# EDGAR Filing Document

**Accession Number:** 0001699360
**File Stem:** 0002066578-26-002241
**Filing Date:** 2026-6
**Character Count:** 630381
**Document Hash:** 5e8c41f5c76e62192f56d974ecf07ed9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-002241.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002066578-26-002241

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23235
- **FILM NUMBER:** 261128080

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60602

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $191949668.61

**Total Liabilities:** $4500940.03

**Net Assets:** $187448728.58

**Delayed Delivery Securities:** $1181345.84

**Cash Not Reported:** $362301.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 121.105631161081 | **1-Year:** 939.425399042477 | **5-Year:** 9344.327252639824 | **10-Year:** 17515.090136980690 | **30-Year:** 13192.804214696209

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

- **3-Month:** 111.923790474771 | **1-Year:** 4656.999972013285 | **5-Year:** 14557.257075115063 | **10-Year:** 8593.215260685652 | **30-Year:** 2714.076284641229

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186144 | 0.77%                | -2.93%               | 2.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $279992.09               | $312090.56                                 |
| Month 2  | $176798.97               | $-6497840.36                               |
| Month 3  | $-26532.32               | $3107581.43                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -387076 | NC      | $-11979.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -386012 | NC      | $-7147.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -376300 | NC      | $2764.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -226757 | NC      | $1746.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                   | CURRENCY CONTRACT - CNH                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2260525 | NC      | $69062.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                   | CURRENCY CONTRACT - CNH                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -303594 | NC      | $7650.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -374753 | NC      | $1296.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -377210 | NC      | $2741.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110714 | NC      | $180.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -296548 | NC      | $395.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                   | CURRENCY CONTRACT - CZK                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -602270 | NC      | $12095.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                                   | CURRENCY CONTRACT - EGP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -376000 | NC      | $-5977.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -585521 | NC      | $38740.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -188433 | NC      | $15843.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -223782 | NC      | $19767.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                   | CURRENCY CONTRACT - INR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -320775 | NC      | $-10228.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -385000 | NC      | $-5351.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -388932 | NC      | $-6647.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -388184 | NC      | $-9372.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                   | CURRENCY CONTRACT - MXN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -841760 | NC      | $20954.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                   | CURRENCY CONTRACT - MYR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -6272 | NC      | $-83.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                   | CURRENCY CONTRACT - MYR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -410702 | NC      | $-9699.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                   | CURRENCY CONTRACT - MYR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -755044 | NC      | $-8502.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                   | CURRENCY CONTRACT - MYR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -756213 | NC      | $-8483.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                                   | CURRENCY CONTRACT - MYR                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -368353 | NC      | $4529.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                   | CURRENCY CONTRACT - PHP                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -386953 | NC      | $-11979.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -312181 | NC      | $-4029.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -647214 | NC      | $11608.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - RON                                                   | CURRENCY CONTRACT - RON                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -141632 | NC      | $-278.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                   | CURRENCY CONTRACT - THB                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4187849 | NC      | $-183000.30   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                   | CURRENCY CONTRACT - TRY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -443168 | NC      | $11396.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                   | CURRENCY CONTRACT - TRY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -246325 | NC      | $2317.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                   | CURRENCY CONTRACT - TRY                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -307164 | NC      | $-544.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -3000000000 | NC      | $-40875.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3780000 | NC      | $-55912.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -366000 | NC      | $-3961.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -44600000 | NC      | $35319.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -22536215 | NC      | $15968.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4000000 | NC      | $-2600.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -17635000 | NC      | $-8056.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -80031956 | NC      | $53353.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8758000 | NC      | $-8130.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -29623546 | NC      | $5119.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -183741575 | NC      | $-37752.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1919910 | NC      | $-16494.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -3160314376 | NC      | $-5599.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6240277 | NC      | $4964.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6420129 | NC      | $2530.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. YR T-NOTES JUN26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          12 | NC      | $1327125.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. U.S. T-BONDS JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -4 | NC      | $-451375.00   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. U.S. T-BONDS JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          23 | NC      | $2595406.25   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. CBT ULT TNOTE JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -74 | NC      | $-8351593.75  | -4.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. CBT ULT TNOTE JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $112859.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. CBT UL T-BONDS JUN26                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -1 | NC      | $-115031.25   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. CBT UL T-BONDS JUN26                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -2 | NC      | $-230062.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. YR T NOTE JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          11 | NC      | $1186195.31   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. YR T NOTE JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -26 | NC      | $-2803734.38  | -1.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. US 2YR T-NOTE JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          41 | NC      | $8492125.00   | 4.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. US 2YR T-NOTE JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          28 | NC      | $5799500.00   | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FXO EURBRL PUT 6.11 15122                                                 | FXO EURBRL PUT 6.11 15122                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     1600000 | NC      | $73832.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.1774 180                                                 | FXO EURUSD PUT 1.1774 180                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     1369118 | NC      | $10596.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR PUT 15 151226                                                  | FXO USDZAR PUT 15 151226                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |    -1484000 | NC      | $-4725.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDZAR PUT 16 151226                                                  | FXO USDZAR PUT 16 151226                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     1484000 | NC      | $21127.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WTS. MCDERMOTT INTL                                                       | WTS. MCDERMOTT INTL                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4298 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WTS. MCDERMOTT INTL                                                       | WTS. MCDERMOTT INTL                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3868 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AVILEASE CAPITAL LTD                                                      | AVILES 4.75 11/12/30 144A                                                                                                               | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $195967.41    | 0.10%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VOLCAN COMPANIA MINERA SA                                                 | VOLCAN 8.5 10/28/32 144A                                                                                                                | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $206498.00    | 0.11%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE CUMHURIYETI ZIRAAT BANKASI AS                                     | TCZIRA V8.375 PERP 144A                                                                                                                 | CUSIP: 90015JAC6<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      225000 | PA      | $223668.65    | 0.12%             | 2049-12-31      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                 | ANGOL 9.875 10/15/35 REGS                                                                                                               | CUSIP: V02834AB1<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      620000 | PA      | $665500.80    | 0.36%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                   | VENZ 8.25 10/13/24                                                                                                                      | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       96600 | PA      | $46368.00     | 0.02%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                | REPHUN 5.5 03/26/36 REGS                                                                                                                | CUSIP: X93622GS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      525000 | PA      | $525399.41    | 0.28%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SAGB 7 02/28/31 R213                                                                                                                    | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5411193 | PA      | $307674.66    | 0.16%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                 | ARAMCO 5.25 07/17/34 144A                                                                                                               | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      404000 | PA      | $406749.62    | 0.22%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 5.85 02/15/56                                                                                                                      | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       52000 | PA      | $49984.16     | 0.03%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SAGB 8.75 01/31/44 2044                                                                                                                 | CUSIP: S69124VF9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18925447 | PA      | $1071307.12   | 0.57%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN CHILE SPA                                                        | ENFRAG 5.375 12/30/30 REGS                                                                                                              | CUSIP: E4181LAA9<br>LEI: 5493003ME0392SW30U44 | Long             | DBT              | CORP              | CL        |      198071 | PA      | $184363.35    | 0.10%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                   | KEY V5.305 01/28/37                                                                                                                     | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      184000 | PA      | $180723.95    | 0.10%             | 2037-01-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                            | GEV 4.875 02/04/36                                                                                                                      | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44512.72     | 0.02%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                                | THAIGB 3.39 06/17/37                                                                                                                    | CUSIP: Y6065BRA7<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     7143000 | PA      | $241801.52    | 0.13%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                           | ANTOLN 6.25 05/02/34 144A                                                                                                               | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $212458.00    | 0.11%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                              | INDOGB 6.75 07/15/35 103                                                                                                                | CUSIP: Y6S86ZH36<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4330000000 | PA      | $247392.84    | 0.13%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 0 02/01/36 REGS                                                                                                                  | CUSIP: X5S0055Y3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      472638 | PA      | $240568.06    | 0.13%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                              | BCP V5.8 03/10/35 144A                                                                                                                  | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $200500.00    | 0.11%             | 2035-03-10      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                                | THAIGB 2.98 06/17/45                                                                                                                    | CUSIP: Y603CLBS2<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    10800000 | PA      | $326718.16    | 0.17%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                       | FITB V4.566 04/29/32                                                                                                                    | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128041.21    | 0.07%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                         | STOR 4.95 02/11/31 144A                                                                                                                 | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54605.27     | 0.03%             | 2031-02-11      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY              | BHRAIN 7.1 02/03/38 144A                                                                                                                | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |      530000 | PA      | $517375.63    | 0.28%             | 2038-02-03      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                             | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     2533058 | NS      | $2533057.75   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA, GOVERNMENT OF                                                      | IGB 7.1 04/08/34                                                                                                                        | CUSIP: Y2R3MBN50<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    23650000 | PA      | $250115.90    | 0.13%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                   | MGS 4.18 05/16/44 0224                                                                                                                  | CUSIP: Y2R35QGG0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      319000 | PA      | $82725.59     | 0.04%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                       | MUBAUH 5.875 05/01/34 REGS                                                                                                              | CUSIP: M6846HDK6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $210209.20    | 0.11%             | 2034-05-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                                 | ZAMBIN 0.5 12/31/53 REGS                                                                                                                | CUSIP: V7179UMK2<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       77000 | PA      | $52457.72     | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                      | ETR 4.95 01/15/36                                                                                                                       | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37351.25     | 0.02%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                             | JEF 5.5 02/15/36                                                                                                                        | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      173000 | PA      | $166599.36    | 0.09%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                                 | ZAMBIN 5.75 06/30/33 REGS                                                                                                               | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       47373 | PA      | $46612.01     | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 0 02/01/34 144A                                                                                                                  | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      264749 | PA      | $125214.54    | 0.07%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                        | GHANA 5 07/03/29 REGS                                                                                                                   | CUSIP: V3R60FEL4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       70481 | PA      | $69187.04     | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 5.75 03/24/35 REGS                                                                                                               | CUSIP: X7360WDA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       68000 | PA      | $65373.49     | 0.03%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LTD                                           | CWCLN 7.125 10/15/32 144A                                                                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199561.47    | 0.11%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLOM 7.75 11/07/36                                                                                                                     | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      650000 | PA      | $684775.00    | 0.37%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                          | TURKGB 37.84 07/14/27 2Y                                                                                                                | CUSIP: M8T85VSW8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    66416734 | PA      | $1456421.60   | 0.78%             | 2027-07-14      | Fixed         | 37.84%                | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                      | KENINT 8.8 10/09/38 REGS                                                                                                                | CUSIP: V7179SDB7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $190277.50    | 0.10%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Central Bank of Nigeria                                                   | NGOMOB 0 05/12/26 175D                                                                                                                  | CUSIP: DA5682871<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |  1169603000 | PA      | $850863.30    | 0.45%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO         | ECUA 9.25 01/29/39 144A                                                                                                                 | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      200000 | PA      | $207000.00    | 0.11%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HOWMET AEROSPACE INC COM                                                                                                                | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |          85 | NS      | $20658.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                     | BEEFBZ 7.5 04/22/36 144A                                                                                                                | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $196606.00    | 0.10%             | 2036-04-22      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SAGB 9 01/31/40 2040                                                                                                                    | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6206227 | PA      | $363954.30    | 0.19%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                             | EGYTB 0 08/04/26 364D                                                                                                                   | CUSIP: M5R189ZH2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    37850000 | PA      | $670087.29    | 0.36%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                           | TMHC 5.75 01/15/28 144A                                                                                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95857.38     | 0.05%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                      | POLGB 1.75 04/25/32 0432                                                                                                                | CUSIP: X8T0245B7<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3728000 | PA      | $841486.64    | 0.45%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMGB 7.2 10/30/33 10Y                                                                                                                  | CUSIP: X5S007LK1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      545000 | PA      | $122896.52    | 0.07%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                     | CUZ 4.875 03/01/33                                                                                                                      | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |       52000 | PA      | $50322.53     | 0.03%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                        | GHANA 5 07/03/35 REGS                                                                                                                   | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      237320 | PA      | $218399.51    | 0.12%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                        | GHANA 0 01/03/30 REGS                                                                                                                   | CUSIP: V3R60FEP5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       36446 | PA      | $32118.67     | 0.02%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                        | OCPMR V6.7405 PERP 144a                                                                                                                 | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $199133.05    | 0.11%             | 2049-12-31      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                              | JSCKSP 5.9 04/28/31 144A                                                                                                                | CUSIP: 48581RAA4<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $199324.09    | 0.11%             | 2031-04-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V5.065 01/21/37                                                                                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      256000 | PA      | $250274.91    | 0.13%             | 2037-01-21      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.7 02/04/36                                                                                                                       | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76827.86     | 0.04%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NATIONAL COMPANY JSC                                             | KZTGKZ 5.625 05/08/36 144A                                                                                                              | CUSIP: 63549WAB1<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $195991.61    | 0.10%             | 2036-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 7.125 01/17/33 144A                                                                                                              | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      308000 | PA      | $326273.53    | 0.17%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                  | ST 4.375 02/15/30 144A                                                                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19391.26     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                  | ST 3.75 02/15/31 144A                                                                                                                   | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      183000 | PA      | $169985.50    | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORP                                                                | SYY 4.4 07/25/31                                                                                                                        | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53801.87     | 0.03%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HWM 4.75 04/15/36                                                                                                                       | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      130000 | PA      | $126282.86    | 0.07%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                          | RPGB 6.625 08/17/33 1071                                                                                                                | CUSIP: Y6972FE71<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    42990000 | PA      | $687936.81    | 0.37%             | 2033-08-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                          | TURKEY 7.125 07/17/32                                                                                                                   | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      290000 | PA      | $294801.36    | 0.16%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 6.7 02/04/56                                                                                                                       | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      178000 | PA      | $164045.22    | 0.09%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V6.5 05/24/86                                                                                                                        | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $198043.52    | 0.11%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                | SYY 4.95 03/25/36                                                                                                                       | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      103000 | PA      | $98832.73     | 0.05%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                               | COR 4.9 02/13/36                                                                                                                        | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      159000 | PA      | $155130.40    | 0.08%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                              | ECOPET 7.75 02/01/32                                                                                                                    | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      105000 | PA      | $107596.13    | 0.06%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                             | EGYTB 0 06/02/26 364D                                                                                                                   | CUSIP: M5R189YZ3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     6200000 | PA      | $113819.52    | 0.06%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                             | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1736745 | NS      | $1736745.01   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                 | PG&E CORP 6% SER A MAND CONV PFD STK                                                                                                    | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        1208 | PA      | $50808.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE 5.85 03/01/56                                                                                                                       | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87390.32     | 0.05%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 4.55 01/15/31                                                                                                                        | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22797.17     | 0.01%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V5.433 01/23/47                                                                                                                     | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      178000 | PA      | $169239.18    | 0.09%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                            | GEV 5.5 02/04/56                                                                                                                        | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86337.71     | 0.05%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KUWAIT, GOVERNMENT OF - MINISTRY OF FINANCE                               | KUWIB 4.652 10/09/35 144A                                                                                                               | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |      200000 | PA      | $195021.86    | 0.10%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                        | AEGEBZ 7.625 01/20/36 144A                                                                                                              | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $145250.00    | 0.08%             | 2036-01-20      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                           | CNXC 6.5 03/01/29                                                                                                                       | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78130.02     | 0.04%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                               | COR 5.65 02/13/56                                                                                                                       | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39817.88     | 0.02%             | 2056-02-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.193 02/05/37                                                                                                                     | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      377000 | PA      | $370877.13    | 0.20%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                          | BMO V4.439 01/14/32 J                                                                                                                   | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       65000 | PA      | $64110.29     | 0.03%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                     | COSTCO WHOLESALE CORP COM USD0.01                                                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          41 | NS      | $41595.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE COMPANY (THE)                                            | PROCTER & GAMBLE COMPANY (THE) COM NPV                                                                                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         155 | NS      | $22798.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                             | EGYTB 0 07/21/26 364D                                                                                                                   | CUSIP: M5R189C61<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    55075000 | PA      | $982675.01    | 0.52%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF NIGERIA                                                   | NGOMOB 0 05/05/26 196D                                                                                                                  | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   680397000 | PA      | $494564.42    | 0.26%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                | CNHI 4.375 03/07/31                                                                                                                     | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      125000 | PA      | $122529.51    | 0.07%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                     | AR 5.4 02/01/36                                                                                                                         | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      126000 | PA      | $123750.90    | 0.07%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                                     | SQM V5.625 04/22/56 144A                                                                                                                | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $198660.00    | 0.11%             | 2056-04-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO         | ECUA 8.75 01/29/34 144A                                                                                                                 | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      200000 | PA      | $204000.00    | 0.11%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | FMCN 6.375 02/15/36 144A                                                                                                                | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $196613.56    | 0.10%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL           | BNTNB 6 05/15/35 NTNB                                                                                                                   | CUSIP: P80551BR7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1974000 | PA      | $1700009.79   | 0.91%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                  | SIMON PROPERTY GROUP INC COM USD0.0001                                                                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |         225 | NS      | $45834.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO          | MBONO 8.5 11/18/38 M                                                                                                                    | CUSIP: P6625CAM0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10499200 | PA      | $556867.83    | 0.30%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SAGB 8.5 01/31/37 2037                                                                                                                  | CUSIP: S69124TY1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    12160510 | PA      | $702510.53    | 0.37%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                                | THAIGB 3.3 06/17/38                                                                                                                     | CUSIP: Y6065BKV8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4435000 | PA      | $147299.44    | 0.08%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                  | IRM 4.875 09/15/29 144A                                                                                                                 | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      190000 | PA      | $187375.55    | 0.10%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                  | IRM 4.5 02/15/31 144A                                                                                                                   | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      195000 | PA      | $187390.18    | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                      | POLGB 1.25 10/25/30 1030                                                                                                                | CUSIP: X8T024V85<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2014000 | PA      | $472524.10    | 0.25%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                                | THAIGB 3.45 06/17/43                                                                                                                    | CUSIP: Y6065BQX8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    14027000 | PA      | $454940.36    | 0.24%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                  | KSA 5 01/16/34 REGS                                                                                                                     | CUSIP: M6320UCG2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      830000 | PA      | $832537.28    | 0.44%             | 2034-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                  | SRILAN 3.6 05/15/36 144A                                                                                                                | CUSIP: YS0722613<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      245179 | PA      | $230220.63    | 0.12%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                        | URI 3.875 02/15/31                                                                                                                      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      365000 | PA      | $345645.33    | 0.18%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                    | BCULC 3.875 01/15/28 144A                                                                                                               | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      435000 | PA      | $426906.03    | 0.23%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGUATE TRUST 2.0                                                       | EGUATE 6.35 09/15/35 144A                                                                                                               | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200405.91    | 0.11%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                        | OCPMR V7.3682 PERP 144A                                                                                                                 | CUSIP: 67091TAL9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $198752.25    | 0.11%             | 2049-12-31      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                     | CZGB 0.95 05/15/30 94                                                                                                                   | CUSIP: X73311KU9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10910000 | PA      | $460959.98    | 0.25%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER SA                                                  | TERMOC 7.75 09/17/31 144A                                                                                                               | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $205640.00    | 0.11%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                             | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |       37436 | NS      | $37435.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING COMPANY (THE)                                                      | BOEING COMPANY (THE) 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |         750 | PA      | $54150.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SAGB 8.875 02/28/35 2035                                                                                                                | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    12756786 | PA      | $770369.13    | 0.41%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                 | PCG V6.85 09/15/56                                                                                                                      | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54988.98     | 0.03%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLOM 6.5 01/21/33                                                                                                                      | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      310000 | PA      | $308915.00    | 0.16%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONGO, DEMOCRATIC REPUBLIC OF - MINISTRY OF FINANCE                       | DRCONG 8.75 04/16/32 144A                                                                                                               | CUSIP: 24811WAA6<br>LEI: 2138004PAH1DQEIMEW20 | Long             | DBT              | NUSS              | CD        |      200000 | PA      | $203869.54    | 0.11%             | 2032-04-16      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                | DVA 3.75 02/15/31 144A                                                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      180000 | PA      | $166983.95    | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                | HGB 7 10/24/35 35/A                                                                                                                     | CUSIP: X51627P88<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   134430000 | PA      | $465390.89    | 0.25%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                            | ALBEMARLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |         250 | PA      | $19485.