR TERM B 1LN 04/02/2030                                                                   | CUSIP: 69073LAF7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |      5000 | PA      | $4962.50      | 0.01%             | 2030-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36569.08     | 0.09%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7625.06      | 0.02%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $204276.74    | 0.48%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                              | CORE SCIENTIFIC INC CONV 3% 09/01/2029 144A                                                             | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1275.00      | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    571000 | PA      | $543141.45    | 1.29%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6% 07/01/2055 #TBA                                                                              | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $302456.79    | 0.72%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 6.25% 03/15/2030                                                                   | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2025.72      | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                           | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                             | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4200.00      | 0.01%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                       | VONOVIA SE 0.625% 03/24/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97386.69     | 0.23%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 07/31/2031                                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    326000 | PA      | $326414.38    | 0.77%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 6.5% 07/15/2028 144A                                                                         | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2753.51      | 0.01%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                          | OLDCASTLE BUILDINGENVELOPE TERM B 1LN 04/29/2029                                                        | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2000 | PA      | $1799.50      | 0.00%             | 2029-04-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                      | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4036 | PA      | $3732.90      | 0.01%             | 2028-08-02      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |      4000 | PA      | $3689.10      | 0.01%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8343.07      | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                             | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7310.07      | 0.02%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3% 06/01/2055 #TBA                                                                            | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $42562.48     | 0.10%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC 4% 09/05/2031 REGS                                                                              | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $118490.37    | 0.28%             | 2031-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                              | CORE SCIENTIFIC INC CONV 0% 06/15/2031 144A                                                             | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8370.00      | 0.02%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                        | STONEPEAK NILE PARENT LLC 7.25% 03/15/2032 144A                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5178.50      | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2% 06/01/2055 #TBA                                                                            | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $699574.14    | 1.66%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      1000 | PA      | $873.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11876.20     | 0.03%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      2950 | PA      | $2641.37      | 0.01%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                     | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12548 | PA      | $5383.45      | 0.01%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                         | HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A                                                          | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12351.00     | 0.03%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC                                          | DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A                                  | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250494.00    | 0.59%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3% 06/01/2052#SD1082                                                                          | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19979 | PA      | $17120.14     | 0.04%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     27000 | PA      | $17685.00     | 0.04%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                      | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      7000 | PA      | $6948.76      | 0.02%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 3.25% 11/15/2026 144A                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2942.64      | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDF 2016-6A                                                                     | CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A                                                         | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200187.40    | 0.48%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#CB5128                                                                          | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40512 | PA      | $39798.01     | 0.09%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                       | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                    | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11800.73     | 0.03%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      4867 | PA      | $4891.34      | 0.01%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC 3.25% 04/15/2032                                                                         | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118805.11    | 0.28%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                            | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $42707.81     | 0.10%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61919.46     | 0.15%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIATE INC                                                    | BCPE ULYSSES INTERMEDIATE INC PIK VAR 04/01/2027 144A                                                   | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5700.59      | 0.01%             | 2027-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                               | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3824.14      | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                             | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202479.58    | 0.48%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5149.74      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9727.51      | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BUND FUTURE SEP25 RXU5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $-797.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2.5% 05/20/2052#MA8042                                                                          | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138826 | PA      | $116464.78    | 0.28%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 4.5% 04/20/2053#MA8799                                                                          | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89820 | PA      | $85150.83     | 0.20%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1000 | PA      | $968.89       | 0.00%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10056.90     | 0.02%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                           | BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A                                                     | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249730.25    | 0.59%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.375% 07/01/2028                                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2060.51      | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                     | SANDISK TERM B 1LN 2/20/2032                                                                            | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12000 | PA      | $11820.00     | 0.03%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138418.29    | 0.33%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $1785.00      | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                   | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                  | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51107 | PA      | $53224.00     | 0.13%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27391.72     | 0.07%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                               | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12443.20     | 0.03%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 6% 07/01/2055 #TBA                                                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $126093.76    | 0.30%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                    | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8309.16      | 0.02%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS LLC 3.95% 11/15/2028                                                              | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168152.72    | 0.40%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      1000 | PA      | $807.34       | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       268 | NS      | $3384.84      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AMER SPORTS CO                                                                   | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                    | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12476.58     | 0.03%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33574.84     | 0.08%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2.5% 08/01/2052#RA7747                                                                        | CUSIP: 3133KPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88619 | PA      | $72431.66     | 0.17%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 9% 09/15/2028 144A                                                   | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20946.76     | 0.05%             | 2028-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 02/01/2052#FS0898                                                                          | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72952 | PA      | $62682.96     | 0.15%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.375% 05/15/2033                                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1360275.59   | 3.23%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP 3.031%/VAR 11/01/2034                                                                 | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118501.94    | 0.28%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $29870.35     | 0.07%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4021.04      | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4450.00      | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $4941.93      | 0.01%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                    | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                      | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2059.14      | 0.00%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5.75% 08/15/2029 144A                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $15286.85     | 0.04%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                | TELUS CORPORATION 3.4% 05/13/2032                                                                       | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $116077.82    | 0.28%             | 2032-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10806.55     | 0.03%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7114.08      | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      6962 | PA      | $5787.44      | 0.01%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN 5.75% 12/01/2034                                                                     | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      4000 | PA      | $3927.23      | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15667.44     | 0.04%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 7%/VAR 04/15/2055                                                             | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2015.65      | 0.00%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 03/01/2050#MA3964                                                                        | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32635 | PA      | $26949.46     | 0.06%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.625%/VAR PERP                                                                      | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      5000 | PA      | $4924.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7077.72      | 0.02%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN TSFR6M+605.326 10/15/2026 144A               | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27135.00     | 0.06%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $990.63       | 0.00%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7129.94      | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                                     | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2113.65      | 0.01%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 10% 04/15/2030 144A                                                                 | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8355.87      | 0.02%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $576214.84    | 1.37%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17762.53     | 0.04%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                        | FLYNN RESTAURANT TERM B 1LN 01/28/2032                                                                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |      5000 | PA      | $4955.00      | 0.01%             | 2032-01-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.625% 10/01/2025 144A                                                                       | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14909.13     | 0.04%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVESTMENT BANK 0.5% 11/13/2037                                                                | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     50000 | PA      | $41469.98     | 0.10%             | 2037-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC STEP 04/01/2046                                                                       | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5691.55      | 0.01%             | 2046-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 10/20/2050#MA6930                                                                            | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91297 | PA      | $73382.10     | 0.17%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                               | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                  | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74437.50     | 0.18%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                      | BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027                                                           | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19824.09     | 0.05%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $10989.03     | 0.03%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 10/01/2051#CB1872                                                                          | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18614 | PA      | $15993.77     | 0.04%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7175.31      | 0.02%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 5.125% 08/29/2031 REGS                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $125515.33    | 0.30%             | 2031-08-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC 2.25% 08/15/2031                                                                    | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    220000 | PA      | $188488.53    | 0.45%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                   | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                   | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     13000 | PA      | $12394.69     | 0.03%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.625% 09/30/2031                                                                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    663000 | PA      | $644896.99    | 1.53%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6565.36      | 0.02%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD 3.375% 04/07/2030 144A                                                                    | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $190398.22    | 0.45%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 4% 02/01/2053#SD7561                                                                          | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90594 | PA      | $83960.43     | 0.20%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A                                                             | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12967.74     | 0.03%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                       | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $14927.67     | 0.04%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      2000 | PA      | $2004.84      | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                  | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7105.92      | 0.02%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                             | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |       995 | PA      | $962.47       | 0.00%             | 2026-12-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHE-TARD INC 3.625% 05/13/2051 144A                                                     | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $98962.17     | 0.23%             | 2051-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26845.92     | 0.06%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                  | DIGICERT TERM B 2LN 02/19/2029                                                                          | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      7000 | PA      | $6037.50      | 0.01%             | 2029-02-19      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 8.25% 06/30/2032 144A                                                          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4205.89      | 0.01%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23542.32     | 0.06%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                   | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                  | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47323 | PA      | $49357.39     | 0.12%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                              | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9383 | PA      | $8315.68      | 0.02%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                   | WALT DISNEY CO 2.65% 01/13/2031                                                                         | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127552.89    | 0.30%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15766.16     | 0.04%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL PLAQUE 7.75% 05/01/2035 144A                                                             | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5265.23      | 0.01%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45448.02     | 0.11%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2% 06/01/2055 #TBA                                                                            | CUSIP: 01F020661<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -700000 | PA      | $-544113.22   | -1.29%            | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.375% 04/01/2030                                                                         | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9022.39      | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23206.74     | 0.06%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6% 06/01/2055 #TBA                                                                              | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -300000 | PA      | $-302913.84   | -0.72%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                          | MKS INC CONV 1.25% 06/01/2030                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4570.46      | 0.01%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 11% 11/15/2029 144A                                                               | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2061 | PA      | $2338.03      | 0.01%             | 2029-11-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.25% 06/01/2027                                                                   | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5940.40      | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 04/30/2032                                                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    891000 | PA      | $882229.22    | 2.09%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 02/20/2051#MA7192                                                                            | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19596 | PA      | $15751.05     | 0.04%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                    | LONG GILT FUTURE SEP25 G U5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -1 | NC      | $-1340.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                   | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                  | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23874 | PA      | $25036.23     | 0.06%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                          | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7132.55      | 0.02%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5070.06      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $248285.40    | 0.59%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS INC 7.125%/VAR 04/15/2055                                                         | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2002.90      | 0.00%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM 5.125% 03/15/2027                                                                                 | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23978.95     | 0.06%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 4% 05/01/2050#RA2621                                                                          | CUSIP: 3133KH4E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20792 | PA      | $19274.05     | 0.05%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NISOURCE INC 5.35% 04/01/2034                                                                           | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70228.29     | 0.17%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/EUR settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1726.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4643.20      | 0.01%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                          | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10163.89     | 0.02%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                             | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      7000 | PA      | $2549.23      | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE TERM B 1LN 07/01/2031                                                                         | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      4963 | PA      | $3330.42      | 0.01%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20121.91     | 0.05%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                         | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                          | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5975.62      | 0.01%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $7889.35      | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                       | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167416.07    | 0.40%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                         | HELP AT HOME TERM 1LN 09/24/2031                                                                        | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |      3000 | PA      | $2935.77      | 0.01%             | 2031-09-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 8% 06/15/2028 144A                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $7353.62      | 0.02%             | 2028-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 4% 01/01/2051#FM7031                                                                          | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21414 | PA      | $19884.72     | 0.05%             | 2051-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 02/01/2052#CB2886                                                                          | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41118 | PA      | $35317.58     | 0.08%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PAC PPTYS LP 5.95% 02/15/2028                                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    122000 | PA      | $104890.13    | 0.25%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 02/29/2032                                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $169707.81    | 0.40%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                    | TERRAFORM POWER OPERATING LLC 4.75% 01/15/2030 144A                                                     | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40532.46     | 0.10%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6% 01/15/2033 144A                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6926.58      | 0.02%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51767.43     | 0.12%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                       | ONCOR ELEC DELIVERY CO LLC 4.15% 06/01/2032                                                             | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123327.77    | 0.29%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 2.057%/VAR 11/09/2028 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125693.65    | 0.30%             | 2028-11-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                             | TELEFONICA EUROPE BV 2.502%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |    100000 | PA      | $110884.41    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                            | RACKSPACE FINANCE LLC 3.5% 05/15/2028 144A                                                              | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3340 | PA      | $1202.40      | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                        | CAST and CREW TERM B 1LN 12/29/2028                                                                     | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |      5972 | PA      | $5516.37      | 0.01%             | 2028-12-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      1995 | PA      | $1973.05      | 0.00%             | 2030-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 3% 09/30/2031 REGS                                                               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $113312.81    | 0.27%             | 2031-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 03/20/2052#                                                                                  | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70028 | PA      | $56308.36     | 0.13%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 3.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $155765.87    | 0.37%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4090.52      | 0.01%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5.5% 06/01/2054#CB8689                                                                        | CUSIP: 3140QUUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48021 | PA      | $47674.54     | 0.11%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9387.01      | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERGY LP 8% 05/15/2030 144A                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5176.16      | 0.01%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 11/20/2050#MA6994                                                                            | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45981 | PA      | $36958.22     | 0.09%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2023-1 LTD                                                              | VOYA CLO 2023-1 LTD A1 TSFR3M+180 01/20/2037 144A                                                       | CUSIP: 92920FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251021.75    | 0.60%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES TERM B 1LN 9/4/2029                                                                             | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      9937 | PA      | $8870.96      | 0.02%             | 2029-09-04      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                                 | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119339.07    | 0.28%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                      | BOSTON PPTYS LTD PARTNERSHIP 2.45% 10/01/2033                                                           | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172467.33    | 0.41%             | 2033-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 5.05% 05/09/2033                                                             | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250330.74    | 0.59%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 05/15/2034                                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100281.25    | 0.24%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4780.42      | 0.01%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6534.85      | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                        | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42252 | PA      | $34587.07     | 0.08%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 02/15/2032 144A                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7117.00      | 0.02%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN 8.25% 12/15/2029                                                                     | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $7461.55      | 0.02%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1ST OUT TL B 1LN 6/9/2028                                                       | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       368 | PA      | $367.57       | 0.00%             | 2028-06-09      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 6.875% 09/01/2032 144A                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12190.10     | 0.03%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 09/01/2054#CB9216                                                                          | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96195 | PA      | $97330.84     | 0.23%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                | FOUNDATION BUILDING MATERIALS TERM 1LN 1/31/2028                                                        | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |      2997 | PA      | $2899.75      | 0.01%             | 2028-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.12      | 0.02%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 08/15/2034                                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    916000 | PA      | $882283.23    | 2.09%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $31450.01     | 0.07%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: EUR/USD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $44.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                        | ENPRO INC 6.125% 06/01/2033 144A                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5037.19      | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     21000 | PA      | $20102.03     | 0.05%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7062.85      | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                     | INSULET CORP 6.5% 04/01/2033 144A                                                                       | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7197.79      | 0.02%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.875% 07/31/2033 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     30000 | PA      | $30558.45     | 0.07%             | 2033-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B14 1LN 08/15/2028                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      8977 | PA      | $8246.27      | 0.02%             | 2028-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO PIK VAR 06/01/2030 144A                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      3383 | PA      | $3567.49      | 0.01%             | 2030-06-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 4.042%/VAR 01/10/2032 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117557.90    | 0.28%             | 2032-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 4.875% 09/15/2027 144A                                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11857.79     | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      4000 | PA      | $3795.98      | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     21000 | PA      | $19691.06     | 0.05%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 4.5% 11/01/2052#SD8266                                                                        | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129058 | PA      | $122184.85    | 0.29%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 6.125% 04/01/2029 144A                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7017.58      | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10006.00     | 0.02%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7103.22      | 0.02%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                         | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7285.22      | 0.02%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      7000 | PA      | $7094.50      | 0.02%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIEMAE 30YR 2.5% 01/01/2052#FA0375                                                                   | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28246 | PA      | $23192.58     | 0.06%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    350000 | PA      | $285236.28    | 0.68%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6.5% 07/01/2055 #TBA                                                                            | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $204136.12    | 0.48%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18861.13     | 0.04%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $171748.05    | 0.41%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                          | CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A                                                           | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3725.65      | 0.01%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                             | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7342.97      | 0.02%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7571.05      | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                    | LOWES COS INC 3.75% 04/01/2032                                                                          | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120981.61    | 0.29%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                            | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      5000 | PA      | $4970.85      | 0.01%             | 2027-10-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    531000 | PA      | $495655.31    | 1.18%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                            | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                             | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4748.65      | 0.01%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                          | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                  | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |    150000 | PA      | $149581.80    | 0.35%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9621.23      | 0.02%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 6.646%/VAR 01/17/2040                                                                     | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6722.30      | 0.02%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.75% 05/01/2027 144A                                                                 | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5211.48      | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                                          | ARIS WATER HOLDINGS LLC 7.25% 04/01/2030 144A                                                           | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7037.86      | 0.02%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8286.36      | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP CONV 4.25% 12/01/2027                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4150.00      | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 10/15/2026 144A                                                                            | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1993.49      | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                             | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                              | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      1000 | PA      | $806.25       | 0.00%             | 2029-02-12      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -250000 | PA      | $-248285.40   | -0.59%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29765.03     | 0.07%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4% 11/15/2042                                                               | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $89542.97     | 0.21%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4138.20      | 0.01%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325500 | PA      | $291068.20    | 0.69%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1740.64      | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                          | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     21000 | PA      | $21347.13     | 0.05%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | ALTICE USA TERM B6 1LN 01/18/2028                                                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      1995 | PA      | $1967.47      | 0.00%             | 2028-01-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                               | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4965.96      | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INTL/EMC CORP 6.2% 07/15/2030                                                                      | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116510.52    | 0.28%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 02/01/2055#CB9989                                                                          | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48874 | PA      | $49913.14     | 0.12%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3320.00      | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7004.48      | 0.02%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |      4000 | PA      | $3961.24      | 0.01%             | 2032-02-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7095.26      | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 12/01/2052#MA4841                                                                          | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42144 | PA      | $40953.93     | 0.10%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HLDGS INC                                                               | CLUBCORP HLDGS INC 8.5% 09/15/2025 144A                                                                 | CUSIP: 210374AA2<br>LEI: 549300XWSO7KBICXNW37 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14625.00     | 0.03%             | 2025-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      7000 | PA      | $5847.82      | 0.01%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19377.20     | 0.05%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                          | DPL INC 4.35% 04/15/2029                                                                                | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36573.19     | 0.09%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $942.84       | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6937.81      | 0.02%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | WESTERN DIGITAL CORP 3.1% 02/01/2032                                                                    | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7769.43      | 0.02%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                                    | OCEANEERING INTERNATIONAL INC 6% 02/01/2028                                                             | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19730.54     | 0.05%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                | CIGNA GROUP (THE) 3.4% 03/15/2051                                                                       | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97377.52     | 0.23%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 01/20/2051#MA7135                                                                            | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89646 | PA      | $72054.87     | 0.17%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                      | ASURION TERM B3 2LN 01/31/2028                                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      5000 | PA      | $4818.75      | 0.01%             | 2028-01-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC 3% 02/22/2029                                                                                 | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246621.45    | 0.59%             | 2029-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 15YR 3% 05/01/2035#SB0836                                                                          | CUSIP: 3132CW4V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103207 | PA      | $98220.80     | 0.23%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6915.48      | 0.02%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                         | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                                   | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     74000 | PA      | $64492.75     | 0.15%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15974.03     | 0.04%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4635.05      | 0.01%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 5% 10/20/2054#MA9964                                                                            | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49444 | PA      | $48000.21     | 0.11%             | 2054-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21967.04     | 0.05%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC                                  | AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC ARR TSFR3M+150 04/16/2037 144A                          | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250732.50    | 0.60%             | 2037-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                                                | COMPASS GROUP PLC 3.25% 09/16/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $113041.65    | 0.27%             | 2033-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7002.37      | 0.02%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                     | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3151.97      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                         | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3856.82      | 0.01%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                         | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      6000 | PA      | $5662.03      | 0.01%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4878.54      | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 07/31/2029                                                                                 | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300791.79    | 0.71%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     12000 | PA      | $12032.30     | 0.03%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 10/01/2051#CB1878                                                                          | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149997 | PA      | $129071.32    | 0.31%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 7.125% 09/30/2030 144A                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14450.63     | 0.03%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6974.32      | 0.02%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 6.5% 03/15/2033 144A                                                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6941.17      | 0.02%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                           | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                    | CUSIP: 20752KAN3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      5276 | PA      | $4852.62      | 0.01%             | 2031-04-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 01/31/2032                                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $207658.59    | 0.49%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO 5.4% 10/15/2029                                                                       | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40286.99     | 0.10%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/GBP settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $383.