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SAGB 8.25 03/31/32 2032                                                                                                                 | CUSIP: S69124UU7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5528933 | PA      | $328208.58    | 0.18%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                   | MGS 4.054 04/18/39 0124                                                                                                                 | CUSIP: Y2R35QGD7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1259000 | PA      | $323581.99    | 0.17%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                       | GUATEM 6.55 02/06/37 144A                                                                                                               | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $213200.00    | 0.11%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                      | ADNOCM 5.125 09/11/54 144A                                                                                                              | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      225000 | PA      | $200073.17    | 0.11%             | 2054-09-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS, GOVERNMENT OF                                                   | HONDUR 8.625 11/27/34 144A                                                                                                              | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      150000 | PA      | $171985.50    | 0.09%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENERJI AS                                             | AYDEMT 9.875 09/30/30 REGS                                                                                                              | CUSIP: M1548HAB1<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $202183.35    | 0.11%             | 2030-09-30      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                       | AVIAGP 9.5 01/28/31 144A                                                                                                                | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $186000.00    | 0.10%             | 2031-01-28      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                | HGB 2.25 04/20/33 33/A                                                                                                                  | CUSIP: X51627GG0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   116230000 | PA      | $297525.30    | 0.16%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                               | LEBAN 6.2 02/26/25 GMTN                                                                                                                 | CUSIP: M6S21BAM5<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      525000 | PA      | $133676.55    | 0.07%             | 2025-02-26      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                      | POLAND 5.5 03/18/54 30Y                                                                                                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      202000 | PA      | $187804.83    | 0.10%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SENEGAL, REPUBLIC OF                                                      | SENEGL 7.75 06/10/31 7Y                                                                                                                 | CUSIP: V7691CAM0<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      434000 | PA      | $260739.31    | 0.14%             | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SOAF 5.65 09/27/47 30Y                                                                                                                  | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      250000 | PA      | $201666.01    | 0.11%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                   | MGS 4.893 06/08/38 0418                                                                                                                 | CUSIP: Y2R35QCC3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2185000 | PA      | $607544.41    | 0.32%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO SA                                            | BGOSK 5.75 07/09/34 144A                                                                                                                | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $207992.74    | 0.11%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE                         | CGB 2.11 08/25/34 INBK                                                                                                                  | CUSIP: Y6S39B8C7<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1290000 | PA      | $194895.33    | 0.10%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                 | PDVSA 9 11/17/21 REGS                                                                                                                   | CUSIP: P7807HAP0<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      185101 | PA      | $83758.20     | 0.04%             | 2021-11-17      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                              | PEMEX 6.375 01/23/45                                                                                                                    | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       12000 | PA      | $9953.02      | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                        | TELVIS 6.125 01/31/46                                                                                                                   | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $152643.70    | 0.08%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                    | ESKOM 8.45 08/10/28 REGS                                                                                                                | CUSIP: S25221AU6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      400000 | PA      | $421835.08    | 0.23%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                   | VENZ 11.75 10/21/26                                                                                                                     | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      220900 | PA      | $125581.65    | 0.07%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                              | ECOPET 5.875 05/28/45                                                                                                                   | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      195000 | PA      | $149950.25    | 0.08%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 0 02/01/35 REGS                                                                                                                  | CUSIP: X5S0056B2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      131922 | PA      | $67121.90     | 0.04%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                        | GHANA 0 07/03/26 REGS                                                                                                                   | CUSIP: V3R60FEK6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        7400 | PA      | $7323.62      | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                 | PDVSA 6 05/16/24 REGS                                                                                                                   | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      340653 | PA      | $133672.24    | 0.07%             | 2024-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL           | BRAZIL 5 01/27/45                                                                                                                       | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $160370.00    | 0.09%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                              | ORBIA 5.875 09/17/44 REGS                                                                                                               | CUSIP: P57908AF5<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $156464.00    | 0.08%             | 2044-09-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                 | ANGOL 9.375 05/08/48 REGS                                                                                                               | CUSIP: V21735AB7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $194600.87    | 0.10%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| INDIKA ENERGY TBK PT                                                      | INDYIJ 8.75 05/07/29 REGS                                                                                                               | CUSIP: Y71247AA1<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |      250000 | PA      | $254696.26    | 0.14%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                   | VENZ 9.25 05/07/28                                                                                                                      | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      494800 | PA      | $251111.00    | 0.13%             | 2028-05-07      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                   | VENZ 8.25 10/13/24                                                                                                                      | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      162500 | PA      | $78000.00     | 0.04%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO          | MBONO 7.75 11/13/42 M                                                                                                                   | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5936800 | PA      | $285525.16    | 0.15%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                              | PEMEX 6.625 06/15/35                                                                                                                    | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       39000 | PA      | $37638.87     | 0.02%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLTES 7.25 10/18/34 B                                                                                                                  | CUSIP: P6S32JS68<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   208400000 | PA      | $39716.68     | 0.02%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO          | MEX 6.875 05/13/37                                                                                                                      | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $527225.00    | 0.28%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                 | ARAMCO 5 02/02/36 144A                                                                                                                  | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      384000 | PA      | $377494.04    | 0.20%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                 | ANGOL 9.125 11/26/49 REGS                                                                                                               | CUSIP: V5S1ASAA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $190757.91    | 0.10%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL           | BNTNF 10 01/01/31 NTNF                                                                                                                  | CUSIP: P8T60NEH0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    15082000 | PA      | $2675095.92   | 1.43%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                               | LEBAN 6.75 11/29/27 15Y                                                                                                                 | CUSIP: M6S21BAF0<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       52000 | PA      | $13320.74     | 0.01%             | 2027-11-29      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                   | MGS 3.733 06/15/28 0513                                                                                                                 | CUSIP: Y55745NU6<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1610000 | PA      | $409899.55    | 0.22%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO          | MBONO 7.75 11/23/34 M                                                                                                                   | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11849900 | PA      | $621854.76    | 0.33%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                 | PDVSA 5.375 04/12/27                                                                                                                    | CUSIP: P7807HAC9<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      361000 | PA      | $135826.25    | 0.07%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                          | TURKEY 6.375 05/22/31                                                                                                                   | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $198232.64    | 0.11%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                | IVYCST 5.75 12/31/32 REGs                                                                                                               | CUSIP: V25125BD2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      125083 | PA      | $124712.58    | 0.07%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                   | VENZ 7.75 10/13/19                                                                                                                      | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       93400 | PA      | $42590.40     | 0.02%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                               | LEBAN 6.65 11/03/28 GMTN                                                                                                                | CUSIP: M8787UAP6<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      123000 | PA      | $31333.74     | 0.02%             | 2028-11-03      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                   | MGS 4.762 04/07/37 0317                                                                                                                 | CUSIP: Y2R35QBY6<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2369000 | PA      | $651949.51    | 0.35%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SOAF 4.85 09/30/29 10Y                                                                                                                  | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      100000 | PA      | $99298.38     | 0.05%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT                                   | BOAD 6.25 10/14/40 144A                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | TG        |      165000 | PA      | $186059.62    | 0.10%             | 2040-10-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMGB 5 02/12/29 10Y                                                                                                                    | CUSIP: X5S007EN3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      470000 | PA      | $101775.08    | 0.05%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                   | MGS 3.885 08/15/29 0219                                                                                                                 | CUSIP: Y2R35QBX8<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2583000 | PA      | $663572.50    | 0.35%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                              | INDOGB 7 09/15/30 FR82                                                                                                                  | CUSIP: Y6S86ZMP1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  6707000000 | PA      | $391532.26    | 0.21%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                              | INDOGB 6.875 07/15/54 102                                                                                                               | CUSIP: Y6S86ZB81<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4170000000 | PA      | $238974.00    | 0.13%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                  | SRILAN 3.1 01/15/30 144A                                                                                                                | CUSIP: YS0719403<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      108618 | PA      | $103251.31    | 0.06%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                               | LEBAN 6.6 11/27/26 GMTN                                                                                                                 | CUSIP: M87883DJ6<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       35000 | PA      | $8840.01      | 0.00%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HOLDINGS LTD                                                  | TIMES CHINA HOLDINGS LTD HKD0.1                                                                                                         | CUSIP: G8904A100<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | HK        |       18555 | NS      | $129.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qlik Technologies                                                         | Qlik Technologies Term Loan B 325 2030-10-01                                                                                            | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       83672 | PA      | $65682.39     | 0.04%             | 2030-10-28      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                               | LEBAN 6 01/27/23 10Y                                                                                                                    | CUSIP: M6S21BBB8<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      340000 | PA      | $85340.00     | 0.05%             | 2023-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                           | DOMREP 6.85 01/27/45 REGS                                                                                                               | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $200440.00    | 0.11%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO          | MBONO 10 11/20/36 M                                                                                                                     | CUSIP: P9767GR78<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5754400 | PA      | $346650.94    | 0.18%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY              | BHRAIN 6.75 09/20/29 REGS                                                                                                               | CUSIP: M87012AE6<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $200311.61    | 0.11%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY            | PANAMA 3.16 01/23/30                                                                                                                    | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $189400.00    | 0.10%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.073 01/30/37                                                                                                                      | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       88000 | PA      | $86101.93     | 0.05%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 5.35 01/15/36                                                                                                                        | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19882.72     | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL TL                                                 | GRAFTECH INTERNATIONAL TL                                                                                                               | CUSIP: LX2566300<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      123022 | PA      | $117448.06    | 0.06%             | 2029-11-11      | Fixed         | 10.85%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                  | IHRT 7 01/15/31 144A                                                                                                                    | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       48000 | PA      | $44239.94     | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V4.516 01/21/32                                                                                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9854.17      | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SPIRE INC (US)                                                            | SR 4.6 09/01/31                                                                                                                         | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69310.25     | 0.04%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VZ 2.355 03/15/32                                                                                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      116000 | PA      | $101422.85    | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRISES INC                                           | EAF 9.875 12/23/29 144A                                                                                                                 | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $7475.00      | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                                      | EAF 4.625 12/23/29 144A                                                                                                                 | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |      130000 | PA      | $82441.57     | 0.04%             | 2029-12-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC                                               | SJI 5.02 04/15/31                                                                                                                       | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |       85000 | PA      | $74158.24     | 0.04%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC V4.626 06/06/33                                                                                                                     | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       95000 | PA      | $92430.63     | 0.05%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDING INC                                | BBCP 7.5 02/01/32 144A                                                                                                                  | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      163000 | PA      | $165656.74    | 0.09%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                              | MPW 8.5 02/15/32 144a                                                                                                                   | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      155000 | PA      | $161029.35    | 0.09%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SUNTRUST CAPITAL III                                                      | TFC F 03/15/28                                                                                                                          | CUSIP: 86788LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $128718.61    | 0.07%             | 2028-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 0 02/01/30 REGS                                                                                                                  | CUSIP: X5S0055Z0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      123100 | PA      | $77921.24     | 0.04%             | 2030-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                                        | ATWALD 5.25 01/15/33                                                                                                                    | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244479.75    | 0.13%             | 2033-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                | BRKHEC 4.8 09/15/43                                                                                                                     | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13483.82     | 0.01%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                        | ABIBB 4.95 01/15/42                                                                                                                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       60000 | PA      | $56274.73     | 0.03%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC (THE)                                        | HIG F 02/12/47 ICON                                                                                                                     | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       87000 | PA      | $83784.73     | 0.04%             | 2047-02-12      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| KROGER COMPANY (THE)                                                      | KR 5 09/15/34                                                                                                                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17781.07     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                       | EXC 5.25 09/15/54                                                                                                                       | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46102.76     | 0.02%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                    | BG 4.65 09/17/34                                                                                                                        | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15480.12     | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM 5.9 01/07/35                                                                                                                         | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50306.06     | 0.03%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                         | KMI 5.3 12/01/34                                                                                                                        | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101100.08    | 0.05%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                       | ABT 5.6 03/15/66                                                                                                                        | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33708.49     | 0.02%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2015-2                               | AAL 3.6 09/22/27                                                                                                                        | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115767 | PA      | $114388.89    | 0.06%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                     | AAL 4.1 01/15/28 A                                                                                                                      | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       20279 | PA      | $19943.05     | 0.01%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GABON, REPUBLIC OF - MINISTRY OF PUBLIC ACCOUNTS AND DEBT                 | GABON 6.625 02/06/31 REGS                                                                                                               | CUSIP: V36283AD7<br>LEI: 213800ZIWIDL1KU8MB19 | Long             | DBT              | NUSS              | GA        |      575000 | PA      | $484358.60    | 0.26%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 5.65 03/15/66                                                                                                                      | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22277.22     | 0.01%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                       | SUMIBK V5.334 03/03/41                                                                                                                  | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       83000 | PA      | $80948.34     | 0.04%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                          | FE 3.875 01/15/31                                                                                                                       | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       48000 | PA      | $53352.00     | 0.03%             | 2031-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                            | NET 0 06/15/30                                                                                                                          | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |       16000 | PA      | $18375.94     | 0.01%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WBI OPERATIONS LLC                                                        | WBI 6.25 10/15/30 144A                                                                                                                  | CUSIP: 92944BAA9<br>LEI: 254900A83461EGRMOV11 | Long             | DBT              | CORP              | US        |      494000 | PA      | $500871.54    | 0.27%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Dayforce (Ceridian HCM)                                                   | Dayforce (Ceridian HCM) Term Loan B 300 2033-02-01                                                                                      | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      493000 | PA      | $464529.25    | 0.25%             | 2032-10-07      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                             | VOLTAG 7.375 11/01/30 144A                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      175000 | PA      | $181636.35    | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                    | GWRE 1.25 11/01/29                                                                                                                      | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29493.75     | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                   | MGS 3.757 05/22/40 0519                                                                                                                 | CUSIP: Y2R35QCG4<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      778000 | PA      | $194280.26    | 0.10%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                           | DOMREP 4.5 01/30/30 144A                                                                                                                | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      280000 | PA      | $268940.00    | 0.14%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                          | BNSF 3.9 08/01/46                                                                                                                       | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $39885.68     | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                     | AAL 3.25 10/15/28                                                                                                                       | CUSIP: 023771S25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40632 | PA      | $38875.42     | 0.02%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                               | HON 4.75 02/01/32                                                                                                                       | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7034.88      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                  | CRBG 6.05 09/15/33                                                                                                                      | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       99000 | PA      | $104063.89    | 0.06%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH LOMB CORP TL                                                       | BAUSCH LOMB CORP TL                                                                                                                     | CUSIP: C0787FAL6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      313580 | PA      | $315050.98    | 0.17%             | 2031-01-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                               | NTNX 0.5 12/15/29                                                                                                                       | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       37000 | PA      | $34254.60     | 0.02%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GABX LEASING LLC                                                          | GATX 4.625 04/15/31 144A                                                                                                                | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39486.00     | 0.02%             | 2031-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VERTIV HOLDINGS COMPANY                                                   | VRT 4.85 03/15/36                                                                                                                       | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87611.12     | 0.05%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.654 10/18/30                                                                                                                      | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44923.52     | 0.02%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                            | SOLV 5.45 03/13/31                                                                                                                      | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       67000 | PA      | $68844.79     | 0.04%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                           | DOMREP 5.875 01/30/60 REGS                                                                                                              | CUSIP: P3579ECG0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      250000 | PA      | $216737.50    | 0.12%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                            | OTEXCN 3.875 02/15/28 144A                                                                                                              | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      109000 | PA      | $105464.79    | 0.06%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 5.2 04/15/32                                                                                                                       | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21530.85     | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                | PENSKE 5.25 02/01/30 144A                                                                                                               | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       78000 | PA      | $79087.04     | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CITADEL LP                                                                | CITADL 6.375 01/23/32 144A                                                                                                              | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |       67000 | PA      | $70136.86     | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                          | LPLA 5.65 03/15/35                                                                                                                      | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79948.59     | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                     | AAL 3.2 06/15/28 AA                                                                                                                     | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32148 | PA      | $31311.71     | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                      | DUK 3.7 06/15/46                                                                                                                        | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       44000 | PA      | $32678.59     | 0.02%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2016-2                          | UAL 2.875 10/07/28 AA                                                                                                                   | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1742 | PA      | $1677.56      | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                              | ABIBB 4.7 02/01/36 *                                                                                                                    | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |      156000 | PA      | $152420.13    | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                   | CNO 5.25 05/30/29                                                                                                                       | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      210000 | PA      | $210956.77    | 0.11%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                  | CRBG V6.375 09/15/54                                                                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24858.77     | 0.01%             | 2054-09-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.5 08/03/35                                                                                                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28581.71     | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                | BRKHEC 4.4 10/15/44                                                                                                                     | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       23000 | PA      | $19406.25     | 0.01%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 6.55 02/04/46                                                                                                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22319.88     | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX 5.3 04/01/36                                                                                                                       | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48126.85     | 0.03%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                          | DB V4.469 12/10/31                                                                                                                      | CUSIP: 251526DD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $147619.85    | 0.08%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                | ACGCAP 4.875 01/28/33 144A                                                                                                              | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48417.49     | 0.03%             | 2033-01-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC V5.423 01/25/41                                                                                                                     | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      182000 | PA      | $178490.42    | 0.10%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 6.85 02/04/66                                                                                                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22051.00     | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                   | MPC 5 09/15/54                                                                                                                          | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29313.77     | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                 | DUK 3.75 06/01/45                                                                                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |        6000 | PA      | $4588.18      | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                      | IBM 4.95 02/03/36                                                                                                                       | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97437.04     | 0.05%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 5 02/15/36                                                                                                                         | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16635.69     | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                  | CSX 4.25 11/01/66                                                                                                                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       28000 | PA      | $21075.37     | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2017-2AA                             | AAL 3.35 10/15/29 AA                                                                                                                    | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38557 | PA      | $37112.43     | 0.02%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                      | ETR 5.75 01/15/56                                                                                                                       | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       68000 | PA      | $66175.74     | 0.04%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V4.96 01/23/37                                                                                                                      | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       77000 | PA      | $75018.39     | 0.04%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 4.125 06/15/29                                                                                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65112.65     | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                     | PEG 4.85 08/01/34                                                                                                                       | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22866.48     | 0.01%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                      | IBM 5.8 02/03/56                                                                                                                        | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94788.39     | 0.05%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                       | FITB V5.141 01/29/37                                                                                                                    | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29296.17     | 0.02%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V5.045 02/06/37                                                                                                                     | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      432000 | PA      | $425315.93    | 0.23%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                | BRKHEC V7.125 08/15/56                                                                                                                  | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81732.47     | 0.04%             | 2056-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 5.4 08/15/54                                                                                                                       | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19553.25     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 4.75 11/01/31                                                                                                                        | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       