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4100.15      | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4529.14      | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 10YR ULTRA FUT SEP25 UXYU5                                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         2 | NC      | $3685.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 4.625% 11/15/2029 144A                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32720.57     | 0.08%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC PIK VAR 01/31/2029 144A                                                          | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      7600 | PA      | $7638.00      | 0.02%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10219.87     | 0.02%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     13145 | PA      | $12616.21     | 0.03%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC (RESTRICTED)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        37 | NS      | $221.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20000 | PA      | $26239.75     | 0.06%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIK VAR 11/30/2030                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      8897 | PA      | $7651.42      | 0.02%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2899859 | NS      | $2900439.23   | 6.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                                          | WEX INC 6.5% 03/15/2033 144A                                                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6923.40      | 0.02%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21257.18     | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC STEP 04/01/2036                                                                       | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $919.02       | 0.00%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                               | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1942.50      | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO PIK VAR 06/01/2031 144A                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      7305 | PA      | $8473.18      | 0.02%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24839.86     | 0.06%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3% 01/01/2052#QD4275                                                                          | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19320 | PA      | $16600.58     | 0.04%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO 2.95% 03/15/2032                                                                | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62581.34     | 0.15%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6979.75      | 0.02%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     36000 | PA      | $30377.28     | 0.07%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                            | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $20475.47     | 0.05%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CONNECT FINCO SARL / CONNECT US FINCO LLC 9% 09/15/2029 144A                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2858.99      | 0.01%             | 2029-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                      | GPD COS INC 10.125% 04/01/2026 144A                                                                     | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3846.23      | 0.01%             | 2026-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 0.25%/VAR 02/23/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    100000 | PA      | $106146.41    | 0.25%             | 2029-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                         | AES CORP 1.375% 01/15/2026                                                                              | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136820.53    | 0.32%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 4% 10/20/2052#MA8346                                                                            | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89171 | PA      | $82328.29     | 0.20%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2.5% 08/20/2051#MA7534                                                                          | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185144 | PA      | $155293.69    | 0.37%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027                                                         | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1002.44      | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 2.75% 05/15/2030 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115649.78    | 0.27%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 15YR 2.5% 07/01/2036#SB0535                                                                        | CUSIP: 3132CWSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55379 | PA      | $51407.62     | 0.12%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                       | HEXION TERM 2LN 03/15/2030                                                                              | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |       706 | PA      | $677.86       | 0.00%             | 2030-03-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                   | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5968 | PA      | $5654.73      | 0.01%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 15YR 2% 10/01/2035#BK5705                                                                          | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34259 | PA      | $31172.28     | 0.07%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                   | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1840.00      | 0.00%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7085.87      | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2% 11/01/2050#SD8106                                                                          | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53470 | PA      | $41890.38     | 0.10%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2527.50      | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6% 06/01/2055 #TBA                                                                              | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $302913.84    | 0.72%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     31000 | PA      | $30705.46     | 0.07%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88475.31     | 0.21%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1ST OUT DD TL 1LN 6/9/2028                                                      | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       233 | PA      | $233.20       | 0.00%             | 2028-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                     | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |      4000 | PA      | $3843.76      | 0.01%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 06/30/2028                                                                                 | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250976.56    | 0.60%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 02/01/2055#CB9985                                                                          | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72626 | PA      | $74646.75     | 0.18%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                    | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |      2000 | PA      | $1986.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33113.69     | 0.08%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127675.17    | 0.30%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7248.39      | 0.02%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                                 | ZIPRECRUITER INC 5% 01/15/2030 144A                                                                     | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15525.69     | 0.04%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                   | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5056.18      | 0.01%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                           | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11567.41     | 0.03%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     24000 | PA      | $24056.30     | 0.06%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $576090.82    | 1.37%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                       | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     10000 | PA      | $9927.49      | 0.02%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5009.50      | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 10% 10/15/2032 144A                                                               | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1005.10      | 0.00%             | 2032-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7078.03      | 0.02%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                              | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12474.90     | 0.03%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                         | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14594.96     | 0.03%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SPA HOLDINGS 3 OY                                                                | AHLSTROM TERM B 1LN 05/23/2030                                                                          | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |      5000 | PA      | $4937.50      | 0.01%             | 2030-05-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8989.90      | 0.02%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                        | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202418.62    | 0.48%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                              | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115324.25    | 0.27%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | ENEL FINANCE INTL NV 2.875% 04/11/2029 REGS                                                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $125348.71    | 0.30%             | 2029-04-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                                          | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117287.74    | 0.28%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                     | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6664.97      | 0.02%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC                        | TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC 9.5% 05/15/2030 144A                          | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     10000 | PA      | $9943.37      | 0.02%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM                                                            | BXHPP TRUST 2021-FILM TSFR1M+76.448 08/15/2036 144A                                                     | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238770.90    | 0.57%             | 2036-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $28486.69     | 0.07%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $7130.83      | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BOBL FUTURE SEP25 OEU5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $-446.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                                                                       | KOHLS CORP 4.25% 07/17/2025                                                                             | CUSIP: 500255AU8<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5955.09      | 0.01%             | 2025-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2019.70      | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 8.5% 04/15/2031 144A                                                                  | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     17000 | PA      | $17906.34     | 0.04%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17069.13     | 0.04%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029        | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10045.87     | 0.02%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62000 | PA      | $60411.25     | 0.14%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7106.24      | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43222.61     | 0.10%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                        | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18186.16     | 0.04%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     18840 | PA      | $16041.82     | 0.04%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                 | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                 | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4868.14      | 0.01%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE TERM 1LN 12/17/2029                                                                           | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |      5000 | PA      | $5043.05      | 0.01%             | 2029-12-17      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 7.875% 06/15/2032                                                                          | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5042.75      | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                        | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4265.65      | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                   | AMN HEALTHCARE 4% 04/15/2029 144A                                                                       | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11026.22     | 0.03%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                         | AES CORP 2.45% 01/15/2031                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    228000 | PA      | $194960.10    | 0.46%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                         | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400 | PA      | $2192.44      | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                                | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134382.30    | 0.32%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.5%/VAR 05/23/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118965.64    | 0.28%             | 2029-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                              | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7993.14      | 0.02%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 11/15/2034                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    546000 | PA      | $540625.31    | 1.28%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                                       | ATKORE INC 4.25% 06/01/2031 144A                                                                        | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9083.25      | 0.02%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1952.70      | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                           | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                       | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      1008 | PA      | $763.43       | 0.00%             | 2031-10-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                           | CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030                                                           | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181032.00    | 0.43%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                  | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |      8992 | PA      | $8879.41      | 0.02%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8011.82      | 0.02%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 2YR NOTE (CBT) FUT SEP25 TUU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $412.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $40.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1634.68      | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | PUGET ENERGY INC 4.224% 03/15/2032                                                                      | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175075.87    | 0.42%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13977.43     | 0.03%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                          | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A                                            | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193146.65    | 0.46%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 4.889%/VAR 07/20/2033                                                                    | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66982.80     | 0.16%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                               | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10897.15     | 0.03%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                      | SWISS RE FINANCE LUXEMBOURG 2.534%/VAR 04/30/2050 REGS                                                  | CUSIP: N/A<br>LEI: 549300CLQZ6TM98LW631       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108611.47    | 0.26%             | 2050-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3381.60      | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4999.08      | 0.01%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC 3.7% 03/23/2029                                                                              | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124876.88    | 0.30%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN AMERS LLC / CROWN AMERS CAP CORP VI                                        | CROWN AMERS LLC / CROWN AMERS CAP CORP VI 4.75% 02/01/2026                                              | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12991.88     | 0.03%             | 2026-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 3% 06/01/2055 #TBA                                                                              | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $217874.13    | 0.52%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5.5% 08/01/2054#MA5444                                                                        | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264014 | PA      | $261698.84    | 0.62%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES                                                        | PRIME HEALTHCARE SERVICES 9.375% 09/01/2029 144A                                                        | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5079.95      | 0.01%             | 2029-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD                                                                 | ARES LIX CLO LTD A TSFR3M+129.161 04/25/2034 144A                                                       | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250144.00    | 0.59%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                           | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                    | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      6724 | PA      | $6183.66      | 0.01%             | 2031-04-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | OTIS WORLDWIDE CORP 2.565% 02/15/2030                                                                   | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127677.49    | 0.30%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 11/01/2051#MA4466                                                                        | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42340 | PA      | $34658.67     | 0.08%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                             | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |      7997 | PA      | $7032.98      | 0.02%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                              | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114556.85    | 0.27%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC 2.25% 10/14/2031                                                                      | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    290000 | PA      | $248709.56    | 0.59%             | 2031-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 7.5% 05/30/2031 144A                                                                         | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2393.50      | 0.01%             | 2031-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $87433.59     | 0.21%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                           | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A                                           | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97000 | PA      | $94102.07     | 0.22%             | 2051-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 12/01/2052#SD1924                                                                          | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40945 | PA      | $40095.97     | 0.10%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 6.625% 05/15/2032                                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1844.77      | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIEMAE 30YR 2.5% 06/01/2052#FA0543                                                                   | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105982 | PA      | $87881.68     | 0.21%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 15YR 2% 07/01/2035#QN2637                                                                          | CUSIP: 3133G84W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73261 | PA      | $66798.26     | 0.16%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 7.375% 05/15/2027 144A                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5760.29      | 0.01%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                    | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1993.44      | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 07/01/2055 #TBA                                                                          | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75000 | PA      | $66512.66     | 