59000 | PA      | $59351.62     | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL TL                                                 | GRAFTECH INTERNATIONAL TL                                                                                                               | CUSIP: LX2566318<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       70298 | PA      | $67113.18     | 0.04%             | 2029-11-11      | Fixed         | 10.85%                | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                   | STX 4.091 06/01/29 144a                                                                                                                 | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       90000 | PA      | $87667.83     | 0.05%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                   | STX 9.625 12/01/32 144a                                                                                                                 | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        3825 | PA      | $4253.87      | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                       | NSANY 5.625 09/29/28 144A                                                                                                               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      189000 | PA      | $187947.60    | 0.10%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                       | CAH 5 11/15/29                                                                                                                          | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43634.14     | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 6 08/03/55                                                                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       53000 | PA      | $44434.71     | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 4 11/15/47                                                                                                                         | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       29000 | PA      | $19089.96     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                         | EPD 5.55 02/16/55                                                                                                                       | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30763.60     | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | LLY 5.05 08/14/54                                                                                                                       | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       29000 | PA      | $26391.93     | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V4.65 10/18/30 GMTN                                                                                                                  | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       87000 | PA      | $87247.18     | 0.05%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE 5.3 03/15/32                                                                                                                        | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54372.08     | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                    | ES 5.2 03/01/35                                                                                                                         | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       96000 | PA      | $96594.64     | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 6.125 05/15/55                                                                                                                     | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       39000 | PA      | $38318.25     | 0.02%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2016-1                               | AAL 3.575 01/15/28 AA                                                                                                                   | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1645 | PA      | $1618.79      | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                     | PEG 3.8 03/01/46 MTN                                                                                                                    | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3839.85      | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 5.125 06/15/39                                                                                                                      | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45394.22     | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 5.55 08/15/64                                                                                                                      | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17654.60     | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                              | CMCSA 3.2 07/15/36                                                                                                                      | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       43000 | PA      | $36007.27     | 0.02%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                        | EIX 4 04/01/47                                                                                                                          | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       33000 | PA      | $24363.90     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 6 06/15/48                                                                                                                           | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       71000 | PA      | $68066.06     | 0.04%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                     | SO 4.3 07/15/48 A                                                                                                                       | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       30000 | PA      | $24278.89     | 0.01%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                          | PARA 3.7 06/01/28                                                                                                                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62949.66     | 0.03%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER 4.3 01/15/30                                                                                                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54563.99     | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                            | SOLV 5.9 04/30/54                                                                                                                       | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18429.63     | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE 5.45 03/15/35                                                                                                                       | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32626.61     | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                | ZBH 5.05 02/19/30                                                                                                                       | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41593.71     | 0.02%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 5.5 03/01/32                                                                                                                        | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39965.51     | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                            | BHP 5.3 02/21/35                                                                                                                        | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       80000 | PA      | $81699.16     | 0.04%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                    | GM 6.25 10/02/43                                                                                                                        | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31731.91     | 0.02%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2014-2                          | UAL 3.75 09/03/26 A                                                                                                                     | CUSIP: 90932QAA4<br>LEI: 549300MKG4NHSVSIVR18 | Long             | ABS-O            | CORP              | US        |       55673 | PA      | $55573.02     | 0.03%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                 | CMC 6 12/15/35 144A                                                                                                                     | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       77000 | PA      | $76923.83     | 0.04%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                              | AM 5.75 07/01/34 144A                                                                                                                   | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      555000 | PA      | $553569.77    | 0.30%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                       | NTRS V3.375 05/08/32                                                                                                                    | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      111000 | PA      | $109561.86    | 0.06%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                          | AIG 4.75 04/01/48                                                                                                                       | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15579.88     | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                      | DUK 4.3 02/01/49                                                                                                                        | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       35000 | PA      | $27722.95     | 0.01%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                              | ABIBB 4.9 02/01/46 *                                                                                                                    | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |      165000 | PA      | $149257.99    | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                          | R 4.95 09/01/29 GMTN                                                                                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45635.04     | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 5.5 02/15/35                                                                                                                       | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32429.67     | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                 | PCG V7.375 03/15/55                                                                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51427.85     | 0.03%             | 2055-03-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V5.511 01/24/36                                                                                                                     | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47048.64     | 0.03%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | LLY 5.6 02/12/65                                                                                                                        | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43626.63     | 0.02%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                                         | D 5.65 03/15/55                                                                                                                         | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28782.24     | 0.02%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                            | ELSALV 7.625 02/01/41 REGS                                                                                                              | CUSIP: P01012AR7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $149445.00    | 0.08%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                               | LEBAN 6.1 10/04/22 EMTN                                                                                                                 | CUSIP: M87883DE7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      200000 | PA      | $50000.00     | 0.03%             | 2022-10-04      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                              | ORBIA 6.75 09/19/42 REGS                                                                                                                | CUSIP: P57908AE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $172904.00    | 0.09%             | 2042-09-19      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                          | CSNABZ 8.875 12/05/30 REGS                                                                                                              | CUSIP: L21779AL4<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $162500.00    | 0.09%             | 2030-12-05      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                      | POLGB 5 10/25/34 1034                                                                                                                   | CUSIP: X8T02EDK6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2752000 | PA      | $727372.01    | 0.39%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                              | PEMEX 7.69 01/23/50                                                                                                                     | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       20000 | PA      | $18291.20     | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                 | ARAMCO 2.25 11/24/30 REGs                                                                                                               | CUSIP: M8237RAL8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $178968.00    | 0.10%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE                             | UZBEK 3.9 10/19/31 REGS                                                                                                                 | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $185866.95    | 0.10%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                | REPHUN 5.25 06/16/29 REGS                                                                                                               | CUSIP: X93622GH9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $203176.39    | 0.11%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO          | MBONO 7.5 05/26/33 M                                                                                                                    | CUSIP: P4R07XU53<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13813800 | PA      | $727746.44    | 0.39%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                   | VENZ 9.25 09/15/27                                                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      293700 | PA      | $153898.80    | 0.08%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ALPEK SAB DE CV                                                           | ALPEKA 3.25 02/25/31 REGS                                                                                                               | CUSIP: P01703AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $174778.92    | 0.09%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                              | PEMEX 6.7 02/16/32                                                                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       27000 | PA      | $27088.02     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 6.625 02/17/28 144A                                                                                                              | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      110000 | PA      | $112742.46    | 0.06%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                          | TURKEY 6.875 01/14/38                                                                                                                   | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $191543.56    | 0.10%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                | HGB 3.25 10/22/31 31/A                                                                                                                  | CUSIP: X93622CC4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   337830000 | PA      | $958547.08    | 0.51%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLTES 11.75 01/24/35 B                                                                                                                 | CUSIP: P6S337RP2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1526100000 | PA      | $381693.63    | 0.20%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                          | CSNABZ 4.625 06/10/31 144A                                                                                                              | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $136764.52    | 0.07%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                     | FRIDPT 5.315 04/14/32 144A                                                                                                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $200189.60    | 0.11%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF NIGERIA                                                   | NGOMOB 0 06/23/26 249D                                                                                                                  | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |  1250000000 | PA      | $888280.75    | 0.47%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO          | MEX 6.35 02/09/35                                                                                                                       | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $413000.00    | 0.22%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                 | ANGOL 8.75 04/14/32 REGS                                                                                                                | CUSIP: V5S1ASAE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      265000 | PA      | $276266.50    | 0.15%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMGB 6.7 02/25/32 10Y                                                                                                                  | CUSIP: X5S007JK4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      955000 | PA      | $210592.72    | 0.11%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                  | KSA 4.375 01/12/31 144A                                                                                                                 | CUSIP: 80413TBQ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      401000 | PA      | $395298.38    | 0.21%             | 2031-01-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMGB 4.75 10/11/34 15Y                                                                                                                 | CUSIP: X5S007FC6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      780000 | PA      | $149095.97    | 0.08%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                   | MGII 3.465 10/15/30 0220                                                                                                                | CUSIP: Y2R35QBH3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1720000 | PA      | $435666.55    | 0.23%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BUENOS AIRES, PROVINCE OF                                                 | BUENOS 6.625 09/01/37 REGS                                                                                                              | CUSIP: P1910WXV6<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |      133742 | PA      | $103040.34    | 0.05%             | 2037-09-01      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLTES 6.25 07/09/36 B                                                                                                                  | CUSIP: P6S32JV23<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2777800000 | PA      | $477859.63    | 0.25%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS       | URUGUA 4.975 04/20/55                                                                                                                   | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      246832 | PA      | $221482.35    | 0.12%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLTES 9.25 05/28/42 B                                                                                                                  | CUSIP: P6S32JV80<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1969800000 | PA      | $404711.55    | 0.22%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                        | OCPMR 6.7 03/01/36 REGS                                                                                                                 | CUSIP: V6560ABL5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      375000 | PA      | $390737.04    | 0.21%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 4 02/01/32 144A                                                                                                                  | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      280900 | PA      | $215266.42    | 0.11%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                       | MUBAUH 5.5 04/28/33 REGS                                                                                                                | CUSIP: M6846HBV4<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $205757.65    | 0.11%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 7.625 01/17/53 144A                                                                                                              | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      320000 | PA      | $340234.87    | 0.18%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                 | APPLE INC COM USD0.00001                                                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         212 | NS      | $57526.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                                             | AMPHENOL CORP CL'A'COM USD0.001                                                                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |         255 | NS      | $37553.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                                | EVRG 4.5 12/15/27                                                                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |       26000 | PA      | $35438.00     | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                               | MCDERMOTT INTERNATIONAL LTD COM USD1.00 (PST REV SPLIT)                                                                                 | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |          15 | NS      | $389.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVC Evidensia (Independent Vetcare)                                       | IVC Evidensia (Independent Vetcare) Term Loan B 375 2028-12-01                                                                          | CUSIP: C9600DAD5<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | US        |      104000 | PA      | $103869.89    | 0.06%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC / PBF FINANCE CORP                                | PBFENE 9.875 03/15/30 144A                                                                                                              | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      268000 | PA      | $287969.75    | 0.15%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| RLI CORP                                                                  | RLI 5.375 06/01/36 .                                                                                                                    | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |      164000 | PA      | $159267.86    | 0.08%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                      | J 4.75 03/03/31                                                                                                                         | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54429.91     | 0.03%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.375 05/31/33 144A                                                                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70538.23     | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                              | WBD 3.625 05/15/30 *                                                                                                                    | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      245000 | PA      | $230322.05    | 0.12%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | VEGLPL 6.75 01/15/36 144A                                                                                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      315000 | PA      | $334857.60    | 0.18%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | VEGLPL 6.125 12/15/30 144A                                                                                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48470.07     | 0.03%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                           | YUM 3.625 03/15/31                                                                                                                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      300000 | PA      | $279434.25    | 0.15%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                              | CHTR 4.75 03/01/30 144A                                                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      953000 | PA      | $903376.72    | 0.48%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                                              | ENTG 4.375 04/15/28 144A                                                                                                                | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64074.34     | 0.03%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                          | ADGLXY 2.625 03/31/36 144A                                                                                                              | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $173449.63    | 0.09%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                       | ABT 5.5 03/15/56                                                                                                                        | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33839.81     | 0.02%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                                         | D 4.95 03/15/36                                                                                                                         | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      171000 | PA      | $166705.75    | 0.09%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                     | CZGB 3.5 05/30/35 145                                                                                                                   | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    35370000 | PA      | $1542281.86   | 0.82%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                              | INDON 5.65 01/11/53                                                                                                                     | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      250000 | PA      | $244895.83    | 0.13%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THREELANDS ENERGY LTD SARL                                                | THREEL 7.45 10/20/35 144A                                                                                                               | CUSIP: 88580LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $204780.00    | 0.11%             | 2035-10-20      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                          | PARA 7.875 07/30/30                                                                                                                     | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      113000 | PA      | $120244.45    | 0.06%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LTD                            | TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LTD SPON ADS REP 5 ORD TWD10                                                                 | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |          99 | NS      | $39209.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                 | PACKAGING CORP OF AMERICA COM USD0.01                                                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |          41 | NS      | $8751.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                            | MORGAN STANLEY COM USD0.01                                                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         335 | NS      | $63847.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNITEDHEALTH GROUP INC COM USD0.01                                                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |          44 | NS      | $16301.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                              | WILLIAMS COMPANIES INC (THE) COM USD1.00                                                                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |         360 | NS      | $27471.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & COMPANY INC                                                       | MERCK & COMPANY INC COM USD0.50                                                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |         288 | NS      | $31443.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG ENERGY INC COM USD0.01                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         168 | NS      | $26137.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                            | SALESFORCE INC COM USD0.001                                                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |         174 | NS      | $30716.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                          | DUKE ENERGY CORP COM USD0.001                                                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         346 | NS      | $44824.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                             | DISH 7.75 07/01/26                                                                                                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $423421.17    | 0.23%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM V5.75 PERP A                                                                                                                         | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      270000 | PA      | $267676.54    | 0.14%             | 2049-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | BROADCOM INC COM USD0.001                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         174 | NS      | $72632.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINROSS GOLD CORP                                                         | KINROSS GOLD CORP COM NPV                                                                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |        1069 | NS      | $32326.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5                | MSBAM 2012-CKSV C                                                                                                                       | CUSIP: 553514AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $7990.50      | 0.00%             | 2030-10-15      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG 5.25 06/15/29 144A                                                                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9962.88      | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                         | CLH 5.125 07/15/29 144A                                                                                                                 | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89324.58     | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CORTEVA INC                                                               | CORTEVA INC COM USD0.01                                                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |         523 | NS      | $42368.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON US TL                                                             | HORIZON US TL                                                                                                                           | CUSIP: LX2558604<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      401451 | PA      | $371342.42    | 0.20%             | 2031-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                    | BCULC 4.375 01/15/28 144A                                                                                                               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       98000 | PA      | $96764.46     | 0.05%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                          | PARA 4.95 01/15/31                                                                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      129000 | PA      | $121686.79    | 0.06%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP                 | PECO 4.75 03/15/33                                                                                                                      | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39228.83     | 0.02%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                           | XEL V5.75 12/03/56                                                                                                                      | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      170000 | PA      | $168132.58    | 0.09%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                           | XEL 5.6 04/15/35                                                                                                                        | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50921.67     | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                       | ELV 4.6 09/15/32                                                                                                                        | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59089.97     | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 5.7 11/01/54                                                                                                                          | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18552.45     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC                                             | NHI 5.35 02/01/33                                                                                                                       | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      149000 | PA      | $148096.35    | 0.08%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 6.1 09/26/65                                                                                                                       | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11565.70     | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                       | NTRS V5.117 11/19/40                                                                                                                    | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      116000 | PA      | $113577.08    | 0.06%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                  | CRBG V6.875 PERP                                                                                                                        | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      151000 | PA      | $155313.32    | 0.08%             | 2049-12-31      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HWM 4.55 11/15/32                                                                                                                       | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88506.36     | 0.05%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                              | GOOGL 4.375 11/15/32                                                                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69293.63     | 0.04%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 4.6 11/15/32                                                                                                                       | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49398.81     | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                         | DELL 5.3 04/01/32                                                                                                                       | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $94814.53     | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 5.55 11/01/45                                                                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65700.72     | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.255 10/22/31                                                                                                                     | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54108.88     | 0.03%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                              | GOOGL 5.45 11/15/55                                                                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22956.44     | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 4.2 11/15/30                                                                                                                       | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      175000 | PA      | $172954.52    | 0.09%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                            | ATR 4.75 03/30/31                                                                                                                       | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39722.04     | 0.02%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                              | DASH 0 05/15/30                                                                                                                         | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       53000 | PA      | $50562.00     | 0.03%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                   | STX 5.75 12/01/34 144a                                                                                                                  | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       45000 | PA      | $45773.69     | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                         | OMC 5.3 06/02/36                                                                                                                        | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101492.30    | 0.05%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 6.05 05/15/56                                                                                                                      | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87380.95     | 0.05%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MERCK & COMPANY INC                                                       | MRK 5.7 12/04/65                                                                                                                        | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37676.17     | 0.02%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 4.55 11/01/32                                                                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68642.87     | 0.04%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                      | RPLDCI 6.581 05/30/49 144A                                                                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $96044.93     | 0.05%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                        | CVECN 4.65 03/20/31                                                                                                                     | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $39799.03     | 0.02%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.356 10/22/31 I                                                                                                                    | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54019.85     | 0.03%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 5.45 11/20/55                                                                                                                      | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17943.64     | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 4.3 03/15/45                                                                                                                        | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       46000 | PA      | $35998.29     | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                          | ADGLXY 2.94 09/30/40 144A                                                                                                               | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      191005 | PA      | $157440.76    | 0.08%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.5 09/27/64                                                                                                                       | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $45646.48     | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.375 09/27/54                                                                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       30000 | PA      | $23092.49     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 6.15 03/01/55                                                                                                                       | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33009.44     | 0.02%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                   | HYNMTR 4.5 09/18/30 144A                                                                                                                | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54121.84     | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 5.55 11/20/65                                                                                                                      | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       47000 | PA      | $43852.20     | 0.02%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                          | BNSF 4.55 09/01/44                                                                                                                      | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21810.94     | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                               | ED 4 11/15/57 C                                                                                                                         | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       24000 | PA      | $17430.13     | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 5.75 03/01/35                                                                                                                       | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16472.18     | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 5.6 03/15/55                                                                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       72000 | PA      | $70393.62     | 0.04%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                | BRKHEC 4.1 02/01/42                                                                                                                     | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       71000 | PA      | $56503.02     | 0.03%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                | DVA 4.625 06/01/30 144A                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33881.84     | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                           | TMHC 5.125 08/01/30 144A                                                                                                                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298786.65    | 0.16%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                         | KMI 5.55 06/01/45                                                                                                                       | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       77000 | PA      | $73553.38     | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 5.05 03/25/48                                                                                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38824.16     | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                             | SATS 6.75 11/30/30                                                                                                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       75630 | PA      | $76735.48     | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                       | AXON 6.125 03/15/30 144A                                                                                                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      148000 | PA      | $151332.35    | 0.08%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                                            | CRM 6.55 03/15/56                                                                                                                       | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      142000 | PA      | $141002.74    | 0.08%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.9 03/13/47                                                                                                                        | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28051.85     | 0.01%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                        | VLO 5.15 03/10/36                                                                                                                       | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      127000 | PA      | $125045.17    | 0.07%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                   | WTRG 5.125 03/15/36                                                                                                                     | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       71000 | PA      | $69935.00     | 0.04%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 6.75 12/28/30 144A                                                                                                               | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       22676 | PA      | $340.14       | 0.00%             | 2030-12-28      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WOLFSPEED INC                                                             | WOLF 2.5 06/15/31                                                                                                                       | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       13000 | PA      | $32231.88     | 0.02%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | MOH 6.5 02/15/31 144A                                                                                                                   | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      220000 | PA      | $223838.95    | 0.12%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                             | SATS 10.75 11/30/29 .                                                                