0.16%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                              | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    141000 | PA      | $91404.39     | 0.22%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12048.88     | 0.03%             | 2028-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 7.25% 08/15/2030                                                                                | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7330.04      | 0.02%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18032.63     | 0.04%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP 4.895%/VAR 09/06/2030                                                               | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50119.74     | 0.12%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                 | AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A                                                        | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250023.50    | 0.59%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      6982 | PA      | $6785.54      | 0.02%             | 2028-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                                                    | AXIAN TELECOM 7.375% 02/16/2027 144A                                                                    | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |      4000 | PA      | $4016.24      | 0.01%             | 2027-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1048 | PA      | $1011.81      | 0.00%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                  | DIGICERT TERM 1LN 10/16/2026                                                                            | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     20958 | PA      | $20660.00     | 0.05%             | 2026-10-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7099.35      | 0.02%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4304.07      | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                       | MARSH and MCLENNAN COS INC 2.375% 12/15/2031                                                            | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181088.90    | 0.43%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                            | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7088.12      | 0.02%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NISOURCE INC 1.7% 02/15/2031                                                                            | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    230000 | PA      | $194419.05    | 0.46%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     17834 | PA      | $17129.33     | 0.04%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ESDEC SOLAR GROUP BV                                                             | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                        | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |      6464 | PA      | $4751.13      | 0.01%             | 2028-08-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17801.00     | 0.04%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                  | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                                              | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110468.61    | 0.26%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                    | LOWES COS INC 4.25% 04/01/2052                                                                          | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98637.05     | 0.23%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                         | HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A                                                      | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12655.46     | 0.03%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6812.96      | 0.02%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM 2LN 12/10/2029                                                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      1411 | PA      | $1398.69      | 0.00%             | 2029-12-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      8000 | PA      | $7992.37      | 0.02%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC                                      | OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC 9.5% 04/15/2030 144A                                        | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4010.40      | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                      | PRINCE TERM 1LN 4/23/2029                                                                               | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |      5000 | PA      | $4390.65      | 0.01%             | 2029-04-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP 3.625% 03/15/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $114997.47    | 0.27%             | 2034-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14080.79     | 0.03%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5305.88      | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP CAREY INC 2.45% 02/01/2032                                                                           | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184939.38    | 0.44%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032                                                            | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $177524.55    | 0.42%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                        | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19072 | PA      | $15748.86     | 0.04%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      7972 | PA      | $7441.43      | 0.02%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         7 | NC      | $5718.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |     23000 | PA      | $21729.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2% 07/01/2055 #TBA                                                                            | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    700000 | PA      | $544414.01    | 1.29%             | 2055-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5031.11      | 0.01%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.25% 07/01/2033 144A                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6999.94      | 0.02%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19399.98     | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                            | ACRISURE HOLDINGS INC SER A-2 PC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       282 | NS      | $6790.56      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 09/01/2027                                | CUSIP: 91740PAF5<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4998.19      | 0.01%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7056.32      | 0.02%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                   | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     14000 | PA      | $13916.84     | 0.03%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                    | WOLFSPEED INC STEP 06/23/2030 144A                                                                      | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      5014 | PA      | $4825.72      | 0.01%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.25% 07/01/2031 144A                                                                    | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7218.76      | 0.02%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP 2.875% 11/15/2029                                                                           | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186644.79    | 0.44%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7091.99      | 0.02%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                      | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $124035.69    | 0.29%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $88703.08     | 0.21%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    109000 | PA      | $96266.92     | 0.23%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A                        | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $19095.82     | 0.05%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22425.28     | 0.05%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12228.94     | 0.03%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -200000 | PA      | $-204276.74   | -0.48%            | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 6% 06/01/2055 #TBA                                                                            | CUSIP: 01F060667<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -175000 | PA      | $-176756.84   | -0.42%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                            | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |      6978 | PA      | $6619.15      | 0.02%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2% 02/01/2052#FS8764                                                                          | CUSIP: 3140XQW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64501 | PA      | $50955.15     | 0.12%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD PIK VAR 03/06/2030 144A                                | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1261 | PA      | $977.28       | 0.00%             | 2030-03-06      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40995.44     | 0.10%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                              | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12098.70     | 0.03%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                | DARKTRACE TERM 2LN 10/9/2032                                                                            | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4872.50      | 0.01%             | 2032-10-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS and CO                                                              | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1787.31      | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                    | NORTHERN STATES POWER CO (MN) 2.25% 04/01/2031                                                          | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186766.16    | 0.44%             | 2031-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $162234.38    | 0.39%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                        | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                    | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       987 | PA      | $808.68       | 0.00%             | 2028-06-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8904.69      | 0.02%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                        | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109866 | PA      | $81194.40     | 0.19%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7108.03      | 0.02%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: EUR/USD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-157.