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1153598 | PA      | $1252521.81   | 0.67%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                              | GOOGL 5.7 11/15/75                                                                                                                      | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34453.55     | 0.02%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VZ 4.75 01/15/33                                                                                                                        | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      156000 | PA      | $153945.93    | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                  | MARS 5.2 03/01/35 144A                                                                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126115.44    | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                                              | NI 5.85 04/01/55                                                                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       95000 | PA      | $92385.04     | 0.05%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 4.25 03/13/31                                                                                                                      | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86148.51     | 0.05%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                    | BG 5.15 03/19/36                                                                                                                        | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89403.65     | 0.05%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                 | ANGOL 8 11/26/29 REGS                                                                                                                   | CUSIP: V5S1ASAB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $204211.36    | 0.11%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 6.2 03/01/55                                                                                                                        | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41548.92     | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC                                               | RJF 5.65 09/11/55                                                                                                                       | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      135000 | PA      | $128924.03    | 0.07%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 4.625 10/29/35                                                                                                                       | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62714.17     | 0.03%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3                                   | WFRBS 2011-C3 D                                                                                                                         | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56647 | PA      | $20392.39     | 0.01%             | 2044-03-15      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE COMPANY LLC                                   | TEVA 6.15 02/01/36                                                                                                                      | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |       61000 | PA      | $63908.39     | 0.03%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 4.8 10/15/34                                                                                                                       | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32561.94     | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                          | DUK 5.7 09/15/55                                                                                                                        | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      122000 | PA      | $114823.53    | 0.06%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                     | IEP 5.25 05/15/27                                                                                                                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $69328.49     | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                              | CNC 4.625 12/15/29                                                                                                                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       53000 | PA      | $51669.61     | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS COMPANY                                                   | VRT 5.95 03/15/66                                                                                                                       | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53216.28     | 0.03%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.708 03/12/32                                                                                                                      | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59537.05     | 0.03%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                  | CSX 4.65 03/01/68                                                                                                                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       82000 | PA      | $66112.55     | 0.04%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                  | ARGENT 4.125 07/09/35                                                                                                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      109674 | PA      | $81707.13     | 0.04%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                   | CRHID 5.6 02/09/56                                                                                                                      | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71966.50     | 0.04%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                               | TD 4.928 10/15/35                                                                                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       81000 | PA      | $79321.02     | 0.04%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                  | TOYOTA 4.6 10/10/31 MTN                                                                                                                 | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       66000 | PA      | $66144.11     | 0.04%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER 4.15 01/15/31                                                                                                                      | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39208.73     | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 4.35 03/20/33                                                                                                                      | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       84000 | PA      | $82196.89     | 0.04%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2018-1AA                        | UAL 3.5 03/01/30 AA                                                                                                                     | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       27320 | PA      | $26493.94     | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 5.5 11/15/45                                                                                                                       | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       34000 | PA      | $31590.00     | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                           | BAMCN 5.298 01/15/36                                                                                                                    | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $58541.33     | 0.03%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS COMPANY                                                   | VRT 5.8 03/15/56                                                                                                                        | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33943.73     | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                   | HONA 4.95 03/16/36 144A                                                                                                                 | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86012.51     | 0.05%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                  | LIBMUT V4.125 12/15/51 144A                                                                                                             | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93961.48     | 0.05%             | 2051-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                  | MARS 5 03/01/32 144A                                                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       81000 | PA      | $82170.64     | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                    | BCULC 4 10/15/30 144A                                                                                                                   | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      500000 | PA      | $475679.19    | 0.25%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI VE TICARET AS                                        | LIMAK 9.75 07/25/29 REGS                                                                                                                | CUSIP: M67729AB5<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $201758.22    | 0.11%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                  | MARS 5.8 05/01/65 144A                                                                                                                  | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46001.13     | 0.02%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                        | STLD 5.25 05/15/35                                                                                                                      | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90702.98     | 0.05%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                      | OMAN 6.25 01/25/31 144A                                                                                                                 | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      358000 | PA      | $380103.93    | 0.20%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.81 10/22/36                                                                                                                      | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10685.51     | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                   | HONA 5.732 03/16/56 144A                                                                                                                | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      143000 | PA      | $140646.94    | 0.08%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                      | J 5.375 03/03/36                                                                                                                        | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |       95000 | PA      | $92250.05     | 0.05%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER 4.8 09/15/35                                                                                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23374.82     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 4.9 02/15/38                                                                                                                       | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33822.69     | 0.02%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                  | PERUGB 6.85 08/12/35                                                                                                                    | CUSIP: P6S32DFK4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2300000 | PA      | $684132.56    | 0.36%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                             | YPMQBR 8.498 01/31/45 144A                                                                                                              | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      197340 | PA      | $211007.18    | 0.11%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                | REPHUN 6 09/26/35 REGS                                                                                                                  | CUSIP: X93622HA3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      346000 | PA      | $359792.40    | 0.19%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 4.85 10/15/35                                                                                                                       | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58553.79     | 0.03%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.875 09/26/45                                                                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       61000 | PA      | $52538.32     | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.95 09/26/55                                                                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33505.14     | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                               | ED 5.75 11/15/55                                                                                                                        | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42097.61     | 0.02%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE                         | CGB 2.57 05/20/54 INBK                                                                                                                  | CUSIP: Y6S39B6T2<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     7220000 | PA      | $1118465.73   | 0.60%             | 2054-05-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                        | CVECN 5.4 03/20/36                                                                                                                      | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $74729.06     | 0.04%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                | NUE 5.1 06/01/35                                                                                                                        | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       88000 | PA      | $89058.56     | 0.05%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                  | MARS 5.7 05/01/55 144A                                                                                                                  | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39894.51     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                  | MARS 5.65 05/01/45 144a                                                                                                                 | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32471.22     | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AES CORP (THE)                                                            | AES 5.8 03/15/32                                                                                                                        | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40683.49     | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 5.125 05/15/32                                                                                                                     | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50598.39     | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                        | BATSLN 4.625 03/22/33                                                                                                                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78395.88     | 0.04%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                   | CRHID 5 02/09/36                                                                                                                        | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34446.34     | 0.02%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                            | CRM 4.9 09/15/31                                                                                                                        | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       73000 | PA      | $72785.58     | 0.04%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                             | AEP 5.2 04/15/36 Q                                                                                                                      | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      111000 | PA      | $109131.19    | 0.06%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 4.95 11/15/35                                                                                                                      | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48844.70     | 0.03%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 5.625 11/15/55 .                                                                                                                   | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      112000 | PA      | $102839.98    | 0.05%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 5.75 11/15/65                                                                                                                      | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45495.67     | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                                        | ATWALD 4.95 11/15/30                                                                                                                    | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245829.81    | 0.13%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                    | SRE 5.25 03/15/36                                                                                                                       | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118542.75    | 0.06%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 5.8 03/13/56                                                                                                                       | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       91000 | PA      | $89565.91     | 0.05%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SPIRE INC (US)                                                            | SR V6.45 06/01/56                                                                                                                       | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |       79000 | PA      | $79196.00     | 0.04%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                         | CF 5.3 11/26/35                                                                                                                         | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       82000 | PA      | $82136.88     | 0.04%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                                         | D 5.6 09/15/55 D                                                                                                                        | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       72000 | PA      | $68342.43     | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                  | FERG 4.35 03/15/31                                                                                                                      | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147741.15    | 0.08%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                    | TRICGR L 06/29/26 1                                                                                                                     | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |       22207 | PA      | $5218.75      | 0.00%             | 2026-06-29      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                            | MASTERCARD INC COM USD0.0001 CLASS A                                                                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         108 | NS      | $54315.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                            | EMBRBZ 5.4 01/09/38                                                                                                                     | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      155000 | PA      | $150698.75    | 0.08%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                         | DELL 4.75 10/06/32                                                                                                                      | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $74172.62     | 0.04%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                | HUM V6.625 09/15/56                                                                                                                     | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      147000 | PA      | $144846.87    | 0.08%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 6.05 03/13/76                                                                                                                      | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       63000 | PA      | $62054.58     | 0.03%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY COMPANY                                         | CNRCN 4.2 03/12/31                                                                                                                      | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $103653.11    | 0.06%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                               | EQNR 4.75 11/14/35                                                                                                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       80000 | PA      | $78796.46     | 0.04%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER LLC                                              | SABHLD 11.125 06/15/29 144A                                                                                                             | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $241231.73    | 0.13%             | 2029-06-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                              | BRISTOL-MYERS SQUIBB COMPANY COM USD0.10                                                                                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |         944 | NS      | $57196.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC COMPANY (THE)                                                      | MOS 4.6 11/15/30                                                                                                                        | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39661.02     | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                | PFE 5.6 11/15/55                                                                                                                        | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12756.83     | 0.01%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 4.75 03/15/36                                                                                                                      | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       73000 | PA      | $71382.55     | 0.04%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                          | RGA V6.375 09/15/56                                                                                                                     | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      109000 | PA      | $106743.78    | 0.06%             | 2056-09-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                 | UNITED PARCEL SERVICE INC CLASS'B'COM USD0.01                                                                                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |         167 | NS      | $18169.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD                                                  | GLOBAU 11.5 08/15/29 144A                                                                                                               | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203096.00    | 0.11%             | 2029-08-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                      | BOOKING HOLDINGS INC COM USD0.008                                                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         225 | NS      | $37881.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                    | OTEXCN 4.125 02/15/30 144A                                                                                                              | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      666000 | PA      | $599555.71    | 0.32%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                                            | CRM 5.55 03/15/36                                                                                                                       | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      240000 | PA      | $239337.04    | 0.13%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                                            | WSPCN 5.039 09/18/31 144A                                                                                                               | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54764.59     | 0.03%             | 2031-09-18      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| EATON CORP                                                                | ETN 4.2 03/06/31                                                                                                                        | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197219.73    | 0.11%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                   | ETR 5.05 04/15/36                                                                                                                       | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |       54000 | PA      | $53107.97     | 0.03%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                       | NSANY 4.345 09/17/27 144A                                                                                                               | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      201000 | PA      | $198591.88    | 0.11%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                             | EGYTB 0 05/05/26 364D                                                                                                                   | CUSIP: M5R189ZJ8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     7275000 | PA      | $135676.99    | 0.07%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSCHLD 5.375 02/01/28 144A                                                                                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $298630.40    | 0.16%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                             | OII 6 02/01/28                                                                                                                          | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85594.66     | 0.05%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                        | URI 4 07/15/30                                                                                                                          | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28762.28     | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                              | CNC 3.375 02/15/30                                                                                                                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      804000 | PA      | $747107.51    | 0.40%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                          | EXXON MOBIL CORP COM NPV                                                                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |         342 | NS      | $52780.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISA GROUP HOLDINGS LTD HKD0.10                                                                                                        | CUSIP: G52132100<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | HK        |       18465 | NS      | $180.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSCHLD 4.625 12/01/30 144a                                                                                                              | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $69859.66     | 0.04%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                  | IRM 5.25 07/15/30 144A                                                                                                                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89068.65     | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 4.875 03/13/36                                                                                                                     | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147799.83    | 0.08%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 5.95 03/13/66                                                                                                                      | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       76000 | PA      | $74961.52     | 0.04%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRAVEL PLUS LEISURE COMPANY                                               | TNL 6.625 07/31/26 144A                                                                                                                 | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145031.32    | 0.08%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                       | NSANY 4.81 09/17/30 144A                                                                                                                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      283000 | PA      | $264299.17    | 0.14%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                            | TEVA 4.1 10/01/46                                                                                                                       | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      837000 | PA      | $644629.53    | 0.34%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVEL PLUS LEISURE COMPANY                                               | TNL 4.5 04/01/27                                                                                                                        | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5006.82      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                             | WBD 4.279 03/15/32 *                                                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      364000 | PA      | $329685.72    | 0.18%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                    | TRICGR L 06/29/26 2                                                                                                                     | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |       64321 | PA      | $59.18        | 0.00%             | 2026-06-29      | Fixed         | 13.86%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                     | GFLCN 6.75 01/15/31 144A                                                                                                                | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $108862.32    | 0.06%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                  | DTV 8.875 02/01/30 144A                                                                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $376147.18    | 0.20%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                        | AZORRA 7.25 01/15/31 144A                                                                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      414000 | PA      | $424074.69    | 0.23%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 0 12/31/26 144A                                                                                                                  | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        6682 | PA      | $127.83       | 0.00%             | 2026-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                 | LHX 5.4 07/31/33                                                                                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67727.59     | 0.04%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V5.872 09/15/34                                                                                                                     | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73415.91     | 0.04%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                 | FE 5.85 02/15/34 144A                                                                                                                   | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $58598.31     | 0.03%             | 2034-02-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | LLY 5 02/09/54                                                                                                                          | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       46000 | PA      | $41691.18     | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 0 12/31/30 .                                                                                                                     | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       16707 | PA      | $75.60        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC22                                    | GSMS 2014-GC22 D                                                                                                                        | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $6497.00      | 0.00%             | 2047-06-10      | Variable      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                       | XEL 6 06/01/54                                                                                                                          | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25121.82     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                        | SANTAN 5.439 07/15/31                                                                                                                   | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $205961.02    | 0.11%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                             | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         500 | NS      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                          | DUK V3.25 01/15/82                                                                                                                      | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48773.49     | 0.03%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                     | HLT 4 05/01/31 144A                                                                                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66291.45     | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| First Brands (Trico Group)                                                | First Brands (Trico Group) Term Loan B (add-on) 500 2027-03-01                                                                          | CUSIP: 31935HAH0<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |       23239 | PA      | $19.52        | 0.00%             | 2027-03-30      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 5.75 01/15/54                                                                                                                      | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19986.19     | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                     | PFE 5.34 05/19/63                                                                                                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       61000 | PA      | $55154.00     | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                         | AXL 5 10/01/29                                                                                                                          | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43726.10     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                       | AVTR 3.875 11/01/29 144A                                                                                                                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      175000 | PA      | $166356.72    | 0.09%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                            | OTEXCN 3.875 12/01/29 144A                                                                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      202000 | PA      | $182060.23    | 0.10%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 3.375 03/15/29                                                                                                                      | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34887.94     | 0.02%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 6.2 09/15/55                                                                                                                        | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179136.49    | 0.10%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                              | AIZ 5.55 02/15/36                                                                                                                       | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27947.50     | 0.01%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                 | PKG 5.7 12/01/33                                                                                                                        | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45764.67     | 0.02%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                          | KRC 6.25 01/15/36                                                                                                                       | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33030.41     | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE TL                                                       | TRUIST INSURANCE TL                                                                                                                     | CUSIP: LX2277676<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135050 | PA      | $133361.56    | 0.07%             | 2032-03-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                   | TIHLLC 7.125 06/01/31 144A                                                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      356000 | PA      | $357667.04    | 0.19%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | LLY 5.55 10/15/55                                                                                                                       | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14745.62     | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                               | HNDA 4.9 04/10/31 A                                                                                                                     | CUSIP: 02665WGX3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79844.26     | 0.04%             | 2031-04-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | CITIGROUP INC COM USD0.01                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |         275 | NS      | $35194.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOTO GROUP INC TL                                                         | GOTO GROUP INC TL                                                                                                                       | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       72884 | PA      | $59309.72     | 0.03%             | 2028-04-28      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                  | MAIN 6.95 03/01/29                                                                                                                      | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133992.03    | 0.07%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 5.375 04/15/54                                                                                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       38000 | PA      | $35063.00     | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V5.727 04/25/30                                                                                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41195.60     | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 5.625 07/15/54                                                                                                                      | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      154000 | PA      | $147418.68    | 0.08%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                  | TOYOTA 5.55 11/20/30                                                                                                                    | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64613.26     | 0.03%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                     | SO 5.85 11/15/33                                                                                                                        | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37997.62     | 0.02%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 5.25 02/13/34                                                                                                                        | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      228000 | PA      | $232319.29    | 0.12%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 5.5 04/15/64                                                                                                                        | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       43000 | PA      | $39599.48     | 0.02%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.766 04/22/35                                                                                                                     | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       56000 | PA      | $58376.33     | 0.03%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                     | PEG 5.5 03/01/40 MTN                                                                                                                    | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36188.92     | 0.02%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 5.875 06/01/53                                                                                                                      | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19004.60     | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 5.4 04/15/34                                                                                                                        | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96268.42     | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                          | R 5.5 06/01/29 MTN                                                                                                                      | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53448.70     | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC (THE)                                                      | HD 5.3 06/25/54                                                                                                                         | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22410.96     | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL COMPANY LTD                                         | TACHEM 5.3 07/05/34                                                                                                                     | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $202992.42    | 0.11%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V5.33 07/23/35                                                                                                                       | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49183.57     | 0.03%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                              | CMCSA 5.5 05/15/64                                                                                                                      | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       37000 | PA      | $32351.76     | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                              | CMCSA 5.35 05/15/53                                                                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43881.06     | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V5.489 04/23/37                                                                                                                     | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      490000 | PA      | $487176.89    | 0.26%             | 2037-04-23      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                 | CMC 3.875 02/15/31                                                                                                                      | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       95000 | PA      | $88296.36     | 0.05%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                             | OII 6 02/01/28 *                                                                                                                        | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      173000 | PA      | $174210.31    | 0.09%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.375 03/01/29 144A                                                                                                                 | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239689.43    | 0.13%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 6 04/01/54                                                                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       49000 | PA      | $47245.36     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                 | LHX 5.35 06/01/34                                                                                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       72000 | PA      | $73344.94     | 0.04%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                       | AEP 5.3 04/01/33                                                                                                                        | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34481.07     | 0.02%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                  | CRBG 3.9 04/05/32                                                                                                                       | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      109000 | PA      | $102470.79    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Stubhub (Viagogo)                                                         | Stubhub (Viagogo) Term Loan B 475 2030-03-01                                                                                            | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      343278 | PA      | $339759.88    | 0.18%             | 2030-03-12      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                              | ZFFNGR 6.875 04/23/32 144A                                                                                                              | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      225000 | PA      | $220176.86    | 0.12%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLTES 7 06/30/32 B                                                                                                                     | CUSIP: P6S32JQ52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1173900000 | PA      | $232868.56    | 0.12%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                             | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         102 | NS      | $101.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSCHLD 5.75 01/15/30 144A                                                                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      900000 | PA      | $319557.15    | 0.17%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL PLUS LEISURE COMPANY                                               | TNL 4.625 03/01/30 144A                                                                                                                 | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91648.17     | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                              | PEMEX 6.75 09/21/47                                                                                                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       44000 | PA      | $37059.79     | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                  | BTPCL 5 03/01/35                                                                                                                        | CUSIP: P9T38EAP3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   355000000 | PA      | $380096.08    | 0.20%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL, REPUBLIC OF                                                      | SENEGL 6.25 05/23/33 REGS                                                                                                               | CUSIP: V7691DAX4<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      400000 | PA      | $224826.40    | 0.12%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FRESHPET INC                                                              | FRPT 3 04/01/28                                                                                                                         | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |       13000 | PA      | $15961.40     | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                                  | GVA 3.75 05/15/28                                                                                                                       | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |       17000 | PA      | $50813.00     | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                          | BNSF 5.2 04/15/54                                                                                                                       | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $50715.51     | 0.03%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                              | UBS V9.25 PERP 144A                                                                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $233407.80    | 0.12%             | 2049-12-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                     | QUIKHO 6.375 03/01/32 144A                                                                                                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      218000 | PA      | $221439.61    | 0.12%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC                                                               | W 7.75 09/15/30 144A                                                                                                                    | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      184000 | PA      | $190915.47    | 0.10%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 5.15 11/15/31                                                                                                                      | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47089.06     | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                               | OVV 7.1 07/15/53                                                                                                                        | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       91000 | PA      | $99123.22     | 0.05%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                       | FMGAU 4.375 04/01/31 144A                                                                                                               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      128000 | PA      | $122308.88    | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC                      | HLF 4.875 06/01/29 144A                                                                                                                 | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $65821.57     | 0.04%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V6.491 10/23/34                                                                                                                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       18000 | PA      | $19505.95     | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V6.627 11/01/34                                                                                                                      | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       57000 | PA      | $62105.65     | 0.03%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                   | DUK 5.875 11/15/33                                                                                                                      | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30761.53     | 0.02%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V5.499 01/23/35                                                                                                                     | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54044.19     | 0.03%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                                 | TPG 5.875 03/05/34                                                                                                                      | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      144000 | PA      | $146681.06    | 0.08%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                              | CMCSA 5.65 06/01/54                                                                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       23000 | PA      | $21008.72     | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                          | BNSF 5.5 03/15/55                                                                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24087.91     | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 6.05 09/01/54                                                                                                                        | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       81000 | PA      | $77280.50     | 0.04%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                | INTU 5.5 09/15/53                                                                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       85000 | PA      | $76790.24     | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V6.254 10/23/34                                                                                                                     | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       39000 | PA      | $41828.81     | 0.02%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V6.303 10/23/29                                                                                                                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62455.58     | 0.03%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.466 01/18/35                                                                                                                      | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96801.12     | 0.05%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                     | AON 5.75 03/01/54                                                                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $56758.39     | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                   | MKSI 1.25 06/01/30                                                                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |       19000 | PA      | $37373.00     | 0.02%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                                                 | ITRI 1.375 07/15/30                                                                                                                     | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23784.00     | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                    | OTEXCN 4.125 12/01/31 144A                                                                                                              | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $38424.34     | 0.02%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                        | BATSLN 7.079 08/02/43                                                                                                                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       41000 | PA      | $45287.91     | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                       | ALTICE 5 01/15/28 144A                                                                                                                  | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      240000 | PA      | $178749.05    | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | LW 4.875 05/15/28 144A                                                                                                                  | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49647.60     | 0.03%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                     | LVLT 4.25 07/01/28 144A                                                                                                                 | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      130000 | PA      | $126425.00    | 0.07%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                                | THAIGB 4 06/17/55                                                                                                                       | CUSIP: Y6065BSX6<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     6523000 | PA      | $232048.21    | 0.12%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | SUN 7.25 05/01/32 144A                                                                                                                  | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      113000 | PA      | $118348.06    | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                                 | ULTI 6.875 02/01/31 144A                                                                                                                | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      169000 | PA      | $164489.97    | 0.09%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                    | MRVL 5.3 04/15/36                                                                                                                       | CUSIP: 573874AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $175095.94    | 0.09%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX FUNDING PLC                                             | RTOLN 4.625 04/23/31 144A                                                                                                               | CUSIP: 760129AA4<br>LEI: 25490006YYBUKL2Q8A81 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197934.99    | 0.11%             | 2031-04-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                              | CHTR 5 02/01/28 144A                                                                                                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $242124.32    | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                            | ZD 4.625 10/15/30 144A                                                                                                                  | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      352000 | PA      | $332701.49    | 0.18%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                        | MSBAM 2013-C11 B                                                                                                                        | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $68198.90     | 0.04%             | 2046-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                      | RGCARE 5.375 01/15/29 144A                                                                                                              | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      215000 | PA      | $207370.77    | 0.11%             | 2029-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                    | BCULC 3.5 02/15/29 144A                                                                                                                 | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       40000 | PA      | $38541.52     | 0.02%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                     | HLT 3.625 02/15/32 144A                                                                                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      397000 | PA      | $363446.91    | 0.19%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                                              | ENTG 3.625 05/01/29 144A                                                                                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23844.44     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                        | URI 6.125 03/15/34 144A                                                                                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10275.72     | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                                 | HWDGRP 8.125 02/15/32 144A                                                                                                              | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $214919.44    | 0.11%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                       | REZI 4 09/01/29 144A                                                                                                                    | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      335000 | PA      | $319500.86    | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 5.35 03/15/44                                                                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39776.04     | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                                   | FE 5 01/15/31 144A                                                                                                                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $89273.90     | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MCKESSON CORP                                                             | MCK 4.95 05/30/32                                                                                                                       | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42631.26     | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                               | CRGYFN 7.625 04/01/32 144A                                                                                                              | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      333000 | PA      | $342882.44    | 0.18%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ESAB CORP                                                                 | ESAB 6.25 04/15/29 144A                                                                                                                 | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      183000 | PA      | $185417.06    | 0.10%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                               | PLD 4.9 06/15/36                                                                                                                        | CUSIP: 74340XCV1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       82000 | PA      | $80103.14     | 0.04%             | 2036-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                           | YUM 4.625 01/31/32                                                                                                                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91395.44     | 0.05%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                   | STX 4.125 01/15/31 144a                                                                                                                 | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      116000 | PA      | $112032.80    | 0.06%             | 2031-01-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                             | SNOW 0 10/01/29                                                                                                                         | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       43000 | PA      | $50387.40     | 0.03%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                         | ALIANT 7 01/15/31 144A                                                                                                                  | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      265000 | PA      | $270457.15    | 0.14%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NORTHEAST GROCERY TL                                                      | NORTHEAST GROCERY TL                                                                                                                    | CUSIP: LX2201973<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      221125 | PA      | $221401.07    | 0.12%             | 2028-12-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPTIMUM COMMUNICATIONS INC                                                | OPTIMUM COMMUNICATIONS INC COM USD0.01 CL A                                                                                             | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       16055 | NS      | $25366.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                             | FREMOR 8.375 04/01/32 144A                                                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81108.40     | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                          | IM 4.75 05/15/29 144A                                                                                                                   | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      693000 | PA      | $680984.70    | 0.36%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                        | URI 3.75 01/15/32                                                                                                                       | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       52000 | PA      | $48264.35     | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                         | CHRD 6.75 03/15/33 144A                                                                                                                 | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      679000 | PA      | $706548.39    | 0.38%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                             | WBD 5.05 03/15/42 *                                                                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      135000 | PA      | $96326.55     | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                   | TLN 6.25 02/01/34 144A                                                                                                                  | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      324000 | PA      | $321581.92    | 0.17%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                          | WULF 7.75 10/15/30 144A                                                                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      154000 | PA      | $161853.26    | 0.09%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                    | RADPAR 8.5 07/15/32 144A                                                                                                                | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      164000 | PA      | $163061.92    | 0.09%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                    | PRM 5 10/30/29 144A                                                                                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      329000 | PA      | $324196.47    | 0.17%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | MOH 3.875 05/15/32 144A                                                                                                                 | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      103000 | PA      | $92449.76     | 0.05%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                       | ACH 6.625 04/01/30 144A                                                                                                                 | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       60000 | PA      | $32242.35     | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER AND LIGHT COMPANY                                    | FE 5.1 01/15/35                                                                                                                         | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85703.58     | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | MOH 4.375 06/15/28 REGS                                                                                                                 | CUSIP: U60868AC7<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      185000 | PA      | $182393.00    | 0.10%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                           | TMHC 5.75 11/15/32 144A                                                                                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      740000 | PA      | $747903.94    | 0.40%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                                         | BE 0 11/15/30                                                                                                                           | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |       36000 | PA      | $62665.20     | 0.03%             | 2030-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                     | GFLCN 4 08/01/28 144A                                                                                                                   | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $83070.20     | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                  | LIBMUT 4.3 02/01/61 144A                                                                                                                | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      266000 | PA      | $168901.71    | 0.09%             | 2061-02-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | WIB 0 06/18/26                                                                                                                          | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1801000 | PA      | $1792335.70   | 0.96%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                       | ACRISU 4.25 02/15/29 144A                                                                                                               | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      397000 | PA      | $379180.77    | 0.20%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA INC                                                                | ACA 4.375 04/15/29 144A                                                                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73157.91     | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                             | NEE 5.6 02/15/66                                                                                                                        | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       47000 | PA      | $44827.90     | 0.02%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                             | SATS 3.875 11/30/30                                                                                                                     | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       62346 | PA      | $233914.40    | 0.12%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                       | AXON 6.25 03/15/33 144A                                                                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46177.25     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 2.75 05/15/40                                                                                                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       36000 | PA      | $26396.47     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & COMPANY INC                                                       | MRK 5.55 12/04/55                                                                                                                       | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       28000 | PA      | $26981.38     | 0.01%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                              | GOOGL 5.65 02/15/56                                                                                                                     | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44137.23     | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                       | S 8.75 03/15/32                                                                                                                         | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      122000 | PA      | $145171.42    | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                               | BIOMARIN PHARMACEUTICAL INC COM USD0.001                                                                                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        2939 | NS      | $158441.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                 | COLGATE-PALMOLIVE COMPANY COM USD1.00                                                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |         498 | NS      | $42509.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS 6.25 02/01/41                                                                                                                        | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8461.52      | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 4.95 07/01/50                                                                                                                       | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       72000 | PA      | $59799.35     | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORP                                                              | MOODY'S CORP COM USD0.01                                                                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |          84 | NS      | $38795.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC COMPANY                                                  | EMERSON ELECTRIC COMPANY COM USD0.50                                                                                                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |         237 | NS      | $33284.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                       | GILEAD SCIENCES INC COM USD0.001                                                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |         267 | NS      | $34934.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                | US BANCORP COM USD0.01                                                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |         929 | NS      | $52637.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                 | CRS 5.625 03/01/34 144A                                                                                                                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      121000 | PA      | $121072.84    | 0.06%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                        | MATHOM 6 12/15/33 144A                                                                                                                  | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      220000 | PA      | $211214.41    | 0.11%             | 2033-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KIMBERLY CLARK CORP                                                       | KIMBERLY CLARK CORP COM USD1.25                                                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         231 | NS      | $22737.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                               | CENCORA INC COM USD0.01                                                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |          49 | NS      | $15092.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                       | AMT 4.7 12/15/32                                                                                                                        | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       93000 | PA      | $91855.32     | 0.05%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                              | UAL 5.375 03/01/31                                                                                                                      | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       88000 | PA      | $86734.02     | 0.05%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                            | LOGM 5.5 05/01/28 144A                                                                                                                  | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      113361 | PA      | $86721.17     | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                         | SM 8.625 11/01/30 144A                                                                                                                  | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      327000 | PA      | $345892.43    | 0.18%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                                   | GS 6.345 02/15/34                                                                                                                       | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52437.17     | 0.03%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                         | CHTR 8.375 07/15/33                                                                                                                     | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $18119.68     | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                  | IHRT 9.125 05/01/29 144A                                                                                                                | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17031.71     | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | VEGLPL 7.5 05/01/33 144A                                                                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      523000 | PA      | $579987.65    | 0.31%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FEDEX PASS THROUGH TRUST 2020-1AA                                         | FDX 1.875 02/20/34                                                                                                                      | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29648 | PA      | $25646.63     | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                               | COR 4.25 11/15/30                                                                                                                       | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54063.88     | 0.03%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                            | MICROSOFT CORP COM USD0.00000625                                                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |         144 | NS      | $58720.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC FINANCIAL SERVICES GROUP INC (THE) COM USD5                                                                                         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         236 | NS      | $52628.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                  | T 3.5 06/01/41                                                                                                                          | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      119000 | PA      | $91800.09     | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                              | CFG V5.299 01/29/36                                                                                                                     | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94183.48     | 0.05%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                 | BNS V4.813 02/02/34                                                                                                                     | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54390.75     | 0.03%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                 | HBAN V5.605 01/28/41                                                                                                                    | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      209000 | PA      | $204231.83    | 0.11%             | 2041-01-28      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                               | CRGYFN 7.875 04/15/32 144A                                                                                                              | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      141000 | PA      | $146175.41    | 0.08%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                          | GGAMFI 6.875 04/15/29 144A                                                                                                              | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       25000 | PA      | $25540.75     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                               | ROYAL CARIBBEAN CRUISES LTD COM USD0.01                                                                                                 | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |         198 | NS      | $52224.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                    | SAP SE SPON ADR EA REP 1 ORD NPV                                                                                                        | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |         195 | NS      | $33050.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                          | BNSF 5.55 03/15/56                                                                                                                      | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78000 | PA      | $75459.47     | 0.04%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                              | TMO 4.902 02/12/36                                                                                                                      | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128692.82    | 0.07%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX 6.1 04/01/56                                                                                                                       | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       78000 | PA      | $75797.65     | 0.04%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 7.25 12/28/32 144A                                                                                                               | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       32152 | PA      | $403.03       | 0.00%             | 2032-12-28      | Fixed         |  | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                         | EPD 3.95 01/31/60                                                                                                                       | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       67000 | PA      | $48572.38     | 0.03%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A                         | UAL 5.875 10/15/27 20-1                                                                                                                 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23648 | PA      | $24069.37     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VZ 1.75 01/20/31                                                                                                                        | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17583.66     | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC                                             | NHI 3 02/01/31                                                                                                                          | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |       52000 | PA      | $47027.64     | 0.03%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                         | POST 2.5 08/15/27                                                                                                                       | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       30000 | PA      | $33540.00     | 0.02%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | MINAU 9.25 10/01/28 144A                                                                                                                | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      311000 | PA      | $322783.95    | 0.17%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                        | ARDGRP 7.75 02/15/31 144A                                                                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      740000 | PA      | $755452.31    | 0.40%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                        | EIX 4.05 03/15/42                                                                                                                       | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       60000 | PA      | $47035.24     | 0.03%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                          | BNSF 4.4 03/15/42                                                                                                                       | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $59846.35     | 0.03%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                  | PERU 6.9 08/12/37 REGS                                                                                                                  | CUSIP: P87324BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1250000 | PA      | $360749.69    | 0.19%             | 2037-08-12      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 2.45 11/15/29                                                                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51243.37     | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.496 02/13/31 MTN                                                                                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8334.29      | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                              | COMCAST CORP COM USD0.01 CL A                                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        1438 | NS      | $38883.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC (THE)                                                   | TJX COMPANIES INC (THE) COM USD1                                                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |         346 | NS      | $54235.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V5.013 04/04/51 MTN                                                                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       48000 | PA      | $42504.33     | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                       | DG 3.5 04/03/30                                                                                                                         | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71690.91     | 0.04%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                | PNW 4.75 06/15/27                                                                                                                       | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |       36000 | PA      | $41958.00     | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                                | RBRK 0 06/15/30                                                                                                                         | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |       56000 | PA      | $50232.00     | 0.03%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | VEGLPL 6.5 01/15/34 144A                                                                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      405000 | PA      | $424237.91    | 0.23%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                 | HALO 0.875 11/15/32                                                                                                                     | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29535.00     | 0.02%             | 2032-11-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | LW 4.125 01/31/30 144A                                                                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43111.44     | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL PLUS LEISURE COMPANY                                               | TNL 4.5 12/01/29 144A                                                                                                                   | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82129.81     | 0.04%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GE AEROSPACE                                                              | GE AEROSPACE COM NEW                                                                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |         114 | NS      | $33052.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                             | CME GROUP INC COM USD0.01                                                                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |          82 | NS      | $23601.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                              | APOLLO GLOBAL MANAGEMENT INC 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                       | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |         200 | PA      | $13146.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                                                         | LAM RESEARCH CORP COM NEW                                                                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |         151 | NS      | $38936.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | B 0 07/02/26                                                                                                                            | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      165000 | PA      | $163974.16    | 0.09%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORACLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/2,000TH INTEREST IN A SHARE OF 6.50% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |         800 | PA      | $38936.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                    | BG 5.15 08/04/35                                                                                                                        | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69841.92     | 0.04%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 5.1 05/01/38                                                                                                                        | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       82000 | PA      | $78643.79     | 0.04%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                | HGVLLC 6.625 01/15/32 144A                                                                                                              | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      642000 | PA      | $649452.34    | 0.35%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Electronic Arts                                                           | Electronic Arts Term Loan B 350 2033-03-14                                                                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |      165000 | PA      | $165041.25    | 0.09%             | 2033-03-24      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CO LTD                                              | YUZHOU GROUP HOLDINGS CO LTD HKD1                                                                                                       | CUSIP: G9884A102<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |       15113 | NS      | $318.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                              | WH 5.625 03/01/33 144A                                                                                                                  | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      267000 | PA      | $264212.31    | 0.14%             | 2033-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                             | FREMOR 9.25 02/01/29 144A                                                                                                               | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      352000 | PA      | $364682.56    | 0.19%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| APH/APH2/APH3 SOMERSET INVESTOR 2 LLC / AQUARIAN INSURANCE HOLDINGS LLC   | AQUARI 7.875 11/01/29 144A                                                                                                              | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      512000 | PA      | $495692.80    | 0.26%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 6.5 12/28/29 144A                                                                                                                | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       18814 | PA      | $258.69       | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                 | CMC 5.75 11/15/33 144A                                                                                                                  | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       53000 | PA      | $53088.62     | 0.03%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| US Fertility                                                              | US Fertility Term Loan B 350 2032-11-29                                                                                                 | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      286579 | PA      | $287295.40    | 0.15%             | 2032-12-10      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 1.75 08/21/30                                                                                                                       | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22137.12     | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                        | SNLN 2.032 10/14/30                                                                                                                     | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |       75000 | PA      | $66989.40     | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Vantor Holdings (fka Maxar Technologies)                                  | Vantor Holdings (fka Maxar Technologies) Term Loan B 450 2033-02-16                                                                     | CUSIP: 36355RAB1<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |      300000 | PA      | $299439.00    | 0.16%             | 2033-02-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                    | BCULC 6.125 06/15/29 144A                                                                                                               | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      110000 | PA      | $111940.31    | 0.06%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                      | SOILCN 9.625 06/15/29 144A                                                                                                              | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |      158000 | PA      | $165683.07    | 0.09%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Hanger Inc                                                                | HGR L 10/23/31 2                                                                                                                        | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |        6274 | PA      | $6306.55      | 0.00%             | 2031-10-16      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET V8 05/15/54                                                                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      300000 | PA      | $318008.00    | 0.17%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                               | CRGYFN 7.375 01/15/33 144A                                                                                                              | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46055.39     | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FLUOR CORP                                                                | FLR 1.125 08/15/29                                                                                                                      | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |       26000 | PA      | $34840.00     | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | SUN 5.375 07/15/31 144A                                                                                                                 | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      335000 | PA      | $333430.66    | 0.18%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V5.15 04/23/31                                                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116980.18    | 0.06%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                   | HYNMTR 5 04/07/31 144A                                                                                                                  | CUSIP: 44891AEL7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55145.56     | 0.03%             | 2031-04-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD                                                  | GLOBAU 8.375 01/15/29 144A                                                                                                              | CUSIP: 00033GAA3<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $379864.00    | 0.20%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDINGS LLC (THE)                                | BWIN 7.125 05/15/31 144A                                                                                                                | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |      628000 | PA      | $635838.70    | 0.34%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUISITION CORP                                       | RISBAK 8.625 11/01/31 144A                                                                                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |      285000 | PA      | $290989.53    | 0.16%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                         | AXL 6.375 10/15/32 144A                                                                                                                 | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159714.08    | 0.09%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                   | SAIC 5.875 11/01/33 144A                                                                                                                | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295901.73    | 0.16%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD (BM)                                        | WFRD 6.75 10/15/33 144A                                                                                                                 | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      426000 | PA      | $441949.37    | 0.24%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GARMIN LTD                                                                | GARMIN LTD COM CHF10.00                                                                                                                 | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         155 | NS      | $38926.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                                           | ASML HOLDING NV NY REGISTRY SHS                                                                                                         | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |          25 | NS      | $35974.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                              | DNBNO V4.832 03/30/32 144A                                                                                                              | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $199714.08    | 0.11%             | 2032-03-30      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V4.612 05/03/32                                                                                                                      | CUSIP: 78017DAV0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99408.90     | 0.05%             | 2032-05-03      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.809 04/16/32                                                                                                                      | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      222000 | PA      | $221456.71    | 0.12%             | 2032-04-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                | ALVGR V6.5 PERP 144A                                                                                                                    | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $200135.60    | 0.11%             | 2049-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 3.5 04/15/31                                                                                                                       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      116000 | PA      | $109745.61    | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VZ 6.55 09/15/43                                                                                                                        | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       65000 | PA      | $69705.95     | 0.04%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                              | CMCSA 3.25 11/01/39                                                                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       58000 | PA      | $44645.58     | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.592 04/29/31                                                                                                                     | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      106000 | PA      | $98043.98     | 0.05%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                        | BATSLN 3.984 09/25/50                                                                                                                   | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36080.96     | 0.02%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 5.95 10/01/43                                                                                                                        | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46725.59     | 0.02%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                             | NEE 5.4 09/01/35                                                                                                                        | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11194.75     | 0.01%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                               | EXC 5.9 03/15/36                                                                                                                        | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       43000 | PA      | $45461.41     | 0.02%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                 | HES 5.6 02/15/41                                                                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      131000 | PA      | $133549.00    | 0.07%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                 | DUK 4.25 12/15/41                                                                                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15540.26     | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                 | SO 4.25 03/15/42 12-A                                                                                                                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |       26000 | PA      | $21728.13     | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                      | CHTR 4.8 03/01/50                                                                                                                       | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       98000 | PA      | $72045.24     | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                            | BPLN 3 02/24/50                                                                                                                         | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       34000 | PA      | $21918.55     | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                      | BA 5.93 05/01/60                                                                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      102000 | PA      | $98756.78     | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                           | FAIRIC 6.25 09/15/34 144A                                                                                                               | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      229000 | PA      | $225415.55    | 0.12%             | 2034-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                         | JNJ 2.1 09/01/40                                                                                                                        | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       33000 | PA      | $23105.66     | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                      | CHTR 3.9 06/01/52                                                                                                                       | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      103000 | PA      | $64749.00     | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                            | AEP 6.05 03/15/37                                                                                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |       33000 | PA      | $35115.27     | 0.02%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                          | XOM 4.227 03/19/40                                                                                                                      | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       87000 | PA      | $78524.87     | 0.04%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                              | CNC 3 10/15/30                                                                                                                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       83000 | PA      | $74622.64     | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                             | F 4 11/13/30                                                                                                                            | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187863.11    | 0.10%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 6.2 10/30/56                                                                                                                          | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84201.93     | 0.04%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                          | TNET 3.5 03/01/29 144A                                                                                                                  | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      440000 | PA      | $408991.03    | 0.22%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HWM 5.95 02/01/37                                                                                                                       | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |       17000 | PA      | $18060.07     | 0.01%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | LLY 5.55 03/15/37                                                                                                                       | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       23000 | PA      | $24151.81     | 0.01%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                          | AIG 3.4 06/30/30                                                                                                                        | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       54000 | PA      | $51578.53     | 0.03%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                              | REXR 2.125 12/01/30                                                                                                                     | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |       71000 | PA      | $62768.04     | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                            | VAC 4.5 06/15/29 144A                                                                                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      487000 | PA      | $465687.75    | 0.25%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                         | ETR 5.8 09/01/53                                                                                                                        | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19819.25     | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VZ 2.55 03/21/31                                                                                                                        | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17279.94     | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                   | CHTR 5.875 11/15/40                                                                                                                     | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27126.62     | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 3.5 09/01/30                                                                                                                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29475.15     | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                 | AMGN 3.15 02/21/40                                                                                                                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       82000 | PA      | $63713.75     | 0.03%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                  | MSCI 3.625 09/01/30 144A                                                                                                                | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       62000 | PA      | $58693.09     | 0.03%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 4.05 11/21/39                                                                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       66000 | PA      | $57807.14     | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V1.953 02/04/32                                                                                                                     | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17647.13     | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                              | CNC 2.5 03/01/31                                                                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       39000 | PA      | $33989.99     | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                          | WELL 5.125 03/15/43                                                                                                                     | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       54000 | PA      | $50171.91     | 0.03%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OXY 6.45 09/15/36                                                                                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      166000 | PA      | $178390.32    | 0.10%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V3.068 04/30/41                                                                                                                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       21000 | PA      | $15822.84     | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                 | WMB 3.25 05/15/30                                                                                                                       | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $51479.14     | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM 2.35 01/08/31                                                                                                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       86000 | PA      | $77023.83     | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                         | NRUC 1.65 06/15/31 MTN                                                                                                                  | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       37000 | PA      | $32039.55     | 0.02%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                    | GM 6.25 04/15/35                                                                                                                        | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36673.99     | 0.02%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                           | SRE 6 06/15/55                                                                                                                          | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45134.49     | 0.02%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | LLY 5.65 10/15/65                                                                                                                       | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7818.32      | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                 | AMGN 5.65 02/19/56                                                                                                                      | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       98000 | PA      | $94089.11     | 0.05%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                       | ELEVANCE HEALTH INC COM USD0.01                                                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |          27 | NS      | $10163.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                              | ALPHABET INC CAP STK USD0.001 CL A                                                                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         215 | NS      | $82732.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US CAPITAL LLC                                                        | BMW 5 03/19/33 144A                                                                                                                     | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       54000 | PA      | $53760.21     | 0.03%             | 2033-03-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                 | TRPCN V6.375 10/17/56 .                                                                                                                 | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $40306.96     | 0.02%             | 2056-10-17      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                                            | PFGC 4.25 08/01/29 144A                                                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |       66000 | PA      | $63987.27     | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER 0.875 12/01/28 2028                                                                                                                | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       40000 | PA      | $48900.00     | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 5.05 03/15/34                                                                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86176.22     | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                     | PEG 5.2 03/01/34 MTN                                                                                                                    | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44712.66     | 0.02%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                  | IHRT 7.75 08/15/30 144A                                                                                                                 | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      155750 | PA      | $149909.38    | 0.08%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                  | DTV 10 02/15/31 144A                                                                                                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $650306.25    | 0.35%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.572 04/22/36                                                                                                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       57000 | PA      | $58636.24     | 0.03%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                          | AIG 5.45 05/07/35                                                                                                                       | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101981.20    | 0.05%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                    | EQTSS 5.85 05/08/35 144A                                                                                                                | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $201912.79    | 0.11%             | 2035-05-08      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                        | ATH 6.625 05/19/55                                                                                                                      | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      138000 | PA      | $133439.96    | 0.07%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | VEGLPL 7.75 05/01/35 144A                                                                                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      135000 | PA      | $151836.39    | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                     | JANEST 6.75 05/01/33 144A                                                                                                               | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      165000 | PA      | $169506.32    | 0.09%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                           | FAIRIC 6 05/15/33 144A                                                                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      379000 | PA      | $373778.93    | 0.20%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                    | CACI 6.375 06/15/33 144A                                                                                                                | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      210000 | PA      | $214841.18    | 0.11%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                         | ES V6.1 08/15/56 A                                                                                                                      | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24898.66     | 0.01%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD                                                           | MIZUHO 5.185 04/16/36 144A                                                                                                              | CUSIP: 60688XBQ2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $198938.68    | 0.11%             | 2036-04-16      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| TETRA TECH INC                                                            | TTEK 2.25 08/15/28                                                                                                                      | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |       28000 | PA      | $30564.80     | 0.02%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                      | RWNYNY 7.25 10/01/29 144A                                                                                                               | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $304648.19    | 0.16%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                 | TRPCN V6.125 10/17/56 .                                                                                                                 | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       59000 | PA      | $59258.24     | 0.03%             | 2056-10-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOMPO HOLDINGS INC                                                        | SMPHD V5.411 04/22/37 144A                                                                                                              | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | CORP              | JP        |      205000 | PA      | $201709.72    | 0.11%             | 2037-04-22      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | VENLNG V9 PERP 144a                                                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      332000 | PA      | $328362.18    | 0.18%             | 2049-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | SUN 5.625 03/15/31 144A                                                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      197000 | PA      | $197731.07    | 0.11%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 4.85 08/15/30                                                                                                                       | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54441.44     | 0.03%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD                                                           | MIZUHO 5.772 04/16/46 144A                                                                                                              | CUSIP: 60688XBR0<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $198381.45    | 0.11%             | 2046-04-16      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| NOVA LTD                                                                  | NVMI 0 09/15/30                                                                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |       42000 | PA      | $72324.00     | 0.04%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC                                                                | ZTS 0.25 06/15/29                                                                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22735.50     | 0.01%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.994 04/12/29 .                                                                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121005.94    | 0.06%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V5.605 04/23/36                                                                                                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      111000 | PA      | $113836.86    | 0.06%             | 2036-04-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY (THE)                                                    | CC 5.75 11/15/28 144A                                                                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      358000 | PA      | $357205.49    | 0.19%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                     | MOH 3.875 11/15/30 144A                                                                                                                 | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      375000 | PA      | $347504.25    | 0.19%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                        | MUSA 3.75 02/15/31 144A                                                                                                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      246000 | PA      | $229772.07    | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                               | BHCCN 4.875 06/01/28 144A                                                                                                               | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      465000 | PA      | $436788.45    | 0.23%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                   | STX 8.25 12/15/29 144a                                                                                                                  | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       95000 | PA      | $99282.98     | 0.05%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                     | HLT 5.5 03/31/34 144A                                                                                                                   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89334.86     | 0.05%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                         | FLASHC 7.25 12/31/30 144A                                                                                                               | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      224000 | PA      | $228495.70    | 0.12%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                      | RGCARE 7 05/01/34 144A                                                                                                                  | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      431000 | PA      | $420253.87    | 0.22%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                   | ORLY 5.1 03/12/36                                                                                                                       | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54423.35     | 0.03%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                  | BLKCQP 5.5 06/15/31                                                                                                                     | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      502000 | PA      | $495881.42    | 0.26%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                     | GFLCN 4.375 08/15/29 144A                                                                                                               | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $68475.80     | 0.04%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Edelman Financial Center/Financial Engines                                | Edelman Financial Center/Financial Engines Term Loan B 400 2031-11-01                                                                   | CUSIP: 27943UAN6<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |      323267 | PA      | $323266.98    | 0.17%             | 2031-11-28      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                | ACA 6.875 08/15/32 144A                                                                                                                 | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93479.49     | 0.05%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 4.625 01/15/29                                                                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      205000 | PA      | $202287.67    | 0.11%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                             | DISH 5.25 12/01/26 144A                                                                                                                 | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $589338.52    | 0.31%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                                             | DISH 5.75 12/01/28 144A                                                                                                                 | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $186673.14    | 0.10%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                 | CMC 4.125 01/15/30                                                                                                                      | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      295000 | PA      | $283252.27    | 0.15%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                   | HYNMTR 5.15 03/27/30 144A                                                                                                               | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54588.45     | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC/ARDAGH METAL PACKAGING FINANCE USA LLC | AMPBEV 3.25 09/01/28 144A                                                                                                               | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      200000 | PA      | $191241.62    | 0.10%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                              | CMCSA 6.05 05/15/55                                                                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30463.14     | 0.02%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                   | TACHEM 5.2 07/07/35                                                                                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200274.72    | 0.11%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                             | SOBKCO 5.332 07/09/35 144A                                                                                                              | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $197925.53    | 0.11%             | 2035-07-09      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GE AEROSPACE                                                              | GE 4.3 07/29/30                                                                                                                         | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86818.96     | 0.05%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES, LLC                                             | USFEEN L 12/30/32 9                                                                                                                     | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       43421 | PA      | $43529.60     | 0.02%             | 2032-12-10      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | VEGLPL 6.5 06/15/34 144A                                                                                                                | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26160.83     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ASHLAND INC                                                               | ASH 3.375 09/01/31 144A                                                                                                                 | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |      545000 | PA      | $486142.12    | 0.26%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | LW 4.375 01/31/32 144A                                                                                                                  | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      362000 | PA      | $340949.48    | 0.18%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                    | PRM 6.25 01/15/34 144A                                                                                                                  | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      167000 | PA      | $166195.06    | 0.09%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBVIE INC COM USD0.01                                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         182 | NS      | $38460.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE LTD                                                        | AZORRA 7.75 04/15/30 144A                                                                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      215000 | PA      | $222726.03    | 0.12%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                             | FREMOR 7.875 04/01/33 144A                                                                                                              | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68243.80     | 0.04%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                 | CMC 4.375 03/15/32                                                                                                                      | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      235000 | PA      | $221225.45    | 0.12%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                    | COP 5.55 03/15/54                                                                                                                       | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       51000 | PA      | $48966.15     | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| B2GOLD CORP                                                               | BTOCN 2.75 02/01/30                                                                                                                     | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $43321.50     | 0.02%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                   | STX 5.875 07/15/30 144A                                                                                                                 | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      235000 | PA      | $240101.15    | 0.13%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 5.5 03/15/64                                                                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31291.62     | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                   | HYNMTR 5.4 03/29/32 144A                                                                                                                | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       88000 | PA      | $89640.28     | 0.05%             | 2032-03-29      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                     | LITE 0.375 03/15/32                                                                                                                     | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |       17000 | PA      | $83230.30     | 0.04%             | 2032-03-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HOLDINGS LLC                                         | LUCK 7.25 10/15/32 144A                                                                                                                 | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |      350000 | PA      | $293005.35    | 0.16%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                      | DOTMER 7.625 06/15/32 144A                                                                                                              | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |      305000 | PA      | $286276.05    | 0.15%             | 2032-06-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| UGI CORP                                                                  | UGI 5 06/01/28                                                                                                                          | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |       28000 | PA      | $38920.00     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE COMPANY                                            | SYA 6.55 10/01/55 144A                                                                                                                  | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |       87000 | PA      | $88088.88     | 0.05%             | 2055-10-01      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                             | MTB V5.4 07/30/35                                                                                                                       | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      178000 | PA      | $178162.02    | 0.10%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 5.55 08/15/35                                                                                                                       | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48064.71     | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                 | OKE 6.25 10/15/55                                                                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      116000 | PA      | $113991.72    | 0.06%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 6.7 12/15/33                                                                                                                       | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       84000 | PA      | $92173.90     | 0.05%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                            | AEP 5.6 03/15/56                                                                                                                        | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115919.15    | 0.06%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 0 12/31/29 144A                                                                                                                  | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       13365 | PA      | $155.17       | 0.00%             | 2029-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CYBERSWIFT US FINCO TL                                                    | CYBERSWIFT US FINCO TL                                                                                                                  | CUSIP: LX2698806<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      174000 | PA      | $170011.92    | 0.09%             | 2032-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 5.55 03/15/56                                                                                                                      | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87176.74     | 0.05%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                              | BRKHEC V6.375 09/15/56                                                                                                                  | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      116000 | PA      | $115525.92    | 0.06%             | 2056-09-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                       | ONCRTX 5.9 03/15/56 144A                                                                                                                | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      116000 | PA      | $114902.69    | 0.06%             | 2056-03-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                             | MTB V3.5 PERP                                                                                                                           | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      212000 | PA      | $208926.11    | 0.11%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 3.65 09/15/59                                                                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       46000 | PA      | $29412.60     | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                               | LNG 5.2 07/30/36 144A                                                                                                                   | CUSIP: 16411RAP4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      117000 | PA      | $115666.48    | 0.06%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 6.25 12/28/28 144A                                                                                                               | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       11238 | PA      | $224.76       | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WOLFSPEED INC                                                             | WOLF 2.5 06/15/31 144A                                                                                                                  | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       13000 | PA      | $32231.88     | 0.02%             | 2031-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 6.7 02/04/56                                                                                                                       | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      279000 | PA      | $257127.06    | 0.14%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                  | MCHP 0 02/15/30                                                                                                                         | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       24000 | PA      | $27420.00     | 0.01%             | 2030-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                   | EA 8.75 07/01/34 144A                                                                                                                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260156.73    | 0.14%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                         | SM 6.75 08/01/29 144A                                                                                                                   | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      161000 | PA      | $165153.16    | 0.09%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                                            | AEIS 2.5 09/15/28                                                                                                                       | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |       30000 | PA      | $85422.00     | 0.05%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                        | RYASPE 5.875 08/01/32 144A                                                                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      337000 | PA      | $336948.30    | 0.18%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IREN LTD                                                                  | IREN 1 06/01/33 33                                                                                                                      | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      132000 | PA      | $145596.00    | 0.08%             | 2033-06-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                         | ALIANT 6.5 10/01/31 144A                                                                                                                | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      634000 | PA      | $639420.07    | 0.34%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                     | BURL 1.25 12/15/27                                                                                                                      | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |       42000 | PA      | $68313.00     | 0.04%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                        | ADVGRO 6.75 08/01/32 144A                                                                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      267000 | PA      | $271190.23    | 0.14%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                        | ADVGRO 8 08/01/33 144A                                                                                                                  | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      162000 | PA      | $165202.90    | 0.09%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                                             | ARWR 0 01/15/32                                                                                                                         | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |       39000 | PA      | $44378.10     | 0.02%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                        | BURLN 8.5 01/15/34 144A                                                                                                                 | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      265000 | PA      | $223925.00    | 0.12%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                 | WMB 5.1 03/15/36                                                                                                                        | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $104184.10    | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                        | MUFG V4.847 04/21/32                                                                                                                    | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $199658.77    | 0.11%             | 2032-04-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC (THE)                                              | MIK 8.5 03/15/33 144A                                                                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24688.75     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORP LTD                                                              | NCLH 0.875 04/15/30                                                                                                                     | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       38000 | PA      | $39947.50     | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                               | TRACTD 6.5 05/01/31 144A                                                                                                                | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | PA      | $210137.34    | 0.11%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HAH GROUP HOLDING COMPANY LLC                                             | HAHGRO 9.75 10/01/31 144A                                                                                                               | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      136000 | PA      | $124475.82    | 0.07%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PETSMART LLC                                                              | PETM 7.5 09/15/32                                                                                                                       | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |      565000 | PA      | $572118.21    | 0.31%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                              | ZFFNGR 7.5 03/24/31 144A                                                                                                                | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      163000 | PA      | $163209.87    | 0.09%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                                         | CIMAU 6 04/22/36 144A                                                                                                                   | CUSIP: 17186PAA2<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |       95000 | PA      | $93751.70     | 0.05%             | 2036-04-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.555 04/10/30                                                                                                                      | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121614.32    | 0.06%             | 2030-04-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                              | ADSK 5.3 06/15/35                                                                                                                       | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35191.61     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                        | HNDA 4.688 07/08/30                                                                                                                     | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       99000 | PA      | $98569.07     | 0.05%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                | KDP 5.05 03/26/31 144A                                                                                                                  | CUSIP: 56530KAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $80165.67     | 0.04%             | 2031-03-26      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                               | TRGP 4.875 02/01/31                                                                                                                     | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32986.29     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                            | CVI 7.875 02/15/34 144A                                                                                                                 | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      270000 | PA      | $270821.07    | 0.14%             | 2034-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                    | BCULC 5.625 09/15/29 144A                                                                                                               | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       10000 | PA      | $10089.73     | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                | ACGCAP 4.8 10/24/30 144A                                                                                                                | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64546.45     | 0.03%             | 2030-10-24      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                        | REG 4.5 03/15/33                                                                                                                        | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63361.20     | 0.03%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                         | CHRD 6 10/01/30 144A                                                                                                                    | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      122000 | PA      | $124353.87    | 0.07%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                  | SUNAC 0 06/23/28 144A                                                                                                                   | CUSIP: DC5107891<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       81177 | PA      | $20903.08     | 0.01%             | 2028-06-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                        | AALLN 5.25 03/19/36 144A                                                                                                                | CUSIP: 034863BJ8<br>LEI: 549300S9XF92D1X8ME43 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $196786.79    | 0.10%             | 2036-03-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                       | FR 5.25 01/15/31                                                                                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |      147000 | PA      | $148854.52    | 0.08%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 2 08/12/31                                                                                                                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       65000 | PA      | $56717.53     | 0.03%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                       | ABT 4.65 03/15/36                                                                                                                       | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      279000 | PA      | $270936.95    | 0.14%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                     | WCNCN 4.8 07/15/36                                                                                                                      | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       65000 | PA      | $63627.90     | 0.03%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                          | SRE 5.2 03/15/36 DDDD                                                                                                                   | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90766.55     | 0.05%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                  | TOYOTA 4.8 05/15/30                                                                                                                     | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       83000 | PA      | $84075.25     | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 4.9 09/15/30                                                                                                                       | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42314.60     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                              | INTNED V5.42 03/23/37                                                                                                                   | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $199788.41    | 0.11%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TORY BURCH LLC TL                                                         | TORY BURCH LLC TL                                                                                                                       | CUSIP: LX2889918<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      197757 | PA      | $196026.75    | 0.10%             | 2031-04-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                              | ZFFNGR 6.75 04/23/30 144A                                                                                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      302000 | PA      | $300007.74    | 0.16%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                     | JANEST 7.125 04/30/31 144A                                                                                                              | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67390.10     | 0.04%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                               | FIBCOP 7.2 07/18/36 144A                                                                                                                | CUSIP: 683879AF7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |       59000 | PA      | $58852.50     | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP                 | PECO 5.25 08/15/32                                                                                                                      | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86335.44     | 0.05%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                          | NTT 5.171 07/16/32 144A                                                                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $202095.13    | 0.11%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | T 4.25 03/31/33                                                                                                                         | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        7300 | PA      | $7320.53      | 0.00%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                               | WMT 4.45 04/30/33                                                                                                                       | CUSIP: 931142FU2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39816.00     | 0.02%             | 2033-04-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                               | HNDA 5.2 04/08/33 A                                                                                                                     | CUSIP: 02665WGY1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       84000 | PA      | $83931.69     | 0.04%             | 2033-04-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.296 04/10/37                                                                                                                      | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      237000 | PA      | $235577.95    | 0.13%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                               | ROL 5.25 02/24/35                                                                                                                       | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69911.33     | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                         | EPD 5.2 01/15/36                                                                                                                        | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       98000 | PA      | $98863.05     | 0.05%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                             | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      521958 | NS      | $521957.59    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                | INTC 6.2 05/15/66                                                                                                                       | CUSIP: 458140CV0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39450.66     | 0.02%             | 2066-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROPERTY OWNER I LLC                                          | RDMICH 7.5 03/30/45 144A                                                                                                                | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49989.95     | 0.03%             | 2045-03-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                               | WMT 4.75 04/30/36                                                                                                                       | CUSIP: 931142FV0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59646.83     | 0.03%             | 2036-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                    | CB 4.9 08/15/35                                                                                                                         | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      114000 | PA      | $112543.27    | 0.06%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 4.5 10/15/31                                                                                                                        | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108640.32    | 0.06%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | T 4.125 02/15/36                                                                                                                        | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      888600 | PA      | $869856.09    | 0.46%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hut 8 DC LLC                                                              | HUTRBA 6.192 11/15/42 144A                                                                                                              | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | CA        |       95000 | PA      | $95786.27     | 0.05%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                      | CHTR 6.7 12/01/55                                                                                                                       | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       43000 | PA      | $40516.19     | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                         | CI 5.25 01/15/36                                                                                                                        | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      136000 | PA      | $136429.42    | 0.07%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | T 3.875 04/15/29                                                                                                                        | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       25000 | PA      | $24974.61     | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V4.477 04/23/30                                                                                                                     | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129615.08    | 0.07%             | 2030-04-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                              | WBD 6.35 06/01/40 *                                                                                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      215000 | PA      | $169868.81    | 0.09%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                  | LIND 7 09/15/30 144A                                                                                                                    | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159228.71    | 0.08%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V4.695 04/23/32                                                                                                                     | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248976.33    | 0.13%             | 2032-04-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.148 04/23/37                                                                                                                     | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      246000 | PA      | $244530.00    | 0.13%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                            | BHP 5.75 09/05/55                                                                                                                       | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       74000 | PA      | $74395.63     | 0.04%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                     | NOVNVX 4.9 03/18/36                                                                                                                     | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      231000 | PA      | $229386.32    | 0.12%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 5.3 05/15/36                                                                                                                       | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54769.12     | 0.03%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | T 3.875 04/30/31                                                                                                                        | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      501600 | PA      | $498229.88    | 0.27%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM 4.75 04/06/29                                                                                                                        | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165367.73    | 0.09%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V4.594 04/20/30                                                                                                                      | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      135000 | PA      | $134704.15    | 0.07%             | 2030-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 7.721 12/28/27 144A                                                                                                              | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        7686 | PA      | $153.72       | 0.00%             | 2027-12-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 7 12/28/31 144A                                                                                                                  | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       34166 | PA      | $597.91       | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 0 12/31/27 144A                                                                                                                  | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        8353 | PA      | $87.75        | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 0 12/31/31 144A                                                                                                                  | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       16707 | PA      | $189.71       | 0.00%             | 2031-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES LLC                                         | MOLX 5.25 04/30/32 144A                                                                                                                 | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |      117000 | PA      | $119143.09    | 0.06%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 4.875 04/30/35                                                                                                                       | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       88000 | PA      | $86928.39     | 0.05%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                             | BLD 5.625 01/31/34 144A                                                                                                                 | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      291000 | PA      | $294777.47    | 0.16%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                    | PENN 6.75 04/01/31 144A                                                                                                                 | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      198000 | PA      | $196365.61    | 0.10%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                   | EA 7.25 07/01/33 144A                                                                                                                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      190000 | PA      | $195779.05    | 0.10%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG 6.125 05/15/36 144A                                                                                                                 | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      123000 | PA      | $122535.25    | 0.07%             | 2036-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 4.375 04/30/30                                                                                                                       | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       68000 | PA      | $67679.21     | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                  | AMH 4.95 06/15/30                                                                                                                       | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       53000 | PA      | $53320.04     | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                    | AES 4.25 05/01/30                                                                                                                       | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |       52000 | PA      | $50168.09     | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.687 04/22/32                                                                                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      177000 | PA      | $160609.72    | 0.09%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC V3.4 PERP T                                                                                                                         | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       64000 | PA      | $63207.97     | 0.03%             | 2049-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                          | PARA V6.375 03/30/62                                                                                                                    | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      484000 | PA      | $375362.19    | 0.20%             | 2062-03-30      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                                          | IDCC 3.5 06/01/27                                                                                                                       | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |       12000 | PA      | $46032.00     | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | T 4.125 04/30/33                                                                                                                        | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       22600 | PA      | $22483.47     | 0.01%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | T 4.625 11/15/55                                                                                                                        | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      148100 | PA      | $139676.81    | 0.07%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                               | EXC 5.95 06/01/55                                                                                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30333.32     | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                           | SRE 5.45 06/15/35                                                                                                                       | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54279.20     | 0.03%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | T 4.625 02/15/46                                                                                                                        | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      244000 | PA      | $233020.00    | 0.12%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 6.125 05/15/56                                                                                                                     | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89331.28     | 0.05%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                          | TNET 7.125 08/15/31 144A                                                                                                                | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24815.49     | 0.01%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 2.875 03/25/31                                                                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       96000 | PA      | $85318.51     | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 5.25 10/30/36                                                                                                                         | CUSIP: 00206RNN8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79056.49     | 0.04%             | 2036-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                            | PEG 5.2 05/15/30 144A                                                                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $59923.05     | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PSEG POWER LLC                                                            | PEG 5.75 05/15/35 144A                                                                                                                  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $98811.16     | 0.05%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VZ 3.875 03/01/52                                                                                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       88000 | PA      | $64211.35     | 0.03%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC (THE)                                                      | HD 3.625 04/15/52                                                                                                                       | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       21000 | PA      | $15020.59     | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 6 08/15/35                                                                                                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $68185.28     | 0.04%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                         | EPD 4.6 01/15/31                                                                                                                        | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62102.45     | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 4.25 04/01/52                                                                                                                       | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       26000 | PA      | $20040.00     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V4.571 04/27/33                                                                                                                     | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       61000 | PA      | $60029.43     | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                          | KRC 5.875 10/15/35                                                                                                                      | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      104000 | PA      | $101103.56    | 0.05%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 5.25 10/15/35                                                                                                                       | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65889.61     | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG 5.875 05/15/34 144A                                                                                                                 | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      194000 | PA      | $193302.07    | 0.10%             | 2034-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Darktrace                                                                 | Darktrace First-lien Term Loan 325 2031-10-01                                                                                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       54724 | PA      | $51337.87     | 0.03%             | 2031-07-02      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                              | CMCSA 2.887 11/01/51                                                                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       24000 | PA      | $13782.89     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                         | NRUC 4.15 12/15/32                                                                                                                      | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37911.10     | 0.02%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                 | BALL 5.5 09/15/33                                                                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      858000 | PA      | $860281.34    | 0.46%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                  | DTV 8.875 02/01/30 144a                                                                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $45831.24     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 3.25 05/15/51                                                                                                                       | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $19859.81     | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                        | RPRX 2.2 09/02/30                                                                                                                       | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       40000 | PA      | $36126.56     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                 | HASI 6 03/15/36                                                                                                                         | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43386.66     | 0.02%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                         | ES V6.35 08/15/56 B                                                                                                                     | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44979.85     | 0.02%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                              | REXR 2.15 09/01/31                                                                                                                      | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |      108000 | PA      | $93602.57     | 0.05%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                | USB V2.491 11/03/36                                                                                                                     | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      166000 | PA      | $144244.36    | 0.08%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                               | WDAY 3.8 04/01/32                                                                                                                       | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      121000 | PA      | $112670.93    | 0.06%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 5.8 09/15/62                                                                                                                        | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28704.16     | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 6.75 01/15/53                                                                                                                       | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       53000 | PA      | $55339.70     | 0.03%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                      | CHTR 4.4 12/01/61                                                                                                                       | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       24000 | PA      | $15322.95     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                  | AXP V3.55 PERP                                                                                                                          | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       93000 | PA      | $92120.44     | 0.05%             | 2049-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                 | INVH 2 08/15/31                                                                                                                         | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       69000 | PA      | $59301.09     | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                     | NOVNVX 5.7 03/18/56                                                                                                                     | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155256.23    | 0.08%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.622 04/23/32                                                                                                                     | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      151000 | PA      | $150278.66    | 0.08%             | 2032-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 6.25 07/01/52                                                                                                                      | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      106000 | PA      | $105982.03    | 0.06%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                               | BHCCN 11 09/30/28 144A                                                                                                                  | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $166400.00    | 0.09%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| COMPASS INC                                                               | COMP 0.25 04/15/31                                                                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39510.00     | 0.02%             | 2031-04-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                             | FREMOR 9.125 05/15/31 144A                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      205000 | PA      | $212331.62    | 0.11%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.408 04/23/30                                                                                                                     | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      128000 | PA      | $127487.75    | 0.07%             | 2030-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                         | CLH 6.375 02/01/31 144A                                                                                                                 | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10177.38     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 5.7 02/10/53                                                                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       63000 | PA      | $58929.86     | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                      | DUK 5.25 04/01/33                                                                                                                       | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22486.53     | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                 | NWSA 3.875 05/15/29 144A                                                                                                                | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72548.09     | 0.04%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                              | UBS V3.091 05/14/32 144A                                                                                                                | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $183804.95    | 0.10%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.299 07/21/32                                                                                                                     | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       91000 | PA      | $80483.50     | 0.04%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                     | MU 3.366 11/01/41                                                                                                                       | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       55000 | PA      | $42479.26     | 0.02%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V2.511 10/20/32 MTN                                                                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15962.08     | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.972 02/04/33 MTN                                                                                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      184000 | PA      | $166717.69    | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                              | QCOM 6 05/20/53                                                                                                                         | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47033.16     | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Brands (Trico Group)                                                | First Brands (Trico Group) Term Loan B (Add-on) 500 2027-03-01                                                                          | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |       32822 | PA      | $27.57        | 0.00%             | 2027-03-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                       | SYF 7.25 02/02/33                                                                                                                       | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      401000 | PA      | $415704.14    | 0.22%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                               | FIBCOP 6 09/30/34 144A                                                                                                                  | CUSIP: 683879AD2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8630.60      | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                               | FIBCOP 6.375 11/15/33 2033                                                                                                              | CUSIP: 683879AB6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |       59000 | PA      | $58926.25     | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LEIA FINCO TL                                                             | LEIA FINCO TL                                                                                                                           | CUSIP: LX2320161<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210000 | PA      | $191249.10    | 0.10%             | 2032-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                 | MTDR 6.25 04/15/33 144A                                                                                                                 | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      300000 | PA      | $305089.61    | 0.16%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                        | STX 3.5 06/01/28                                                                                                                        | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       14000 | PA      | $114023.00    | 0.06%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                        | BURLN 7.5 07/15/33 144A                                                                                                                 | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      204000 | PA      | $167658.42    | 0.09%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                                                | LGND 0.75 10/01/30                                                                                                                      | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |       27000 | PA      | $36201.60     | 0.02%             | 2030-10-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.25 01/31/34 144A                                                                                                                  | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      175000 | PA      | $178956.05    | 0.10%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 5.125 02/21/30                                                                                                                      | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29477.56     | 0.02%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 2.375 07/15/31                                                                                                                      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21295.77     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                                  | LYFT 0 09/15/30                                                                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39872.50     | 0.02%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 0 12/31/28 144A                                                                                                                  | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       13365 | PA      | $179.83       | 0.00%             | 2028-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                  | KAISAG 0 12/31/32 144A                                                                                                                  | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       31520 | PA      | $322.29       | 0.00%             | 2032-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                 | SUNAC 0 06/23/26 144A                                                                                                                   | CUSIP: DC5104476<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      109862 | PA      | $17989.90     | 0.01%             | 2026-06-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TEAM SERVICES HOLDING INC                                                 | TEAPUB 9 02/15/33 144A                                                                                                                  | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      253000 | PA      | $253108.79    | 0.14%             | 2033-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ARC FALCON I INC TL                                                       | ARC FALCON I INC TL                                                                                                                     | CUSIP: LX2852924<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      511000 | PA      | $477274.00    | 0.25%             | 2033-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mativ (fka Schweitzer-Mauduit)                                            | Mativ (fka Schweitzer-Mauduit) Term Loan B 450 2033-03-16                                                                               | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |      510000 | PA      | $504900.00    | 0.27%             | 2033-03-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                         | NRUC 2.75 04/15/32                                                                                                                      | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21646.66     | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 4.45 04/01/62                                                                                                                       | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       86000 | PA      | $65351.16     | 0.03%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 4.926 05/15/37 144A                                                                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48713.22     | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH 11.75 11/15/27 144A                                                                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56776.50     | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 3.05 05/15/41                                                                                                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       18000 | PA      | $13447.09     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 2.55 02/15/31                                                                                                                      | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       55000 | PA      | $50009.94     | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 2.8 09/15/41                                                                                                                        | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       30000 | PA      | $21184.76     | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC (THE)                                                      | HD 4.95 09/15/52                                                                                                                        | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17818.81     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                              | RIG 8.75 02/15/30 144A                                                                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       88200 | PA      | $92380.77     | 0.05%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Asurion                                                                   | Asurion First-lien Term Loan B-11 (incremental) 425 2028-08-01                                                                          | CUSIP: 04649VBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       17891 | PA      | $17880.32     | 0.01%             | 2028-08-19      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                         | STT V3.031 11/01/34                                                                                                                     | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       74000 | PA      | $69509.57     | 0.04%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                  | MSCI 3.625 11/01/31 144A                                                                                                                | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       66000 | PA      | $61246.91     | 0.03%             | 2031-11-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 2.8 08/12/41                                                                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70002.82     | 0.04%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 3.55 09/15/55                                                                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      211000 | PA      | $135866.75    | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                  | BNL 2.6 09/15/31                                                                                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |      125000 | PA      | $110201.13    | 0.06%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 3.187 11/15/36 144A                                                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      227000 | PA      | $190477.13    | 0.10%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                       | PEG 2.45 11/15/31                                                                                                                       | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      120000 | PA      | $106737.31    | 0.06%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V4.611 04/25/53 MTN                                                                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       41000 | PA      | $33970.65     | 0.02%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                   | DUK 5.95 11/15/52                                                                                                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29269.92     | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                      | NLSN 9.29 04/15/29 144A                                                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      507000 | PA      | $512754.19    | 0.27%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.75 08/15/28 144A                                                                                                                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304052.40    | 0.16%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 5.2 04/15/63                                                                                                                        | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39539.85     | 0.02%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                          | CSCHLD 11.25 05/15/28 144A                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      710000 | PA      | $577435.62    | 0.31%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                    | NOG 8.75 06/15/31 144A                                                                                                                  | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      345000 | PA      | $360259.35    | 0.19%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                         | CI 4.8 08/15/38                                                                                                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       92000 | PA      | $86502.85     | 0.05%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                        | RPRX 5.2 09/25/35                                                                                                                       | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       55000 | PA      | $54496.41     | 0.03%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                       | ELV 2.875 09/15/29                                                                                                                      | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42709.20     | 0.02%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 3.5 08/15/39                                                                                                                        | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       32000 | PA      | $26174.30     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                     | SO 3.45 10/01/49                                                                                                                        | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       26000 | PA      | $18133.84     | 0.01%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V2.739 10/15/30                                                                                                                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23545.78     | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OXY 7.5 05/01/31                                                                                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      175000 | PA      | $194882.10    | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                               | CDEL 6.3 09/08/53 REGS                                                                                                                  | CUSIP: P3143NBR4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $204070.20    | 0.11%             | 2053-09-08      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 4.5 02/01/36 144A                                                                                                                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      196636 | PA      | $116464.41    | 0.06%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 7.5 02/10/37 REGS                                                                                                                | CUSIP: X7360WDJ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       96000 | PA      | $102384.70    | 0.05%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS       | URUGUA 5.442 02/14/37                                                                                                                   | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      200000 | PA      | $206170.00    | 0.11%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                           | DOMREP 6.95 03/15/37 144A                                                                                                               | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $208470.00    | 0.11%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT DEVELOPMENT LTD                                  | POSWDL 7.875 02/19/40 144A                                                                                                              | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      186667 | PA      | $192191.99    | 0.10%             | 2040-02-19      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LTD                                   | MOAIRJ 6.6 06/15/35 144A                                                                                                                | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198500.00    | 0.11%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                  | ARGENT 4.125 07/09/35                                                                                                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      655356 | PA      | $488240.22    | 0.26%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                  | ARGENT 3.5 07/09/41                                                                                                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      961188 | PA      | $662258.53    | 0.35%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                          | PHILIP 5.5 01/17/48                                                                                                                     | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $193005.62    | 0.10%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                               | CDEL 5.95 01/08/34 REGS                                                                                                                 | CUSIP: P3143NBQ6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $310865.40    | 0.17%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 4.5 02/01/29 REGS                                                                                                                | CUSIP: X5S0055V9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       63000 | PA      | $48918.35     | 0.03%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                  | SRILAN 3.6 02/15/38 REGS                                                                                                                | CUSIP: Y1237TAH5<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       60000 | PA      | $56455.94     | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMGB 7.35 04/28/31 8Y                                                                                                                  | CUSIP: X5S007KS5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1605000 | PA      | $368444.11    | 0.20%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                              | ECOPET 8.375 01/19/36                                                                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      401000 | PA      | $415505.80    | 0.22%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                      | POLAND 4.875 02/12/30 5Y                                                                                                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      174000 | PA      | $177596.74    | 0.09%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                            | ELSALV 8.25 04/10/32 REGS                                                                                                               | CUSIP: P01012AE6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       34000 | PA      | $35829.20     | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLTES 13.25 02/09/33 B                                                                                                                 | CUSIP: P6S32JW71<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1485600000 | PA      | $394650.40    | 0.21%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY            | PANAMA 7.875 03/01/57                                                                                                                   | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      325000 | PA      | $391040.00    | 0.21%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INDIA, GOVERNMENT OF                                                      | IGB 7.09 08/05/54                                                                                                                       | CUSIP: Y2R3MB8C2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    40880000 | PA      | $406876.88    | 0.22%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                                             | FORTEB 7.75 02/04/30 144A                                                                                                               | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $205448.06    | 0.11%             | 2030-02-04      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                  | KSA 3.75 03/05/37 144A                                                                                                                  | CUSIP: YR7975638<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $227017.19    | 0.12%             | 2037-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                                                     | MONMIN 8.44 04/03/30 REGS                                                                                                               | CUSIP: G61759AB5<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $203511.31    | 0.11%             | 2030-04-03      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 4 02/14/51 REGS                                                                                                                  | CUSIP: X7360WBN1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      104000 | PA      | $68673.42     | 0.04%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                          | TURKEY 9.375 03/14/29 6Y                                                                                                                | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $217922.12    | 0.12%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                        | AEGEBZ 9 01/20/31 144A                                                                                                                  | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $166750.00    | 0.09%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 0 02/01/35 144A                                                                                                                  | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       57550 | PA      | $29281.43     | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO           | COLOM 7.375 04/25/30                                                                                                                    | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $209400.00    | 0.11%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 5.75 09/16/30 144A                                                                                                               | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      260000 | PA      | $262736.80    | 0.14%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA / PRIME ENERGIA SPA / ENFRAGEN SPAIN SA           | ENFRAG 8.499 06/30/32 144A                                                                                                              | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      200000 | PA      | $207360.00    | 0.11%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                  | ARGENT 0.75 07/09/30                                                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      384623 | PA      | $330794.63    | 0.18%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                           | DOMREP 6 02/22/33 REGS                                                                                                                  | CUSIP: P3579ECN5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      210000 | PA      | $209422.50    | 0.11%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                      | SAMMIN 9.5 06/30/31 144A                                                                                                                | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      264208 | PA      | $265070.90    | 0.14%             | 2031-06-30      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 5.875 01/30/29 144A                                                                                                              | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      268000 | PA      | $271994.32    | 0.15%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 0 02/01/36 144A                                                                                                                  | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       95796 | PA      | $48759.22     | 0.03%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                      | ADNOCM 4.5 09/11/34 144A                                                                                                                | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $385226.30    | 0.21%             | 2034-09-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                              | INDOGB 6.5 04/15/36 108                                                                                                                 | CUSIP: Y6S86ZM97<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 27635000000 | PA      | $1551104.18   | 0.83%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                 | ANGOL 9.244 01/15/31 144A                                                                                                               | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $213075.08    | 0.11%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                  | ARGENT 5 01/09/38                                                                                                                       | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      533948 | PA      | $414076.67    | 0.22%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                              | PEMEX 5.95 01/28/31                                                                                                                     | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       50000 | PA      | $48916.50     | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL           | BRAZIL 6.125 03/15/34                                                                                                                   | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $202400.00    | 0.11%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 4.5 02/01/34 144A                                                                                                                | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      353056 | PA      | $216508.97    | 0.12%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                    | CWCFIN 9 01/15/33 144A                                                                                                                  | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $204887.13    | 0.11%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL           | BRAZIL 6.625 03/15/35                                                                                                                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      400000 | PA      | $413720.00    | 0.22%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD                                         | DIGDIF 8.625 08/01/32 144A                                                                                                              | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $208060.20    | 0.11%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                             | SOAF 7.25 12/11/55 144A                                                                                                                 | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      250000 | PA      | $235606.25    | 0.13%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                               | LEBAN 6.65 04/22/24 8Y                                                                                                                  | CUSIP: M87883DN7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      178000 | PA      | $44962.80     | 0.02%             | 2024-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO         | ECUA 6.9 07/31/35 144A                                                                                                                  | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      259752 | PA      | $239621.22    | 0.13%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO         | ECUA 5 07/31/40 REGS                                                                                                                    | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      114300 | PA      | $95440.50     | 0.05%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                  | ARGENT 4.125 07/09/46                                                                                                                   | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      223281 | PA      | $156855.11    | 0.08%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO         | ECUA 0 07/31/30 REGS                                                                                                                    | CUSIP: P8054QBG7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       95130 | PA      | $81431.28     | 0.04%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                | ROMANI 6.375 01/30/34 144A                                                                                                              | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      546000 | PA      | $551551.25    | 0.29%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AKBANK TAS                                                                | AKBNK V9.3686 PERP 144A                                                                                                                 | CUSIP: 00971YAK6<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $205434.46    | 0.11%             | 2049-12-31      | Fixed         | 9.37%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                | UKRAIN 4.5 02/01/35 144A                                                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      428749 | PA      | $258872.57    | 0.14%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                                         | UNGUZB 8.75 05/07/30 144A                                                                                                               | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $214905.74    | 0.11%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** Morningstar Funds Trust

**Signature:** D. Scott Schilling

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

**Title:** Chief Compliance Officer