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                    | SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A                         | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    470481 | PA      | $470654.24    | 1.12%             | 2033-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 06/30/2031                                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    222000 | PA      | $223855.78    | 0.53%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                            | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                              | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4582.48      | 0.01%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      1000 | PA      | $885.00       | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN 4.125% 01/15/2031                                                                    | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      8000 | PA      | $7415.13      | 0.02%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2% 04/01/2052#FS8195                                                                          | CUSIP: 3140XQC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52161 | PA      | $40832.01     | 0.10%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                             | GRUBHUB HOLDINGS INC 5.5% 07/01/2027 144A                                                               | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4612.50      | 0.01%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 11/01/2051#FM9517                                                                        | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40917 | PA      | $33673.50     | 0.08%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7212.77      | 0.02%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                        | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6816.78      | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7838.01      | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC                                                                            | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $293.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                          | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6924.16      | 0.02%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 6.25% 10/15/2034 144A                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6914.45      | 0.02%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $25276.40     | 0.06%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                                 | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11442.00     | 0.03%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 03/01/2048#FS8330                                                                          | CUSIP: 3140XQHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46590 | PA      | $41015.20     | 0.10%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                        | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8200.09      | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                               | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7111.80      | 0.02%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5% 06/01/2055 #TBA                                                                              | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $145549.59    | 0.35%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 4.5% 09/01/2053#SD8360                                                                        | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70330 | PA      | $66430.33     | 0.16%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 12.75% 01/15/2030 144A                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      7271 | PA      | $4680.44      | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7% 06/01/2032 144A                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7159.01      | 0.02%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                                | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5394.00      | 0.01%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 8.375% 06/15/2032 144A                                                   | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5037.66      | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        29 | NS      | $129.92       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO PIK VAR 12/01/2028 144A                                                                      | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      3842 | PA      | $3947.58      | 0.01%             | 2028-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13053.73     | 0.03%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC 1.75% 05/28/2028                                                                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130579.72    | 0.31%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                            | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                   | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7053.87      | 0.02%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                            | VOLCAN CIA MINERA SAA 8.75% 01/24/2030 144A                                                             | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      7000 | PA      | $6795.60      | 0.02%             | 2030-01-24      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 2.943%/VAR 01/21/2033                                                                    | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61509.86     | 0.15%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                          | SANTANDER HLDGS USA INC 5.807%/VAR 09/09/2026                                                           | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35069.19     | 0.08%             | 2026-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES LLC CO-OP 11% 12/15/2029 144A                                                   | CUSIP: 79380IAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $3840.00      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     57000 | PA      | $48789.44     | 0.12%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029         | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22902.02     | 0.05%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 06/01/2055 #TBA                                                                              | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $40171.33     | 0.10%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                    | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25365.09     | 0.06%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3212.52      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                   | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      1000 | PA      | $965.63       | 0.00%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |     30000 | PA      | $16233.30     | 0.04%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 2% 11/01/2040#                                                                                | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44002 | PA      | $37529.02     | 0.09%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A                                              | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4193.86      | 0.01%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5807.17      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 5.459%/VAR 06/30/2035 144A                                                                | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      1000 | PA      | $978.11       | 0.00%             | 2035-06-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12144.00     | 0.03%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11856.17     | 0.03%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC 6.375% 05/15/2030                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6568.53      | 0.02%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9877.00      | 0.02%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 02/01/2033 144A                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6936.63      | 0.02%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5.5% 03/01/2055#SD8515                                                                        | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124988 | PA      | $123813.72    | 0.29%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                               | NUMERICABLE / ALTICE FRANCE TERM B-13 1LN 08/14/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $888.04       | 0.00%             | 2026-08-14      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $113174.84    | 0.27%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44275.52     | 0.11%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $101305.42    | 0.24%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                      | GENESIS ENERGY LP/ FIN CORP 8% 05/15/2033                                                               | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9131.90      | 0.02%             | 2033-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM FINANCE LTD 8% 02/15/2027 144A                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     19000 | PA      | $19550.73     | 0.05%             | 2027-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC 2% 05/15/2030                                                                                | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124288.93    | 0.29%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8.125% 05/01/2027 144A                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $7005.36      | 0.02%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 07/01/2052#FS5486                                                                        | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53144 | PA      | $47736.56     | 0.11%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                 | TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029                                                        | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    130000 | PA      | $127727.43    | 0.30%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 06/07/2032 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     29000 | PA      | $38953.59     | 0.09%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                                            | CEC ENTERTAINMENT LLC 6.75% 05/01/2026 144A                                                             | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7869.95      | 0.02%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61822.40     | 0.15%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/GBP settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-1391.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 4% 10/01/2052#SD1772                                                                          | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37573 | PA      | $34868.68     | 0.08%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 07/01/2055 #TBA                                                                            | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $248051.03    | 0.59%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 08/15/2033                                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $486367.19    | 1.15%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | WESTERN DIGITAL CORP 2.85% 02/01/2029                                                                   | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7311.18      | 0.02%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                         | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     31000 | PA      | $30652.03     | 0.07%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                         | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7132.62      | 0.02%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer