# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001532203-25-000036
**Filing Date:** 2025-9
**Character Count:** 1016245
**Document Hash:** 3dd0093343d3f5d61aa728e109fb9206
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001532203-25-000036.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001532203-25-000036

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Charlotte Funds
- **CENTRAL INDEX KEY:** 0001532203

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 251343538

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106695410

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

## Series and Classes Contracts Data

### Vanguard Global Credit Bond Fund (Series ID: S000063385)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000205451 | Admiral Shares  | VGCAX           |
| C000205452 | Investor Shares | VGCIX           |

## Nport-Ex

Vanguard<sup>®</sup> Global Credit Bond Fund

Schedule of Investments (unaudited)

As of July 31, 2025

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (9.2%)** | **U.S. Government and Agency Obligations (9.2%)** | **U.S. Government and Agency Obligations (9.2%)** | **U.S. Government and Agency Obligations (9.2%)** | **U.S. Government and Agency Obligations (9.2%)** | **U.S. Government and Agency Obligations (9.2%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/30/26 | &nbsp;&nbsp;6751 | &nbsp;&nbsp;&nbsp;&nbsp;6502 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/31–11/15/50 | &nbsp;&nbsp;2898 | &nbsp;&nbsp;&nbsp;&nbsp;2003 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1745 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/49–5/15/51 | &nbsp;&nbsp;2878 | &nbsp;&nbsp;&nbsp;&nbsp;1813 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2086 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/27–11/15/42 | &nbsp;&nbsp;6291 | &nbsp;&nbsp;&nbsp;&nbsp;5405 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/32–5/15/52 | &nbsp;&nbsp;4095 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2431 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1636 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;2599 | &nbsp;&nbsp;&nbsp;&nbsp;2572 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/31 | &nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3634 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2539 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1203 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/27–8/15/44 | &nbsp;&nbsp;7541 | &nbsp;&nbsp;&nbsp;&nbsp;7452 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/31/26–1/31/30 | &nbsp;&nbsp;4304 | &nbsp;&nbsp;&nbsp;&nbsp;4347 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/28–8/15/43 | &nbsp;&nbsp;5686 | &nbsp;&nbsp;&nbsp;&nbsp;5719 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;3440 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/29–11/15/44 | &nbsp;&nbsp;6054 | &nbsp;&nbsp;&nbsp;&nbsp;5959 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/41–2/15/45 | &nbsp;&nbsp;6464 | &nbsp;&nbsp;&nbsp;&nbsp;6390 |
| **Total U.S. Government and Agency Obligations (Cost $73,019)** | **Total U.S. Government and Agency Obligations (Cost $73,019)** | **Total U.S. Government and Agency Obligations (Cost $73,019)** | **Total U.S. Government and Agency Obligations (Cost $73,019)** | **Total U.S. Government and Agency Obligations (Cost $73,019)** | **73009** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** |
| **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** |
| <sup>4</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>4,5</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $148)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $148)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $148)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $148)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $148)** | &nbsp;&nbsp;&nbsp;&nbsp;**146** |
| **Corporate Bonds (67.6%)** | **Corporate Bonds (67.6%)** | **Corporate Bonds (67.6%)** | **Corporate Bonds (67.6%)** | **Corporate Bonds (67.6%)** | **Corporate Bonds (67.6%)** |
| **Australia (5.5%)** | **Australia (5.5%)** | **Australia (5.5%)** | **Australia (5.5%)** | **Australia (5.5%)** | **Australia (5.5%)** |
| <sup>4,6</sup> | AGI Finance Pty Ltd. | &nbsp;&nbsp;6.109% | &nbsp;&nbsp;6/28/30 | &nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;1738 |
| <sup>4,6</sup> | Aurizon Finance Pty Ltd. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;3716 |
| <sup>4,6</sup> | Aurizon Network Pty Ltd. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/2/30 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1156 |
| <sup>4,6</sup> | Aurizon Network Pty Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>4,6</sup> | Ausgrid Finance Pty Ltd. | &nbsp;&nbsp;1.814% | &nbsp;&nbsp;2/5/27 | &nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;1336 |
| <sup>4,6</sup> | Ausgrid Finance Pty Ltd. | &nbsp;&nbsp;5.408% | &nbsp;&nbsp;3/28/31 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3283 |
| <sup>4,6</sup> | AusNet Services Holdings Pty Ltd. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;2370 | &nbsp;&nbsp;&nbsp;&nbsp;1412 |
| <sup>5</sup> | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;6.742% | &nbsp;&nbsp;12/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
| <sup>4,6,7</sup> | Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill Rate + 2.350% | &nbsp;&nbsp;6.147% | &nbsp;&nbsp;5/16/33 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3307 |
| <sup>4,6,7</sup> | Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill Rate + 1.950% | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;1/16/34 | &nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1067 |
| <sup>4,6</sup> | Australian Gas Networks Ltd. | &nbsp;&nbsp;2.149% | &nbsp;&nbsp;4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>4,8</sup> | CIMIC Finance Ltd. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;5/28/29 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2549 |
| <sup>4,6</sup> | Coles Group Treasury Pty Ltd. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>4,6,7</sup> | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 2.700% | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;11/9/32 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3322 |
| <sup>5</sup> | Glencore Finance Canada Ltd. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>5</sup> | Glencore Funding LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>5</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,6</sup> | Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1647 |
| <sup>5</sup> | Macquarie Bank Ltd. | &nbsp;&nbsp;3.624% | &nbsp;&nbsp;6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>6</sup> | Macquarie Bank Ltd. | &nbsp;&nbsp;5.953% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1992 |
| <sup>6,7</sup> | Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 1.950% | &nbsp;&nbsp;5.655% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;1872 |
| <sup>5</sup> | Macquarie Group Ltd. | &nbsp;&nbsp;4.098% | &nbsp;&nbsp;6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>5</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.990% | &nbsp;&nbsp;5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>4,6</sup> | Network Finance Co. Pty Ltd. | &nbsp;&nbsp;2.579% | &nbsp;&nbsp;10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>4,6</sup> | Pacific National Finance Pty Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/12/27 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
| <sup>4,6</sup> | Pacific National Finance Pty Ltd. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/24/29 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
| <sup>4,6</sup> | Perth Airport Pty Ltd. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;1856 |
| <sup>4,6</sup> | Qantas Airways Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/27/29 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>4,6</sup> | Stockland Trust | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>4,6</sup> | Sydney Airport Finance Co. Pty Ltd. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/19/34 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,6</sup> | Victoria Power Networks Finance Pty Ltd. | &nbsp;&nbsp;5.057% | &nbsp;&nbsp;3/14/29 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
| <sup>4,6</sup> | WestConnex Finance Co. Pty Ltd. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;10/9/30 | &nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;2288 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>4,6</sup> | Woolworths Group Ltd. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;1266 |
| <sup>4,6</sup> | Woolworths Group Ltd. | &nbsp;&nbsp;5.910% | &nbsp;&nbsp;11/29/34 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
|  |  |  |  |  | &nbsp;&nbsp;**43669** |
| **Austria (1.1%)** | **Austria (1.1%)** | **Austria (1.1%)** | **Austria (1.1%)** | **Austria (1.1%)** | **Austria (1.1%)** |
| <sup>4,8</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>8</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/18/32 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2708 |
| <sup>8</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/17/33 | &nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5825 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8889** |
| **Belgium (1.1%)** | **Belgium (1.1%)** | **Belgium (1.1%)** | **Belgium (1.1%)** | **Belgium (1.1%)** | **Belgium (1.1%)** |
| <sup>4</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>4,8</sup> | Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/17/36 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1807 |
| <sup>4,8</sup> | Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/2/40 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1332 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2028 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4,8</sup> | Argenta Spaarbank NV | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/8/29 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2307 |
| <sup>8</sup> | Barry Callebaut Services NV | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8903** |
| **Bermuda (0.4%)** | **Bermuda (0.4%)** | **Bermuda (0.4%)** | **Bermuda (0.4%)** | **Bermuda (0.4%)** | **Bermuda (0.4%)** |
| <sup>8</sup> | Athora Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/16/28 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1984 |
| <sup>8</sup> | Athora Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3334** |
| **Brazil (0.2%)** | **Brazil (0.2%)** | **Brazil (0.2%)** | **Brazil (0.2%)** | **Brazil (0.2%)** | **Brazil (0.2%)** |
| <sup>4</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>4</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>5</sup> | Embraer Netherlands Finance BV | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>5</sup> | Raizen Fuels Finance SA | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/5/54 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;1053 |
| <sup>5</sup> | Yinson Bergenia Production BV | &nbsp;&nbsp;8.498% | &nbsp;&nbsp;1/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1853** |
| **Canada (0.8%)** | **Canada (0.8%)** | **Canada (0.8%)** | **Canada (0.8%)** | **Canada (0.8%)** | **Canada (0.8%)** |
| <sup>5</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>5</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>5</sup> | Bombardier Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Bombardier Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
| <sup>5</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>5</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>5</sup> | Ontario Gaming GTA LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>5</sup> | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | TELUS Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**6209** |
| **Cyprus (0.8%)** | **Cyprus (0.8%)** | **Cyprus (0.8%)** | **Cyprus (0.8%)** | **Cyprus (0.8%)** | **Cyprus (0.8%)** |
| <sup>4,8</sup> | Bank of Cyprus PCL | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/24/27 | &nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;1768 |
| <sup>4,8</sup> | Bank of Cyprus PCL | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/2/29 | &nbsp;&nbsp;3732 | &nbsp;&nbsp;&nbsp;&nbsp;4457 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**6225** |
| **Denmark (1.0%)** | **Denmark (1.0%)** | **Denmark (1.0%)** | **Denmark (1.0%)** | **Denmark (1.0%)** | **Denmark (1.0%)** |
| <sup>4,8</sup> | Arbejdernes Landsbank A/S | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;4014 |
| <sup>5</sup> | Danske Bank A/S | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>4,8</sup> | Nykredit Realkredit A/S | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/10/31 | &nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3563 |
| <sup>8</sup> | Scandinavian Tobacco Group A/S | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8251** |
| **France (3.7%)** | **France (3.7%)** | **France (3.7%)** | **France (3.7%)** | **France (3.7%)** | **France (3.7%)** |
| <sup>5</sup> | BNP Paribas SA | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
| <sup>5</sup> | BNP Paribas SA | &nbsp;&nbsp;5.497% | &nbsp;&nbsp;5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>5</sup> | BNP Paribas SA | &nbsp;&nbsp;5.283% | &nbsp;&nbsp;11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>5</sup> | BNP Paribas SA | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
| <sup>4,8</sup> | BNP Paribas SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4531 |
| <sup>5</sup> | BNP Paribas SA | &nbsp;&nbsp;5.738% | &nbsp;&nbsp;2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>9</sup> | BPCE SA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
| <sup>9</sup> | BPCE SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/30/32 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;7473 |
| <sup>4,8</sup> | BPCE SA | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/8/33 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2591 |
| <sup>5</sup> | BPCE SA | &nbsp;&nbsp;5.936% | &nbsp;&nbsp;5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>5</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4,9</sup> | Engie SA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
| <sup>5</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | SNF Group SACA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>5</sup> | Societe Generale SA | &nbsp;&nbsp;2.797% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>5</sup> | Societe Generale SA | &nbsp;&nbsp;5.249% | &nbsp;&nbsp;5/22/29 | &nbsp;&nbsp;1998 | &nbsp;&nbsp;&nbsp;&nbsp;2020 |
| <sup>5</sup> | Societe Generale SA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>4,8</sup> | Societe Generale SA | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>5</sup> | Societe Generale SA | &nbsp;&nbsp;4.027% | &nbsp;&nbsp;1/21/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | Sogecap SA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/16/44 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1683 |
| <sup>4,8</sup> | TotalEnergies Capital International SA | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;3/3/45 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1495 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>4,8</sup> | TotalEnergies SE | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2196 |
| <sup>4,8</sup> | TotalEnergies SE | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
|  |  |  |  |  | &nbsp;&nbsp;**29897** |
| **Germany (2.9%)** | **Germany (2.9%)** | **Germany (2.9%)** | **Germany (2.9%)** | **Germany (2.9%)** | **Germany (2.9%)** |
| <sup>4,8</sup> | Aroundtown SA | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;7/9/28 | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3483 |
| <sup>4,8</sup> | Aroundtown SA | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
| <sup>4,9</sup> | Aroundtown SA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>8</sup> | Bayer AG | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;1/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
| <sup>4,8</sup> | Bayer AG | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/25/83 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.146% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
| <sup>10</sup> | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
| <sup>4,8</sup> | Deutsche Bank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/24/32 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2429 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>5</sup> | Deutsche Telekom International Finance BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>8</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4950 |
| <sup>4,8</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/21/30 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;3007 |
| <sup>4,8</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1276 |
| <sup>4,8</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1935 |
| <sup>5</sup> | Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 |
| <sup>5</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>8</sup> | Wintershall Dea Finance BV | &nbsp;&nbsp;1.823% | &nbsp;&nbsp;9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
|  |  |  |  |  | &nbsp;&nbsp;**22859** |
| **Greece (0.2%)** | **Greece (0.2%)** | **Greece (0.2%)** | **Greece (0.2%)** | **Greece (0.2%)** | **Greece (0.2%)** |
| <sup>4,8</sup> | Eurobank SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/7/36 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1934 |
| **Indonesia (0.0%)** | **Indonesia (0.0%)** | **Indonesia (0.0%)** | **Indonesia (0.0%)** | **Indonesia (0.0%)** | **Indonesia (0.0%)** |
| <sup>4</sup> | Indonesia Asahan Aluminium PT | &nbsp;&nbsp;6.530% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Ireland (1.0%)** | **Ireland (1.0%)** | **Ireland (1.0%)** | **Ireland (1.0%)** | **Ireland (1.0%)** | **Ireland (1.0%)** |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>4,8</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/29/29 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1773 |
| <sup>5,8</sup> | Flutter Treasury DAC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;2697 | &nbsp;&nbsp;&nbsp;&nbsp;3082 |
| <sup>5</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>5</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/54 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7793** |
| **Israel (0.0%)** | **Israel (0.0%)** | **Israel (0.0%)** | **Israel (0.0%)** | **Israel (0.0%)** | **Israel (0.0%)** |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**109** |
| **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** |
| <sup>4,8</sup> | Enel Finance International NV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
| <sup>5</sup> | Enel Finance International NV | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>4,8</sup> | Eni SpA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;1065 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2094** |
| **Japan (1.0%)** | **Japan (1.0%)** | **Japan (1.0%)** | **Japan (1.0%)** | **Japan (1.0%)** | **Japan (1.0%)** |
| <sup>5</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/28 | &nbsp;&nbsp;5353 | &nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.048% | &nbsp;&nbsp;7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>5</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>5</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;7/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/60 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8200** |
| **Luxembourg (1.3%)** | **Luxembourg (1.3%)** | **Luxembourg (1.3%)** | **Luxembourg (1.3%)** | **Luxembourg (1.3%)** | **Luxembourg (1.3%)** |
| <sup>4,8</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;5/4/28 | &nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1664 |
| <sup>4,9</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;1105 |
| <sup>8</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/29/29 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1386 |
| <sup>4,8</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;4/20/30 | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2840 |
| <sup>8</sup> | JAB Holdings BV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/25/34 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3400 |
|  |  |  |  |  | &nbsp;&nbsp;**10395** |
| **Macao (0.0%)** | **Macao (0.0%)** | **Macao (0.0%)** | **Macao (0.0%)** | **Macao (0.0%)** | **Macao (0.0%)** |
| <sup>5</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>5</sup> | Studio City Co. Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>5</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**74** |
| **Malaysia (0.2%)** | **Malaysia (0.2%)** | **Malaysia (0.2%)** | **Malaysia (0.2%)** | **Malaysia (0.2%)** | **Malaysia (0.2%)** |
| <sup>4</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>5</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
| <sup>5</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;5.848% | &nbsp;&nbsp;4/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1412** |
| **Mexico (0.1%)** | **Mexico (0.1%)** | **Mexico (0.1%)** | **Mexico (0.1%)** | **Mexico (0.1%)** | **Mexico (0.1%)** |
| <sup>4</sup> | Buffalo Energy Mexico Holdings | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Saavi Energia Sarl | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;824 |
|  |  |  |  |  | &nbsp;&nbsp;**1037** |
| **Netherlands (1.0%)** | **Netherlands (1.0%)** | **Netherlands (1.0%)** | **Netherlands (1.0%)** | **Netherlands (1.0%)** | **Netherlands (1.0%)** |
| <sup>4,8</sup> | ABN AMRO Bank NV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/22/33 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1311 |
| <sup>4,8</sup> | ABN AMRO Bank NV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/21/33 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1700 |
| <sup>8</sup> | ASR Nederland NV | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>4,8</sup> | ING Groep NV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;943 |
| <sup>4,8</sup> | NIBC Bank NV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/35 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;2436 |
|  | NXP BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>5</sup> | Sunrise FinCo I BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>5</sup> | Trivium Packaging Finance BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Trivium Packaging Finance BV | &nbsp;&nbsp;12.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  |  |  |  |  | &nbsp;&nbsp;**7667** |
| **Norway (0.1%)** | **Norway (0.1%)** | **Norway (0.1%)** | **Norway (0.1%)** | **Norway (0.1%)** | **Norway (0.1%)** |
| <sup>4,8</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
| **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** |
| <sup>5</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | ORLEN SA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;446 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**481** |
| **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;861 |
| **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** | **Spain (0.1%)** |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;361 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Banco Santander SA | &nbsp;&nbsp;6.938% | &nbsp;&nbsp;11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**528** |
| **Switzerland (1.2%)** | **Switzerland (1.2%)** | **Switzerland (1.2%)** | **Switzerland (1.2%)** | **Switzerland (1.2%)** | **Switzerland (1.2%)** |
| <sup>4,8</sup> | Argentum Netherlands BV for Zurich Insurance Co. Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;368 |
|  | Credit Suisse USA LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>8</sup> | ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/29/47 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2740 |
| <sup>4,8</sup> | IWG US Finance LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>8</sup> | IWG US Finance LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/14/32 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;1734 |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>5</sup> | UBS Group AG | &nbsp;&nbsp;6.327% | &nbsp;&nbsp;12/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>5</sup> | UBS Group AG | &nbsp;&nbsp;4.282% | &nbsp;&nbsp;1/9/28 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;1113 |
| <sup>5</sup> | UBS Group AG | &nbsp;&nbsp;4.253% | &nbsp;&nbsp;3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>5</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>5</sup> | UBS Group AG | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>5</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;952 |
|  |  |  |  |  | &nbsp;&nbsp;**9260** |
| **United Kingdom (7.8%)** | **United Kingdom (7.8%)** | **United Kingdom (7.8%)** | **United Kingdom (7.8%)** | **United Kingdom (7.8%)** | **United Kingdom (7.8%)** |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>5</sup> | BAE Systems plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/26/29 | &nbsp;&nbsp;2090 | &nbsp;&nbsp;2139 |
|  | Barclays plc | &nbsp;&nbsp;5.674% | &nbsp;&nbsp;3/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | Barclays plc | &nbsp;&nbsp;4.836% | &nbsp;&nbsp;5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;634 |
|  | Barclays plc | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/10/30 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1006 |
| <sup>9</sup> | Barclays plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/22/30 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;2498 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.215% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;888 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;1930 | &nbsp;&nbsp;1823 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.726% | &nbsp;&nbsp;3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/53 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>5</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>4,8</sup> | British American Tobacco plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;6400 | &nbsp;&nbsp;7273 |
| <sup>9</sup> | BUPA Finance plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>4,9</sup> | Close Brothers Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>4,9</sup> | Close Brothers Finance plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/3/30 | &nbsp;&nbsp;3300 | &nbsp;&nbsp;3627 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,10</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/43 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
| <sup>5</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.887% | &nbsp;&nbsp;8/14/27 | &nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;1495 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
| <sup>9</sup> | HSBC Holdings plc | &nbsp;&nbsp;8.201% | &nbsp;&nbsp;11/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;5/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>5</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>5</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
| <sup>4,8</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/12/34 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1275 |
| <sup>5</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>4,9</sup> | Investec plc | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;7.953% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;6/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.344% | &nbsp;&nbsp;1/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>4,9</sup> | Motability Operations Group plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
| <sup>4,9</sup> | Motability Operations Group plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/17/43 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1250 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>4,9</sup> | NatWest Group plc | &nbsp;&nbsp;2.105% | &nbsp;&nbsp;11/28/31 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1278 |
| <sup>5</sup> | NatWest Markets plc | &nbsp;&nbsp;5.416% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1730 |
| <sup>9</sup> | Phoenix Group Holdings plc | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
|  | RELX Capital Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>9</sup> | Rothesay Life plc | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
| <sup>9</sup> | Rothesay Life plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/12/26 | &nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;6724 |
| <sup>4,9</sup> | Rothesay Life plc | &nbsp;&nbsp;7.734% | &nbsp;&nbsp;5/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.833% | &nbsp;&nbsp;11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>9</sup> | Scottish Widows Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;1086 |
| <sup>4,9</sup> | SW Finance I plc | &nbsp;&nbsp;6.640% | &nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| <sup>4,9</sup> | SW Finance I plc | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
| <sup>4,8</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/23/34 | &nbsp;&nbsp;1661 | &nbsp;&nbsp;&nbsp;&nbsp;1903 |
| <sup>4,9</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/22/46 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1143 |
| <sup>4,9</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/28/54 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>9</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/26/26 | &nbsp;&nbsp;4068 | &nbsp;&nbsp;&nbsp;&nbsp;5141 |
| <sup>4,9</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
| <sup>4,9</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/18/41 | &nbsp;&nbsp;2143 | &nbsp;&nbsp;&nbsp;&nbsp;1803 |
|  |  |  |  |  | &nbsp;&nbsp;**62015** |
| **United States (35.6%)** | **United States (35.6%)** | **United States (35.6%)** | **United States (35.6%)** | **United States (35.6%)** | **United States (35.6%)** |
| <sup>5</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | 200 Park Funding Trust | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
| <sup>5,10</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5,10</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>5</sup> | Advanced Drainage Systems Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Advanced Micro Devices Inc. | &nbsp;&nbsp;4.393% | &nbsp;&nbsp;6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>4</sup> | AdventHealth Obligated Group | &nbsp;&nbsp;2.795% | &nbsp;&nbsp;11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Aflac Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>4</sup> | Air Lease Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Air Lease Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>8</sup> | Air Products and Chemicals Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/14/37 | &nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp;757 |
|  | Air Products and Chemicals Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>5</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>5</sup> | Alcon Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>5</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>4</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>5</sup> | Allison Transmission Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;636 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>5</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>5</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;664 |
| <sup>5</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>5</sup> | American Airlines Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>5</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>5</sup> | American Airlines Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | American Axle & Manufacturing Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>5</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>9</sup> | American Honda Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1510 |
|  | American International Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/7/30 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;1424 |
|  | American Tower Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>5,10</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Amgen Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Amgen Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;236 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | Amgen Inc. | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>5</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>4</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>5</sup> | Arcosa Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;287 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Asbury Automotive Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>5</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>5</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>4</sup> | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | AT&T Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;282 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;307 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;1995 | &nbsp;&nbsp;2022 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>5</sup> | AthenaHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;525 |
|  | Autodesk Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;284 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/32 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;1223 |
| <sup>5</sup> | Axalta Coating Systems Dutch Holding B BV | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.933% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1421 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;457 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.974% | &nbsp;&nbsp;2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.592% | &nbsp;&nbsp;4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/36 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;1109 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>5</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>5</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Blackrock Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>5</sup> | Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>5</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>5</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>5</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;281 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;2001 | &nbsp;&nbsp;1886 |
|  | Boeing Co. | &nbsp;&nbsp;6.388% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;881 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;880 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
| <sup>8</sup> | Booking Holdings Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/46 | &nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp;607 |
| <sup>5</sup> | Boost Newco Borrower LLC | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | BorgWarner Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp;&nbsp;340 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,8</sup> | BP Capital Markets BV | &nbsp;&nbsp;0.933% | &nbsp;&nbsp;12/4/40 | &nbsp;&nbsp;2800 | &nbsp;&nbsp;2036 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/22/64 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;449 |
| <sup>5</sup> | Broadcom Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1093 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;1876 | &nbsp;&nbsp;1877 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>5</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;911 |
| <sup>5</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>5</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;337 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>5</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | CACI International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>5</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Calpine Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>5</sup> | Calpine Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Camden Property Trust | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;236 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>4</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.817% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;517 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/36 | &nbsp;&nbsp;2335 | &nbsp;&nbsp;2401 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;766 |
| <sup>5</sup> | Cargill Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>5</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>5</sup> | Carnival Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>5</sup> | Carnival Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>5</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>5</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;473 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | Centene Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Centene Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Centene Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;1775 | &nbsp;&nbsp;1828 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>5</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.196% | &nbsp;&nbsp;11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;211 |
| <sup>5</sup> | Chart Industries Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Chart Industries Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;2190 | &nbsp;&nbsp;2283 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>5</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>5</sup> | Chemours Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;693 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>5</sup> | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>4</sup> | Children's Hospital of Philadelphia | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>5</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>5</sup> | Churchill Downs Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>5</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Cigna Group | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Citibank NA | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;5/29/27 | &nbsp;&nbsp;6826 | &nbsp;&nbsp;6846 |
| <sup>4</sup> | Citibank NA | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/30/34 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1299 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/28 | &nbsp;&nbsp;3160 | &nbsp;&nbsp;3163 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/30 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;1335 |
| <sup>4</sup> | Citigroup Inc. | &nbsp;&nbsp;2.976% | &nbsp;&nbsp;11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>4</sup> | Citigroup Inc. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.520% | &nbsp;&nbsp;11/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>5</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>5</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>5</sup> | Civitas Resources Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>5</sup> | Clarios Global LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>5</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>5</sup> | Clean Harbors Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>5</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>5</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>5</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>5</sup> | Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>5</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/14/55 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>5</sup> | Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;5.681% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | Comcast Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | Comcast Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Comcast Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | Comcast Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/56 | &nbsp;&nbsp;2685 | &nbsp;&nbsp;1553 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>4</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;185 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>5</sup> | Community Health Systems Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5,10</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>4</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>4</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;622 |
| <sup>5</sup> | Continental Resources Inc. | &nbsp;&nbsp;2.268% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>5</sup> | Continental Resources Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | Cotiviti Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>4,8</sup> | Coty Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;522 |
| <sup>5</sup> | Cox Communications Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>5</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>5</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>5</sup> | CSC Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
|  | CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;842 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;371 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;326 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;240 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Dana Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Dana Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>5</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>5</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>5</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;624 |
| <sup>5</sup> | DCP Midstream Operating LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;316 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | Dell International LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;648 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>5</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;1188 | &nbsp;&nbsp;1190 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>5</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/54 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;436 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/64 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>5</sup> | Diebold Nixdorf Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>8</sup> | Digital Dutch Finco BV | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;2136 |
| <sup>8</sup> | Digital Dutch Finco BV | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/13/33 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1485 |
| <sup>5</sup> | Directv Financing LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>5</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | Dow Chemical Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>8</sup> | Dow Chemical Co. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;243 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | DT Midstream Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;1890 | &nbsp;&nbsp;1923 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;1910 | &nbsp;&nbsp;1836 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>5</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;412 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;601 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>5</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>5</sup> | Endo Finance Holdings Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>5</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
| <sup>5</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Entegris Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>5</sup> | Entegris Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | Entergy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;464 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;519 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;924 |
| <sup>5</sup> | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | EQT Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | EQT Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>5</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;2685 | &nbsp;&nbsp;2704 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;374 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | Exelon Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;2920 | &nbsp;&nbsp;2864 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;185 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>5</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | FedEx Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>5</sup> | FedEx Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>5</sup> | FedEx Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;326 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>4</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/50 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;741 |
| <sup>5</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>5</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>8</sup> | Fiserv Funding ULC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1595 |
| <sup>8</sup> | Fiserv Funding ULC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;934 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>5</sup> | Five Corners Funding Trust IV | &nbsp;&nbsp;5.997% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>4,9</sup> | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;611 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>5</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>5</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>5</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>5</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/25/36 | &nbsp;&nbsp;1093 | &nbsp;&nbsp;1120 |
| <sup>5</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/25/37 | &nbsp;&nbsp;1790 | &nbsp;&nbsp;1838 |
| <sup>5</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.125% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>5</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>5</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>5</sup> | Garrett Motion Holdings Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>5</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.857% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;306 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>5</sup> | Gen Digital Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;415 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;228 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;587 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/8/31 | &nbsp;&nbsp;1905 | &nbsp;&nbsp;1959 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;179 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Genesee & Wyoming Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>5</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>5</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>5</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;882 |
| <sup>5</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;2595 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;380 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/45 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1432 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;352 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>5</sup> | Hanesbrands Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;291 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;718 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>5</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>5</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;685 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | Highwoods Realty LP | &nbsp;&nbsp;7.650% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>5</sup> | Hilcorp Energy I LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Hilcorp Energy I LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>5</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>5</sup> | HUB International Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | HUB International Ltd. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/29 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;1202 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.141% | &nbsp;&nbsp;11/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;376 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>5</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>4</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;1273 | &nbsp;&nbsp;1158 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | Intel Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>5,10</sup> | Inversion Escrow Issuer LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Invesco Finance plc | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>5</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;531 |
| <sup>5</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/55 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;1060 |
| <sup>5</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>5</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;1254 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1017 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.586% | &nbsp;&nbsp;4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.946% | &nbsp;&nbsp;10/22/35 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;1117 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/36 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;2066 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/36 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;1479 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/45 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>5</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | KeyBank NA | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>5</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Kinetik Holdings LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | Kroger Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;336 |
|  | Kroger Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;367 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;1214 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>5</sup> | Ladder Capital Finance Holdings LLLP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>5</sup> | Level 3 Financing Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>5</sup> | Level 3 Financing Inc. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | LifePoint Health Inc. | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5</sup> | Lithia Motors Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/64 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;1245 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
| <sup>8</sup> | LYB International Finance II BV | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;342 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;415 |
| <sup>4</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>5</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;519 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;815 |
| <sup>5</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>5</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;1602 | &nbsp;&nbsp;1610 |
| <sup>5</sup> | Mars Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>5</sup> | Mars Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/1/55 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;1043 |
| <sup>5</sup> | Mars Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>5</sup> | Matador Resources Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>5</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/32 | &nbsp;&nbsp;2405 | &nbsp;&nbsp;2424 |
| <sup>5</sup> | Medline Borrower LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>5</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/63 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | MetLife Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | MetLife Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | MGM Resorts International | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;502 |
| <sup>5</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>5</sup> | Miter Brands Acquisition Holdco Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Morgan Stanley | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;680 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;741 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;681 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;2220 | &nbsp;&nbsp;1942 |
|  | Morgan Stanley | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/36 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;2063 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>4</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;694 |
| <sup>4</sup> | Mount Sinai Hospital | &nbsp;&nbsp;3.737% | &nbsp;&nbsp;7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | MPLX LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;147 |
|  | MPLX LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | MPT Operating Partnership LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>5</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | MSD Netherlands Capital BV | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/30/54 | &nbsp;&nbsp;1391 | &nbsp;&nbsp;1454 |
| <sup>5</sup> | Mueller Water Products Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | Nasdaq Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>5</sup> | Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>5</sup> | Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>5</sup> | Nationwide Mutual Insurance Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Navient Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Navient Corp. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>5</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>5</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;219 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>5</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Newmont Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>5</sup> | News Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>10</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;1236 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;668 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | NiSource Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | NiSource Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;556 |
|  | NiSource Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/18/54 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>5</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>5</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>5</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Nucor Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Nucor Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | NuStar Logistics LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;316 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>5</sup> | Olin Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>5</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>5</sup> | Omnis Funding Trust | &nbsp;&nbsp;6.722% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>10</sup> | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | Oracle Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>5</sup> | Organon & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>5</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>5</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;135 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>5</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | Paramount Global | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | Paramount Global | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>5</sup> | Park Intermediate Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>5</sup> | Pebblebrook Hotel LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>5</sup> | Penn Entertainment Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>5</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | PepsiCo Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/28/55 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;455 |
| <sup>5</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/43 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/53 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;374 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/63 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>4,8</sup> | Philip Morris International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/6/29 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;2150 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;740 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Philip Morris International Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/6/32 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1237 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;818 |
| <sup>8</sup> | Philip Morris International Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;2114 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | Phillips 66 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>5</sup> | Phinia Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/30 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1448 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.068% | &nbsp;&nbsp;1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.939% | &nbsp;&nbsp;8/18/34 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.676% | &nbsp;&nbsp;1/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;725 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>5</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Prologis LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>4</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>5</sup> | PSEG Power LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;1139 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>4</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>4</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;1035 |
| <sup>5</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>5</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Range Resources Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Range Resources Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>5</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;167 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/30 | &nbsp;&nbsp;1257 | &nbsp;&nbsp;1298 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/35 | &nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;811 |
| <sup>5</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>5</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Rocket Software Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>5</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Roller Bearing Co. of America Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | RPM International Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | RTX Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
| <sup>5</sup> | Ryan Specialty LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>5</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;1840 | &nbsp;&nbsp;1829 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>5</sup> | Scripps Escrow Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>5</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>5</sup> | Sealed Air Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Sealed Air Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Sempra | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Service Properties Trust | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>4</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>4</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>5</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>5</sup> | Sirius XM Radio LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;540 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
| <sup>4</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;1140 | &nbsp;&nbsp;1159 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>4</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>4</sup> | Southern California Gas Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | Southern California Gas Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Spirit AeroSystems Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>5</sup> | Spirit AeroSystems Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | Spirit AeroSystems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;2031 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>5</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>5</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>5</sup> | Star Parent Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>5</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>5</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;1011 |
| <sup>5</sup> | Stonepeak Nile Parent LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Stryker Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>5</sup> | Sunoco LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;171 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | Synovus Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
|  | Synovus Financial Corp. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>5</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>5</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Target Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | Terex Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>4,8</sup> | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>9</sup> | Time Warner Cable LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/2/31 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;2778 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>5</sup> | TopBuild Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | TopBuild Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;604 |
| <sup>4</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>5</sup> | Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;415 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>5</sup> | TransDigm Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | Transocean Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Transocean Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>5</sup> | Transocean Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/31 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1222 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>4</sup> | UDR Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Union Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>5</sup> | United Airlines Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>5</sup> | United Airlines Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/65 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;244 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;626 |
| <sup>5</sup> | Univision Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>5</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;195 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>4</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | US Bank NA | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;1935 | &nbsp;&nbsp;1944 |
| <sup>5</sup> | US Foods Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | US Foods Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>5</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | Vail Resorts Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>5</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>5</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>5</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>5</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>5</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>5</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;433 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>4</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>5</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>5</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5</sup> | Vital Energy Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;370 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | Walt Disney Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Walt Disney Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | Walt Disney Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>4</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>4</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | Waste Management Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>5</sup> | Waste Pro USA Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;256 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>4</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>5</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Western Digital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;104 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
| <sup>5</sup> | WEX Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Workday Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>5</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>5</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>5</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  |  |  |  |  | &nbsp;&nbsp;**284005** |
| **Zambia (0.0%)** | **Zambia (0.0%)** | **Zambia (0.0%)** | **Zambia (0.0%)** | **Zambia (0.0%)** | **Zambia (0.0%)** |
| <sup>5</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>5</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**68** |
| **Total Corporate Bonds (Cost $533,865)** | **Total Corporate Bonds (Cost $533,865)** | **Total Corporate Bonds (Cost $533,865)** | **Total Corporate Bonds (Cost $533,865)** | **Total Corporate Bonds (Cost $533,865)** | **539214** |
| **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** |
| **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** |
| <sup>7</sup> | Setanta Aircraft Leasing DAC First Lien Term Loan B, TSFR3M + 1.750% | &nbsp;&nbsp;6.046% | &nbsp;&nbsp;11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** | **United States (0.0%)** |
| <sup>7</sup> | AAdvantage Loyalty IP Ltd. First Lien Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;6.575% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>7</sup> | Bausch + Lomb Corp. First Lien Third Amendment Term Loan, TSFR1M + 4.250% | &nbsp;&nbsp;8.606% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | Endo Finance Holdings Inc. First Lien Refinancing Term Loan, TSFR1M + 4.000% | &nbsp;&nbsp;8.356% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>7</sup> | Frontier Communications Holdings LLC First Lien Initial Term Loan, TSFR6M + 2.500% | &nbsp;&nbsp;6.792% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>7</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;7.327% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>7</sup> | Medline Borrower LP First Lien Incremental Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;6.577% | &nbsp;&nbsp;10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**45** |
| **Total Floating Rate Loan Interests (Cost $76)** | **Total Floating Rate Loan Interests (Cost $76)** | **Total Floating Rate Loan Interests (Cost $76)** | **Total Floating Rate Loan Interests (Cost $76)** | **Total Floating Rate Loan Interests (Cost $76)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**76** |
| **Sovereign Bonds (20.2%)** | **Sovereign Bonds (20.2%)** | **Sovereign Bonds (20.2%)** | **Sovereign Bonds (20.2%)** | **Sovereign Bonds (20.2%)** | **Sovereign Bonds (20.2%)** |
| **Albania (0.1%)** | **Albania (0.1%)** | **Albania (0.1%)** | **Albania (0.1%)** | **Albania (0.1%)** | **Albania (0.1%)** |
| <sup>5,8</sup> | Republic of Albania | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 |
| **Australia (0.2%)** | **Australia (0.2%)** | **Australia (0.2%)** | **Australia (0.2%)** | **Australia (0.2%)** | **Australia (0.2%)** |
| <sup>5,8</sup> | Queensland Treasury Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/21/35 | &nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 |
| **Azerbaijan (0.2%)** | **Azerbaijan (0.2%)** | **Azerbaijan (0.2%)** | **Azerbaijan (0.2%)** | **Azerbaijan (0.2%)** | **Azerbaijan (0.2%)** |
| <sup>4,11</sup> | Southern Gas Corridor CJSC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/24/26 | &nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521 |
| **Belgium (0.1%)** | **Belgium (0.1%)** | **Belgium (0.1%)** | **Belgium (0.1%)** | **Belgium (0.1%)** | **Belgium (0.1%)** |
| <sup>4</sup> | Kingdom of Belgium | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/10/55 | &nbsp;&nbsp;1286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
| **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** |
| <sup>4</sup> | Bermuda | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| **Bulgaria (0.6%)** | **Bulgaria (0.6%)** | **Bulgaria (0.6%)** | **Bulgaria (0.6%)** | **Bulgaria (0.6%)** | **Bulgaria (0.6%)** |
| <sup>8</sup> | Bulgarian Energy Holding EAD | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>4,8</sup> | Republic of Bulgaria | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
| <sup>4,8</sup> | Republic of Bulgaria | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/7/38 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 |
| <sup>4,8</sup> | Republic of Bulgaria | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/18/45 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4961** |
| **Canada (1.3%)** | **Canada (1.3%)** | **Canada (1.3%)** | **Canada (1.3%)** | **Canada (1.3%)** | **Canada (1.3%)** |
| <sup>12</sup> | Canadian Government Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>12</sup> | Canadian Government Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>12</sup> | Canadian Government Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>5,8</sup> | OMERS Finance Trust | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/28/35 | &nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;&nbsp;1677 |
| <sup>4,5</sup> | Ontario Teachers' Cadillac Fairview Properties Trust | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
| <sup>4,5</sup> | Ontario Teachers' Cadillac Fairview Properties Trust | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>5,8</sup> | Ontario Teachers' Finance Trust | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/4/31 | &nbsp;&nbsp;2489 | &nbsp;&nbsp;&nbsp;&nbsp;2830 |
|  | Province of Ontario | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;1329 |
| <sup>8</sup> | Province of Quebec | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/35 | &nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;2138 |
|  |  |  |  |  | &nbsp;&nbsp;**10043** |
| **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** |
| <sup>4</sup> | Empresa Nacional del Petroleo | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
| **Colombia (0.7%)** | **Colombia (0.7%)** | **Colombia (0.7%)** | **Colombia (0.7%)** | **Colombia (0.7%)** | **Colombia (0.7%)** |
|  | Ecopetrol SA | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
|  | Ecopetrol SA | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;1187 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;1464 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;11/7/54 | &nbsp;&nbsp;1594 | &nbsp;&nbsp;&nbsp;&nbsp;1552 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5311** |
| **Dominican Republic (0.2%)** | **Dominican Republic (0.2%)** | **Dominican Republic (0.2%)** | **Dominican Republic (0.2%)** | **Dominican Republic (0.2%)** | **Dominican Republic (0.2%)** |
| <sup>4,5</sup> | Dominican Republic | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;1427 | &nbsp;&nbsp;&nbsp;&nbsp;1463 |
| **Egypt (0.0%)** | **Egypt (0.0%)** | **Egypt (0.0%)** | **Egypt (0.0%)** | **Egypt (0.0%)** | **Egypt (0.0%)** |
| <sup>4,8</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| **France (1.0%)** | **France (1.0%)** | **France (1.0%)** | **France (1.0%)** | **France (1.0%)** | **France (1.0%)** |
| <sup>8</sup> | Aeroports de Paris SA | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>8</sup> | Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/28 | &nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
| <sup>4,5</sup> | Electricite de France SA | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>4,5</sup> | Electricite de France SA | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>4,8</sup> | Regie Autonome des Transports Parisiens EPIC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/25/34 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1123 |
| <sup>4,8</sup> | Societe Des Grands Projets EPIC | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;10/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>8</sup> | Ville de Paris | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/25/40 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1565 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**7922** |
| **Germany (2.1%)** | **Germany (2.1%)** | **Germany (2.1%)** | **Germany (2.1%)** | **Germany (2.1%)** | **Germany (2.1%)** |
| <sup>4,8</sup> | Federal Republic of Germany | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;4073 | &nbsp;&nbsp;&nbsp;&nbsp;4585 |
| <sup>4,8</sup> | Federal Republic of Germany | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;4083 | &nbsp;&nbsp;&nbsp;&nbsp;4684 |
| <sup>8</sup> | Federal Republic of Germany | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2296 |
| <sup>8</sup> | Federal Republic of Germany | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3940 |
| <sup>8</sup> | Federal Republic of Germany | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>8</sup> | Federal Republic of Germany | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>4,8</sup> | Federal Republic of Germany | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
|  |  |  |  |  | &nbsp;&nbsp;**16716** |
| **Greece (0.7%)** | **Greece (0.7%)** | **Greece (0.7%)** | **Greece (0.7%)** | **Greece (0.7%)** | **Greece (0.7%)** |
| <sup>5,8</sup> | Hellenic Republic | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/34 | &nbsp;&nbsp;1831 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
| <sup>5,8</sup> | Hellenic Republic | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;1265 |
| <sup>5,8</sup> | Hellenic Republic | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
| <sup>8</sup> | Hellenic Republic | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>5,8</sup> | Hellenic Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5219** |
| **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** |
| <sup>4,8,13</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/29 | &nbsp;&nbsp;3883 | &nbsp;&nbsp;&nbsp;&nbsp;4788 |
| <sup>8,13</sup> | MFB Magyar Fejlesztesi Bank Zrt. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5485** |
| **Iceland (0.5%)** | **Iceland (0.5%)** | **Iceland (0.5%)** | **Iceland (0.5%)** | **Iceland (0.5%)** | **Iceland (0.5%)** |
| <sup>8</sup> | Republic of Iceland | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/27/30 | &nbsp;&nbsp;1992 | &nbsp;&nbsp;&nbsp;&nbsp;2265 |
| <sup>4,8</sup> | Republic of Iceland | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/21/34 | &nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4291** |
| **Indonesia (0.2%)** | **Indonesia (0.2%)** | **Indonesia (0.2%)** | **Indonesia (0.2%)** | **Indonesia (0.2%)** | **Indonesia (0.2%)** |
| <sup>4</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 |
| <sup>8</sup> | Republic of Indonesia | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1628** |
| **Israel (0.2%)** | **Israel (0.2%)** | **Israel (0.2%)** | **Israel (0.2%)** | **Israel (0.2%)** | **Israel (0.2%)** |
| <sup>4</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
| <sup>4</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/54 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1218** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Italy (0.8%)** | **Italy (0.8%)** | **Italy (0.8%)** | **Italy (0.8%)** | **Italy (0.8%)** | **Italy (0.8%)** |
| <sup>4,5</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944 | &nbsp;&nbsp;&nbsp;&nbsp;3064 |
| <sup>4</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp;2142 |
| <sup>8</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1240 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**6446** |
| **Ivory Coast (0.2%)** | **Ivory Coast (0.2%)** | **Ivory Coast (0.2%)** | **Ivory Coast (0.2%)** | **Ivory Coast (0.2%)** | **Ivory Coast (0.2%)** |
| <sup>4,8</sup> | Ivory Coast Government Bond | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;1062 |
| <sup>4,5</sup> | Ivory Coast Government Bond | &nbsp;&nbsp;8.075% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1547** |
| **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** |
| <sup>4,14</sup> | Japan | &nbsp;&nbsp;0.400% | &nbsp;&nbsp;3/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;71100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>4,14</sup> | Japan | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;6/20/53 | &nbsp;&nbsp;112450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>4,14</sup> | Japan | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/20/54 | &nbsp;&nbsp;112450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
| <sup>4,5</sup> | Japan Finance Organization for Municipalities | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;1983 |
| <sup>4,5</sup> | Japan Finance Organization for Municipalities | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
| <sup>15</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112 | &nbsp;&nbsp;&nbsp;&nbsp;1114 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5481** |
| **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** |
| <sup>4,5</sup> | Development Bank of Kazakhstan JSC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| **Latvia (0.8%)** | **Latvia (0.8%)** | **Latvia (0.8%)** | **Latvia (0.8%)** | **Latvia (0.8%)** | **Latvia (0.8%)** |
| <sup>8</sup> | Republic of Latvia | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5014 | &nbsp;&nbsp;&nbsp;&nbsp;5730 |
| <sup>4,5</sup> | Republic of Latvia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**6300** |
| **Lithuania (0.2%)** | **Lithuania (0.2%)** | **Lithuania (0.2%)** | **Lithuania (0.2%)** | **Lithuania (0.2%)** | **Lithuania (0.2%)** |
| <sup>4,8</sup> | Republic of Lithuania | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;1795 |
| **Mexico (1.5%)** | **Mexico (1.5%)** | **Mexico (1.5%)** | **Mexico (1.5%)** | **Mexico (1.5%)** | **Mexico (1.5%)** |
| <sup>4</sup> | Comision Federal de Electricidad | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1369 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;1115 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 | &nbsp;&nbsp;&nbsp;&nbsp;1143 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4959 | &nbsp;&nbsp;&nbsp;&nbsp;5133 |
|  |  |  |  |  | &nbsp;&nbsp;**11605** |
| **Morocco (0.2%)** | **Morocco (0.2%)** | **Morocco (0.2%)** | **Morocco (0.2%)** | **Morocco (0.2%)** | **Morocco (0.2%)** |
| <sup>4</sup> | Kingdom of Morocco | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>4,5</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;1126 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1600** |
| **Oman (0.3%)** | **Oman (0.3%)** | **Oman (0.3%)** | **Oman (0.3%)** | **Oman (0.3%)** | **Oman (0.3%)** |
| <sup>4</sup> | Oman Government Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>4</sup> | Oman Government Bond | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;2079 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2483** |
| **Peru (0.2%)** | **Peru (0.2%)** | **Peru (0.2%)** | **Peru (0.2%)** | **Peru (0.2%)** | **Peru (0.2%)** |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>4</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1867** |
| **Philippines (0.1%)** | **Philippines (0.1%)** | **Philippines (0.1%)** | **Philippines (0.1%)** | **Philippines (0.1%)** | **Philippines (0.1%)** |
| <sup>8</sup> | Republic of the Philippines | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
| **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** |
| <sup>4,5,16</sup> | Bank Gospodarstwa Krajowego | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/9/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
| **Romania (0.3%)** | **Romania (0.3%)** | **Romania (0.3%)** | **Romania (0.3%)** | **Romania (0.3%)** | **Romania (0.3%)** |
| <sup>4,5</sup> | Republic of Romania | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;1837 |
| <sup>4</sup> | Republic of Romania | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>4,8</sup> | Republic of Romania | &nbsp;&nbsp;2.124% | &nbsp;&nbsp;7/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2210** |
| **Serbia (0.3%)** | **Serbia (0.3%)** | **Serbia (0.3%)** | **Serbia (0.3%)** | **Serbia (0.3%)** | **Serbia (0.3%)** |
| <sup>4,8</sup> | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>4,8</sup> | Serbia International Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1577 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2101** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Slovakia (0.4%)** | **Slovakia (0.4%)** | **Slovakia (0.4%)** | **Slovakia (0.4%)** | **Slovakia (0.4%)** | **Slovakia (0.4%)** |
| <sup>8</sup> | Slovakia Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;2788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3115 |
| **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** |
| <sup>4,5</sup> | Republic of South Africa | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;11/19/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| **South Korea (0.1%)** | **South Korea (0.1%)** | **South Korea (0.1%)** | **South Korea (0.1%)** | **South Korea (0.1%)** | **South Korea (0.1%)** |
| <sup>4</sup> | Korea Electric Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
| **Spain (1.2%)** | **Spain (1.2%)** | **Spain (1.2%)** | **Spain (1.2%)** | **Spain (1.2%)** | **Spain (1.2%)** |
| <sup>8</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 |
| <sup>8</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403 |
| <sup>8</sup> | City of Madrid Spain | &nbsp;&nbsp;3.360% | &nbsp;&nbsp;10/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 |
| <sup>8</sup> | Junta de Andalucia | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9929** |
| **Supranational (1.5%)** | **Supranational (1.5%)** | **Supranational (1.5%)** | **Supranational (1.5%)** | **Supranational (1.5%)** | **Supranational (1.5%)** |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714 |
| <sup>4,8</sup> | European Union | &nbsp;&nbsp;0.300% | &nbsp;&nbsp;11/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 |
| <sup>4,8</sup> | European Union | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;7/6/51 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>4</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;5308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5292 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**12020** |
| **Turkiye (0.7%)** | **Turkiye (0.7%)** | **Turkiye (0.7%)** | **Turkiye (0.7%)** | **Turkiye (0.7%)** | **Turkiye (0.7%)** |
| <sup>4,8</sup> | Republic of Turkiye | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2588 |
|  | Republic of Turkiye | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5931** |
| **United Kingdom (1.1%)** | **United Kingdom (1.1%)** | **United Kingdom (1.1%)** | **United Kingdom (1.1%)** | **United Kingdom (1.1%)** | **United Kingdom (1.1%)** |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/22/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/31/54 | &nbsp;&nbsp;&nbsp;&nbsp;2988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>9</sup> | United Kingdom | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/22/68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8575** |
| **Uzbekistan (0.4%)** | **Uzbekistan (0.4%)** | **Uzbekistan (0.4%)** | **Uzbekistan (0.4%)** | **Uzbekistan (0.4%)** | **Uzbekistan (0.4%)** |
| <sup>5,8</sup> | Republic of Uzbekistan International Bond | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 |
| **Total Sovereign Bonds (Cost $156,914)** | **Total Sovereign Bonds (Cost $156,914)** | **Total Sovereign Bonds (Cost $156,914)** | **Total Sovereign Bonds (Cost $156,914)** | **Total Sovereign Bonds (Cost $156,914)** | **160955** |
| **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** |
| **United States (0.1%)** | **United States (0.1%)** | **United States (0.1%)** | **United States (0.1%)** | **United States (0.1%)** | **United States (0.1%)** |
|  | Los Angeles CA Department of Water & Power System Revenue (**Cost $780)** | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**793** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** |
| **Money Market Fund (0.9%)** | **Money Market Fund (0.9%)** | **Money Market Fund (0.9%)** | **Money Market Fund (0.9%)** | **Money Market Fund (0.9%)** | **Money Market Fund (0.9%)** |
| <sup>17</sup> | Vanguard Market Liquidity Fund **(Cost $6,999)** | &nbsp;&nbsp;4.367% |  | &nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6999** |
|  | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Contracts | &nbsp;&nbsp;Exercise<br> Price | &nbsp;&nbsp;Notional<br> Amount<br> ($000) |  |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** |
| **Call Options** | **Call Options** | **Call Options** | **Call Options** | **Call Options** | **Call Options** |
|  | &nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;122 | &nbsp;&nbsp;$111.00 | &nbsp;&nbsp;13542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
| 5-Year CDX-NA-IG-S44-V1, Credit Protection Purchased, Pays 1.000% Quarterly | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;8/20/25 | &nbsp;&nbsp;0.60% | &nbsp;&nbsp;26208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| 5-Year CDX-NA-IG-S44-V1, Credit Protection Purchased, Pays 1.000% Quarterly | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;8/20/25 | &nbsp;&nbsp;0.60% | &nbsp;&nbsp;15725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10** |
| **Total Options Purchased (Cost $60)** | **Total Options Purchased (Cost $60)** | **Total Options Purchased (Cost $60)** | **Total Options Purchased (Cost $60)** | **Total Options Purchased (Cost $60)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**42** |
| **Total Investments (98.0%) (Cost $771,861)** | **Total Investments (98.0%) (Cost $771,861)** | **Total Investments (98.0%) (Cost $771,861)** | **Total Investments (98.0%) (Cost $771,861)** |  | &nbsp;&nbsp;**781234** |
| **Other Assets and Liabilities—Net (2.0%)** | **Other Assets and Liabilities—Net (2.0%)** | **Other Assets and Liabilities—Net (2.0%)** | **Other Assets and Liabilities—Net (2.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**15852** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**797086** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $168 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
| 2 | Securities with a value of $1,266 have been segregated as initial margin for open futures contracts. |
| 3 | Securities with a value of $2,254 have been segregated as initial margin for open centrally cleared swap contracts. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2025, the aggregate value was $80,078, representing 10.0% of net assets. |
| 6 | Face amount denominated in Australian dollars. |
| 7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 8 | Face amount denominated in euro. |
| 9 | Face amount denominated in British pounds. |
| 10 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of July 31, 2025. |
| 11 | Guaranteed by the Republic of Azerbaijan. |
| 12 | Face amount denominated in Canadian dollars. |
| 13 | Guaranteed by the Republic of Hungary. |
| 14 | Face amount denominated in Japanese yen. |
| 15 | Guaranteed by the Government of Japan. |
| 16 | Guaranteed by the Republic of Poland. |
| 17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 3M—3-month. |
| DAC—Designated Activity Company. |
| JPMC—JPMorgan Chase Bank, N.A. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;12626 | &nbsp;&nbsp;&nbsp;&nbsp;(9) |
| 5-Year Government of Canada Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;7108 | &nbsp;&nbsp;&nbsp;(30) |
| 5-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;3137 | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| 10-Year Government of Canada Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;4871 | &nbsp;&nbsp;&nbsp;(22) |
| 10-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;9885 | &nbsp;&nbsp;&nbsp;(26) |
| AUD 5-Year Treasury Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Euro-Bobl | September 2025 | &nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;16461 | &nbsp;&nbsp;&nbsp;(31) |
| Euro-Bund | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;6217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Long Gilt | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Long U.S. Treasury Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;2512 | &nbsp;&nbsp;&nbsp;&nbsp;12 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Ultra 10-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Ultra Long U.S. Treasury Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;1056 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;&nbsp;(97) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year Japanese Government Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;(7323) | &nbsp;&nbsp;&nbsp;&nbsp;27 |
| AUD 3-Year Treasury Bond | September 2025 | (254) | (17517) | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| AUD 10-Year Treasury Bond | September 2025 | &nbsp;&nbsp;&nbsp;(79) | &nbsp;&nbsp;&nbsp;(5777) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Euro-Buxl | September 2025 | &nbsp;&nbsp;&nbsp;(42) | &nbsp;&nbsp;&nbsp;(5626) | &nbsp;&nbsp;&nbsp;&nbsp;86 |
| Euro-OAT | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(985) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Euro-Schatz | September 2025 | &nbsp;&nbsp;&nbsp;(26) | &nbsp;&nbsp;&nbsp;(3176) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Mini 10-Year Japanese Government Bond | September 2025 | &nbsp;&nbsp;&nbsp;(20) | &nbsp;&nbsp;&nbsp;(1831) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  |  |  |  | &nbsp;&nbsp;155 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;58 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;61464 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;39563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Barclays Bank plc | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;192824 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;220398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(347) |
| HSBC Bank plc | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;10660 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;12453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(288) |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52) |
| Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49) |
| Citibank, N.A. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) |
| Bank of America, N.A. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;41727 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;55137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Barclays Bank plc | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;240438 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;153140 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;19663 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Barclays Bank plc | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| HSBC Bank plc | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | &nbsp;&nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;40158 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;61456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;39530 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;61384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Société Generale | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | &nbsp;&nbsp;&nbsp;8/5/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;237520 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;202393 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;220822 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;192824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;57736 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;43682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;49362 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;36059 | &nbsp;&nbsp;&nbsp;&nbsp;1741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;259823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;240438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 9/17/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;9/2/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;(1095) |

---

---

| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| EUR—euro. |
| GBP—British pound. |
| JPY—Japanese yen. |
| MXN—Mexican peso. |
| SEK—Swedish krona. |
| USD—U.S. dollar. |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-IG-S44-V1 | 6/20/30 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;83750 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp;724 |
| iTraxx Europe-S43-V1 | 6/20/30 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;21 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;745 |

---

1 Periodic premium received/paid quarterly. <br> EUR—euro. <br> USD—U.S. dollar.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> (Depreciation)<br> ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| Kering SA/NR | 6/20/30 | GSI | 2400<sup>2</sup> | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;(4) | 10 | &nbsp;&nbsp;&nbsp;— |
| Stellantis NV/Baa2 | 6/20/30 | JPMC | &nbsp;&nbsp;&nbsp;&nbsp;800<sup>2</sup> | &nbsp;&nbsp;&nbsp;5.000 | 132 | 132 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | 138 | 128 | 10 | &nbsp;&nbsp;&nbsp;— |
| Credit Protection Purchased | Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |  |
| Republic of Peru | 6/20/30 | BANA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | (1.000) | &nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4) |
| Unibail-Rodamco-Westfield SE | 6/20/28 | BARC | &nbsp;&nbsp;&nbsp;&nbsp;600<sup>2</sup> | (1.000) | &nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;— | (39) |
| Unibail-Rodamco-Westfield SE | 6/20/28 | JPMC | &nbsp;&nbsp;&nbsp;&nbsp;600<sup>2</sup> | (1.000) | &nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;— | (31) |
|  |  |  |  |  | &nbsp;&nbsp;(31) | &nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;— | (74) |
|  |  |  |  |  | 107 | 171 | 10 | (74) |

---

---

| |
|:---|
| 1 Periodic premium received/paid quarterly. |
| 2 Notional amount denominated in euro. |
| BANA—Bank of America, N.A. |
| BARC—Barclays Bank plc. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |

---

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

At July 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $7,148 and cash of $60 in connection with open forward currency contracts and over-the-counter swap contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.060<sup>2</sup> | &nbsp;&nbsp;&nbsp;(4.390)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;&nbsp;(16) |
| 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.390<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.780)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| 6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;1273330<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.478<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.945)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;(30) |
| 6/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;1274860<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.478<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.906)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;&nbsp;(23) |
| 6/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.919<sup>7</sup> | &nbsp;&nbsp;&nbsp;(1.766)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| 6/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.681<sup>2</sup> | &nbsp;&nbsp;&nbsp;(4.217)<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.720<sup>2</sup> | &nbsp;&nbsp;&nbsp;(4.390)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| 12/20/28 | 12/17/25<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645<sup>11</sup> | &nbsp;&nbsp;&nbsp;2.457<sup>12</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(26) | &nbsp;&nbsp;&nbsp;&nbsp;(26) |
| 12/20/28 | 12/17/25<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645<sup>11</sup> | &nbsp;&nbsp;&nbsp;2.509<sup>12</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(22) | &nbsp;&nbsp;&nbsp;&nbsp;(22) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.390<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.750)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(24) | &nbsp;&nbsp;&nbsp;&nbsp;(20) |
| 9/10/35 | &nbsp;&nbsp;&nbsp;9/10/25<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.381<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;(23) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(151) | &nbsp;&nbsp;&nbsp;(141) |

---

---

| |
|:---|
| 1 Notional amount denominated in U.S. dollar. |
| 2 Interest payment received/paid annually. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid annually. |
| 4 Notional amount denominated in Japanese yen. |
| 5 Based on Tokyo Overnight Average Rate (TONAR) as of the most recent reset date. Interest payment received/paid anually. |
| 6 Notional amount denominated in euro. |
| 7 Based on Euro Short Term Rate (ESTR) as of the most recent reset date. Interest payment received/paid annually. |
| 8 Notional amount denominated in British pound. |
| 9 Based on Sterling Overnight Index Average Rate (SONIA) as of the most recent reset date. Interest payment received/paid annually. |
| 10 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 11 Notional amount denominated in Canadian dollar. |
| 12 Interest payment received/paid semi-annually. |
| 13 Based on Canadian Overnight Repo Rate Average (CORRA) as of the most recent reset date. Interest payment received/paid semi-annually. |

---

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, fixed income benchmark curves, foreign exchange rates, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

C. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies when the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

D. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.

The fund invests in options on foreign currency, which are transacted over-the-counter (OTC) and not on an exchange. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into options with a diverse group of prequalified counterparties and monitoring their financial strength. The primary risk associated with purchasing options on foreign currency is that the value of the underlying foreign currencies may move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options on foreign currency is that the value of the underlying foreign currencies may move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received.

Options contracts on futures and foreign currency are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. Fluctuations in the value of the options are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

E. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of

------

arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.

Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. Fluctuations in the value of swaptions are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

F. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

G. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. Fluctuations in the value of the contracts are recorded as an asset (liability).

H. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.

The fund enters into centrally cleared credit default and interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified

------

executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

I. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of July 31, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;73009 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;73009 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;539214 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;539214 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;160955 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;160955 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
| Temporary Cash Investments | 6999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6999 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| Total | 7031 | &nbsp;&nbsp;&nbsp;774203 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;781234 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10000 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;766<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;10010 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10954 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1095) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1095) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;(162)<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236) |
| Total | &nbsp;&nbsp;&nbsp;(282) | &nbsp;&nbsp;&nbsp;&nbsp;(1169) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1451) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD CHARLOTTE FUNDS

- **b. Investment Company Act file number:** 811-22619

- **c. CIK number of Registrant:** 0001532203

- **d. LEI of Registrant:** 549300Z9BHDBGHMJLU94

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD GLOBAL CREDIT BOND FUND

- **b. EDGAR series identifier (if any):** S000063385

- **c. LEI of Series:** 549300H0QLZWH1GB0P07

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $808266092.96

**Total Liabilities:** $11252196.42

**Net Assets:** $797013896.54

**Delayed Delivery Securities:** $45000.00

**Cash Not Reported:** $624894.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -800.68964699 | **1-Year:** -34052.37598133 | **5-Year:** -110667.23617868 | **10-Year:** -139497.28356103 | **30-Year:** -69222.84206536

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

- **3-Month:** -108.33075953 | **1-Year:** -3623.24649751 | **5-Year:** -11221.34912747 | **10-Year:** -5884.41914205 | **30-Year:** -1220.04420031

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205452 | 0.21%                | 1.41%                | 0.31%                |
| Class ID C000205451 | 0.21%                | 1.43%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1266687.55              | $-1452827.84                               |
| Month 2  | $2122183.05              | $15204749.38                               |
| Month 3  | $1734313.99              | $-13141959.42                              |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Credit Index Hedged in USD

- **Index Identifier:** H03434US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38205.83     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                     | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      30800 | PA      | $30928.34     | 0.00%             | 2028-11-06      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     425000 | PA      | $440845.33    | 0.06%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2346000 | PA      | $2172249.38   | 0.27%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26544.87     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     140000 | PA      | $141100.11    | 0.02%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      42000 | PA      | $39605.78     | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO                   | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     200000 | PA      | $147851.93    | 0.02%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15153.92     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $895216.78    | 0.11%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      77000 | PA      | $79857.91     | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                     | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     235000 | PA      | $231439.18    | 0.03%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      37000 | PA      | $36587.50     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     662000 | PA      | $818456.71    | 0.10%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $248222.49    | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10140.18     | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     780000 | PA      | $881906.57    | 0.11%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1891.81      | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.44.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -83749870 | NC      | $1816227.53   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20509.32     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     230000 | PA      | $229912.41    | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    1000000 | PA      | $572212.29    | 0.07%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     419000 | PA      | $383716.28    | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $307856.39    | 0.04%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28627.91     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                  | HANESBRANDS INC                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4213.82      | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      34000 | PA      | $21040.03     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                       | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     650000 | PA      | $463646.68    | 0.06%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5773.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      78000 | PA      | $72952.59     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $71422.98     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $125767.18    | 0.02%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     225000 | PA      | $209002.74    | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22240.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |    6400000 | PA      | $7273333.21   | 0.91%             | 2173-12-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1214110.82   | 0.15%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19878.49     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      78000 | PA      | $80290.15     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     400000 | PA      | $369594.73    | 0.05%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5005.39      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      28000 | PA      | $27021.43     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     715000 | PA      | $625672.46    | 0.08%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      43000 | PA      | $42983.48     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1439000 | PA      | $1442597.50   | 0.18%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     730000 | PA      | $742286.59    | 0.09%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $140691.53    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $88717.00     | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1093234.94   | 0.14%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     175000 | PA      | $159900.73    | 0.02%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |    1528000 | PA      | $1795489.55   | 0.23%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     835000 | PA      | $818089.04    | 0.10%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5692.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114342.45    | 0.01%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     194000 | PA      | $182258.59    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HLDINGS                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2000.82      | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306299.99    | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     105000 | PA      | $101712.17    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     270000 | PA      | $183975.99    | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17129.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      80000 | PA      | $84412.52     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $610609.68    | 0.08%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                 | BUPA FINANCE                       | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132196.80    | 0.02%             | 2026-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $226557.88    | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     330000 | PA      | $302921.85    | 0.04%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     150000 | PA      | $139662.58    | 0.02%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4614.65      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     540000 | PA      | $524605.10    | 0.07%             | 2028-01-19      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2700000 | PA      | $2701898.42   | 0.34%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325EQ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1594000 | PA      | $1552539.93   | 0.19%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     150000 | PA      | $120018.05    | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42635.70     | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |       1000 | PA      | $952.61       | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | MINERVA MERGER                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39324.42     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     310000 | PA      | $267764.57    | 0.03%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $41982.79     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $9086.20      | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135499.68    | 0.02%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     911000 | PA      | $907685.56    | 0.11%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31351.88     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1421059.77   | 0.18%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                            | SCRIPPS ESCROW                     | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $2211.68      | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $83019.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                    | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $202879.45    | 0.03%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | ROCKIES EXPRESS                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5185.17      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2826.12      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3241000 | PA      | $3185421.91   | 0.40%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 4.060000 19-MAY-2026 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   11000000 | NC      | $-10722.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                    | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     250000 | PA      | $253022.83    | 0.03%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15271.46     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      80000 | PA      | $87641.40     | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    1427000 | PA      | $1462625.54   | 0.18%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     800000 | PA      | $880225.96    | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     336000 | PA      | $318864.83    | 0.04%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $54599.54     | 0.01%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2150420.75   | 0.27%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9040.86      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                         | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123460.17    | 0.02%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102506.54    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     160000 | PA      | $168608.64    | 0.02%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      98000 | PA      | $91987.81     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124693.83    | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325ES0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1384000 | PA      | $1464148.27   | 0.18%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $117408.14    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    1200000 | PA      | $1331785.88   | 0.17%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      60000 | PA      | $63546.58     | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15412.45     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     155000 | PA      | $137745.44    | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     530000 | PA      | $539818.56    | 0.07%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     435000 | PA      | $411931.79    | 0.05%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $571.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      55000 | PA      | $48227.52     | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     517000 | PA      | $519064.16    | 0.07%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     213000 | PA      | $142842.16    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                                  | LYB INT FINANCE                    | CUSIP: ZR5453991<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $303658.46    | 0.04%             | 2031-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62898.42     | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                      | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     170000 | PA      | $121972.40    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $25481.19     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $37100.09     | 0.00%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      75000 | PA      | $75716.11     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     445000 | PA      | $428632.14    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     170000 | PA      | $165955.67    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     177000 | PA      | $177864.82    | 0.02%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      75000 | PA      | $66421.41     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       7000 | PA      | $7211.74      | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      10000 | PA      | $9965.50      | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $599973.58    | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy  | BUFFALO ENERGY                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     200000 | PA      | $212876.05    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC                   | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      23000 | PA      | $20944.61     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Stockland Trust                                                                  | STOCKLAND TRUST                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     800000 | PA      | $487848.67    | 0.06%             | 2028-03-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     177000 | PA      | $102223.14    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $619719.75    | 0.08%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 026657AS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1510036.07   | 0.19%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     165000 | PA      | $136397.47    | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                    | WESTCONNEX FINAN                   | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |    3380000 | PA      | $2287536.55   | 0.29%             | 2030-10-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $797462.48    | 0.10%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78401.35     | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     378000 | PA      | $323336.77    | 0.04%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     225000 | PA      | $208820.97    | 0.03%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186381.56    | 0.02%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $6195.53      | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133384.59    | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      75000 | PA      | $81700.58     | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     340000 | PA      | $236346.93    | 0.03%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9000.45      | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3098.73      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2139.71      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     340000 | PA      | $327313.79    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    2720000 | PA      | $3183856.45   | 0.40%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     300000 | PA      | $275076.63    | 0.03%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10155.10     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     585000 | PA      | $653374.45    | 0.08%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     900000 | PA      | $842490.04    | 0.11%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    2000000 | PA      | $1798194.60   | 0.23%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20804.99     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      16000 | PA      | $11935.97     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2022007.29   | 0.25%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5237.93      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                     | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     235000 | PA      | $237511.34    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                            | ALBANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AL        |     964000 | PA      | $1104120.46   | 0.14%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     125000 | PA      | $102162.21    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT Future   Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -7 | NC      | $8862.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5086.44      | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131363.39    | 0.02%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Investec PLC                                                                     | INVESTEC                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | DBT              | CORP              | GB        |     823000 | PA      | $1048762.33   | 0.13%             | 2032-01-04      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                   | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      95000 | PA      | $84989.09     | 0.01%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9851.19      | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      41000 | PA      | $42851.70     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5940.64      | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     210000 | PA      | $240173.15    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     240000 | PA      | $195723.70    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     651000 | PA      | $662520.57    | 0.08%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                    | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     230000 | PA      | $265123.93    | 0.03%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW                   | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     995000 | PA      | $1026583.63   | 0.13%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39616.80     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA DE ANDALUC                   | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |    1900000 | PA      | $2143534.94   | 0.27%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC                   | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     524000 | PA      | $606503.15    | 0.08%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $169030.96    | 0.02%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                   | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     155000 | PA      | $151533.15    | 0.02%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9840.66      | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $144729.07    | 0.02%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                            | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    1992000 | PA      | $2264699.03   | 0.28%             | 2030-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      70000 | PA      | $51897.09     | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1829442.95   | 0.23%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |       9751 | PA      | $9349.19      | 0.00%             | 2029-03-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67914.30     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      75000 | PA      | $50573.10     | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     130000 | PA      | $107296.18    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     215000 | PA      | $184055.31    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     413000 | PA      | $416988.47    | 0.05%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    2560000 | PA      | $2587831.26   | 0.32%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     350000 | PA      | $265266.70    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                        | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       4000 | PA      | $3992.00      | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4831.60      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      95000 | PA      | $89258.86     | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     215000 | PA      | $193343.75    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15096.65     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     250000 | PA      | $292791.18    | 0.04%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $1085903.93   | 0.14%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV                   | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $935823.49    | 0.12%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4002.82      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132594.04    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10416.12     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     665000 | PA      | $680671.85    | 0.09%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     150000 | PA      | $126701.27    | 0.02%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     310000 | PA      | $325855.54    | 0.04%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     170000 | PA      | $178871.98    | 0.02%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                         | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1683218.99   | 0.21%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      70000 | PA      | $51037.52     | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     754000 | PA      | $649526.23    | 0.08%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     600000 | PA      | $532538.27    | 0.07%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $684.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     415000 | PA      | $422860.66    | 0.05%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $778300.79    | 0.10%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67003.15     | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    1700000 | PA      | $1807534.69   | 0.23%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                         | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37476.35     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    2988313 | PA      | $3364255.73   | 0.42%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50207.16     | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -1 | NC      | $433.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F                   | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $998562.90    | 0.13%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     158000 | PA      | $134306.63    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     590000 | PA      | $600633.71    | 0.08%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      50000 | PA      | $51303.03     | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     157000 | PA      | $161186.80    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| News Corp                                                                        | NEWS CORP                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20071.08     | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                          | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |     890000 | PA      | $594744.70    | 0.07%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1378000 | PA      | $860873.20    | 0.11%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1636250.00   | 0.21%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                       | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     721000 | PA      | $724379.37    | 0.09%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5056.59      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     305000 | PA      | $203370.96    | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    1100000 | PA      | $1239539.12   | 0.16%             | 2033-06-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     140000 | PA      | $134252.66    | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82245.11     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     440000 | PA      | $368854.53    | 0.05%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     115000 | PA      | $91463.34     | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 3YR BOND FUT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -254 | NC      | $16653.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     140000 | PA      | $122296.39    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |    2500000 | PA      | $1646704.03   | 0.21%             | 2031-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | PHINIA INC                         | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5091.97      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3321712.61   | 0.42%             | 2032-11-09      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $455.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | BOOST NEWCO BORR                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5286.34      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4959000 | PA      | $5133132.33   | 0.64%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $520671.76    | 0.07%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     204000 | PA      | $178674.36    | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4992.81      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15294.88     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     450000 | PA      | $471129.51    | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-960.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246705.71    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1351000 | PA      | $1186585.27   | 0.15%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     500000 | PA      | $453414.33    | 0.06%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       5000 | PA      | $5267.85      | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      58000 | PA      | $48203.31     | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     801000 | PA      | $788893.77    | 0.10%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                     | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    1400000 | PA      | $1594778.29   | 0.20%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                          | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $3716089.31   | 0.47%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     266000 | PA      | $261924.01    | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      40000 | PA      | $31900.01     | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                   | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |    1483000 | PA      | $1676664.85   | 0.21%             | 2035-01-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     470000 | PA      | $470637.50    | 0.06%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     620000 | PA      | $622110.90    | 0.08%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1310000 | PA      | $1270085.94   | 0.16%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                   | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     200000 | PA      | $174143.93    | 0.02%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     630000 | PA      | $556077.84    | 0.07%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80808.56     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN                   | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      75000 | PA      | $68562.69     | 0.01%             | 2042-03-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     530000 | PA      | $501771.75    | 0.06%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      85000 | PA      | $79726.11     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1311171.20   | 0.16%             | 2033-02-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     668000 | PA      | $601604.55    | 0.08%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68873.00     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     600000 | PA      | $644151.04    | 0.08%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1478874.85   | 0.19%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $858.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20545.92     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     350000 | PA      | $312330.36    | 0.04%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $74870.85     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      80000 | PA      | $59889.46     | 0.01%             | 2043-01-21      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     150000 | PA      | $164462.94    | 0.02%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30585.09     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1043176.21   | 0.13%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | HILCORP ENERGY I                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4902.63      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     737000 | PA      | $753618.87    | 0.09%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     750000 | PA      | $755760.21    | 0.09%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407445.02    | 0.05%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $436886.21    | 0.05%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170261.74    | 0.02%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                      | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $334435.29    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     265000 | PA      | $272928.81    | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68293.85     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     530000 | PA      | $518738.66    | 0.07%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-45299.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     907000 | PA      | $910772.83    | 0.11%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      56000 | PA      | $59412.55     | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50133.41     | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     130000 | PA      | $123420.59    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $17079.99     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     931000 | PA      | $932139.69    | 0.12%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     190000 | PA      | $169275.31    | 0.02%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     150000 | PA      | $101139.21    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     245000 | PA      | $233351.57    | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14455.76     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      80000 | PA      | $66711.67     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     295000 | PA      | $229117.73    | 0.03%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     470000 | PA      | $435949.62    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9842.67      | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                          | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1156480.04   | 0.15%             | 2030-09-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     400000 | PA      | $373778.81    | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13721.10     | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      70000 | PA      | $69470.87     | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     155000 | PA      | $141753.89    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     165000 | PA      | $149356.42    | 0.02%             | 2030-04-30      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4531591.54   | 0.57%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1734057.17   | 0.22%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    1700000 | PA      | $1933399.83   | 0.24%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                   | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     120000 | PA      | $125137.75    | 0.02%             | 2028-10-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129977.74    | 0.02%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69062.95     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1447565.92   | 0.18%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      14000 | PA      | $14435.74     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1922699.43   | 0.24%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     185000 | PA      | $169142.55    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     276000 | PA      | $282132.08    | 0.04%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     228000 | PA      | $228611.99    | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $76373.17     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     190000 | PA      | $149613.06    | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      15000 | PA      | $15407.49     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       4900 | PA      | $4938.01      | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2491000 | PA      | $1875353.24   | 0.24%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     125000 | PA      | $114266.43    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14636.46     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     548000 | PA      | $340268.87    | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      12000 | PA      | $13084.11     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     245000 | PA      | $235424.70    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |       5000 | PA      | $5057.83      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                      | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $273910.65    | 0.03%             | 2041-03-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                                        | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |     865000 | PA      | $861126.27    | 0.11%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173057.60    | 0.02%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28740.66     | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21232.74     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40262.39     | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61261.30     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250902               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5685.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24221.53     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36526.79     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     840000 | PA      | $848209.56    | 0.11%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -3 | NC      | $-592.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                             | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $421773.14    | 0.05%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      81000 | PA      | $84122.34     | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURC                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1980.78      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4608.21      | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-186                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    4073000 | PA      | $4585096.46   | 0.58%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80558.04     | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                     | BULG ENRGY HLD                     | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | CORP              | BG        |     700000 | PA      | $792476.44    | 0.10%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     124000 | PA      | $100460.68    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15304.56     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7128.46      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     660000 | PA      | $663585.50    | 0.08%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1876653.44   | 0.24%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTILITIES                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $595225.34    | 0.07%             | 2051-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128419.90    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     382000 | PA      | $404530.76    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2921.14      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104809.71    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                | WASTE PRO USA IN                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2075.79      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      40000 | PA      | $41654.35     | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      20000 | PA      | $20223.50     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |     746000 | PA      | $859783.00    | 0.11%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                     | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $186159.55    | 0.02%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  112450000 | PA      | $493230.76    | 0.06%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      15000 | PA      | $13803.58     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4873.21      | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     909000 | PA      | $1042978.01   | 0.13%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      27000 | PA      | $24260.79     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     689000 | PA      | $684816.83    | 0.09%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      55000 | PA      | $44874.85     | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4928.40      | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $31006.25     | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1386378.74   | 0.17%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      91000 | PA      | $89065.29     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $102215.87    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2745468.75   | 0.34%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     600000 | NC      | $-11195.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     530000 | PA      | $529027.03    | 0.07%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     600000 | PA      | $707546.50    | 0.09%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5103.42      | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50252.51     | 0.01%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21973.56     | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     320000 | PA      | $305518.26    | 0.04%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2027964.92   | 0.25%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    1670000 | PA      | $1713989.49   | 0.22%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95320.47     | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206947.95    | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     385000 | PA      | $372441.63    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1247.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     130000 | PA      | $134943.72    | 0.02%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     121000 | PA      | $129212.43    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $70938.76     | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      20000 | PA      | $20303.03     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     835000 | PA      | $825769.12    | 0.10%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     650000 | PA      | $653296.52    | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     335000 | PA      | $341175.73    | 0.04%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | GENESEE & WYOMIN                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10119.52     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1835718.82   | 0.23%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                          | STUDIO CITY FIN                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       5000 | PA      | $4688.72      | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      35000 | PA      | $30171.48     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |       4721 | PA      | $4736.54      | 0.00%             | 2031-01-15      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                            | CUSIP: 77586RAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    1830000 | PA      | $1837238.32   | 0.23%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      85000 | PA      | $66809.13     | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $43176.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      13815 | PA      | $13772.96     | 0.00%             | 2028-04-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     700000 | PA      | $707471.79    | 0.09%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2059.10      | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-21323.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33780.05     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-850.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     405000 | PA      | $404139.38    | 0.05%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208007.99    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9071.56      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2109.02      | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                   | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     590000 | PA      | $596497.87    | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     340000 | PA      | $361312.66    | 0.05%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $567477.96    | 0.07%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |    3300000 | PA      | $3626548.43   | 0.46%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20630.00     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                       | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     474000 | PA      | $290328.42    | 0.04%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $194469.34    | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1059753.93   | 0.13%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110694.44    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      10000 | PA      | $9648.01      | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS                   | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      33000 | PA      | $29730.53     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      70000 | PA      | $79440.87     | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3175.62      | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406074.17    | 0.05%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1249572.27   | 0.16%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                    | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     220000 | PA      | $184636.26    | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10740.92     | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     129000 | PA      | $117063.23    | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21104.09     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3306993.03   | 0.41%             | 2033-05-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      50000 | PA      | $30154.23     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $905312.50    | 0.11%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104070.18    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        118 | NC      | $-36885.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                                          | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10131.18     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     340000 | PA      | $325040.27    | 0.04%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $688.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $107609.83    | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24565.24     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2001000 | PA      | $1885514.06   | 0.24%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |    5158000 | PA      | $6724404.14   | 0.84%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     226000 | PA      | $236004.34    | 0.03%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: EUR 1.766200 24-JUN-2027 EST  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3435949 | NC      | $6672.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $12298.30     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $613793.52    | 0.08%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                 | ROLLER BEARING                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4813.86      | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1216416.83   | 0.15%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10237.62     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39560.81     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     285000 | PA      | $291037.30    | 0.04%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2031216.64   | 0.25%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                   | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254467.61    | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     480000 | PA      | $455824.63    | 0.06%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     220000 | PA      | $222003.25    | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     535000 | PA      | $534930.94    | 0.07%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB              | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     760000 | PA      | $793385.58    | 0.10%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                      | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300893.49    | 0.04%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $625411.24    | 0.08%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54743.19     | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     744000 | PA      | $859834.93    | 0.11%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10337.29     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7035.97      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5021.89      | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     219000 | PA      | $233534.77    | 0.03%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24920.50     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1398000 | PA      | $1225161.33   | 0.15%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      84000 | PA      | $84517.17     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $320092.66    | 0.04%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22686.10     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     240000 | PA      | $257009.70    | 0.03%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1941.73      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     370000 | PA      | $376907.86    | 0.05%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     380000 | PA      | $379587.17    | 0.05%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     140000 | PA      | $136433.00    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                       | ARCOSA INC                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3102.07      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68047.99     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                   | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     354000 | PA      | $359360.68    | 0.05%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                      | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      37000 | PA      | $34574.30     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     205000 | PA      | $163745.89    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     465000 | PA      | $449032.01    | 0.06%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     380000 | PA      | $361667.89    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     145000 | PA      | $128296.80    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     270000 | PA      | $276339.15    | 0.03%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     190000 | PA      | $154824.38    | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2046.38      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     365000 | PA      | $371007.93    | 0.05%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $361887.96    | 0.05%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    3495000 | PA      | $1799741.71   | 0.23%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1109074.44   | 0.14%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2350000 | PA      | $2296117.43   | 0.29%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     190000 | PA      | $195036.87    | 0.02%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2400770.12   | 0.30%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10210.63     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     560000 | PA      | $398791.07    | 0.05%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         56 | NC      | $-20441.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AdventHealth Obligated Group                                                     | ADVENTHEALTH                       | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $182321.14    | 0.02%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    2090000 | PA      | $2138896.22   | 0.27%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | SIRIUS XM RADIO                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9889.95      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $59038.12     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     675000 | PA      | $605270.01    | 0.08%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99667.51     | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     340000 | PA      | $336044.97    | 0.04%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     130000 | PA      | $96384.65     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | RAIZEN FUELS                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1130000 | PA      | $1052617.10   | 0.13%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | OUTFRONT MEDIA C                   | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3149.69      | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                                                    | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1542.39      | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96832.76     | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     438000 | PA      | $451900.50    | 0.06%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $951796.88    | 0.12%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC                   | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59914.64     | 0.01%             | 2033-05-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      75000 | PA      | $46065.27     | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $366159.25    | 0.05%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      15000 | PA      | $15295.86     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     295000 | PA      | $302326.91    | 0.04%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.905980 16-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1274860000 | NC      | $-18309.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    5400000 | PA      | $5825002.88   | 0.73%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     150000 | PA      | $155162.78    | 0.02%             | 2035-02-20      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                        | CUSIP: 713448GG7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     400000 | PA      | $455388.56    | 0.06%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99016.45     | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     205000 | PA      | $193215.32    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $246693.86    | 0.03%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     244000 | PA      | $247271.33    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2778409.19   | 0.35%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                    | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154492.31    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     749000 | PA      | $530385.63    | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      86000 | PA      | $91593.85     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14686.60     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2093.96      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2860.93      | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     557000 | PA      | $521032.04    | 0.07%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $114968.87    | 0.01%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10176.37     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      15000 | PA      | $15116.92     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255707.20    | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     750000 | PA      | $594730.50    | 0.07%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $10371.53     | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                                              | DIEBOLD NIXDORF                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3179.90      | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     645000 | PA      | $751353.94    | 0.09%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      84000 | PA      | $81240.58     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -52 | NC      | $113919.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13036.80     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     110000 | PA      | $117168.67    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3841000 | PA      | $3844600.94   | 0.48%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46731.76     | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $119912.41    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15303.65     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     290000 | PA      | $263545.63    | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2956.22      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     645000 | PA      | $600997.54    | 0.08%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $733028.78    | 0.09%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      10000 | PA      | $10147.30     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     720000 | PA      | $735565.13    | 0.09%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      23000 | PA      | $23299.51     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36396.45     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $543.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     350000 | PA      | $343406.11    | 0.04%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $425225.27    | 0.05%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     355000 | PA      | $357732.86    | 0.04%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     230000 | PA      | $175920.78    | 0.02%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX.NA.IG.44.V1 5YR RTP @ 60.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   15724500 | NC      | $3556.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp                                          | PEBBLEBR HTL/FIN                   | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3002.55      | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     709000 | PA      | $699490.21    | 0.09%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1202397.65   | 0.15%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                         | US BANK NA OHIO                    | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1943547.81   | 0.24%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122944.03    | 0.02%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10362.01     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | HILCORP ENERGY I                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $5792.46      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208342.87    | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1204000 | PA      | $1142628.38   | 0.14%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    1640000 | PA      | $1860041.01   | 0.23%             | 2035-05-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                      | CUSIP: 518417AD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | LV        |     565000 | PA      | $570388.82    | 0.07%             | 2034-07-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                   | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289767.79    | 0.04%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5069.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    1505000 | PA      | $1520534.31   | 0.19%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      65000 | PA      | $50899.78     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5084.60      | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5394.87      | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87351.52     | 0.01%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.508800 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4645140 | NC      | $-21584.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     700000 | PA      | $716540.55    | 0.09%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     791000 | PA      | $831477.59    | 0.10%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI                   | CUSIP: 471068BA3<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    1970000 | PA      | $1982730.16   | 0.25%             | 2030-04-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $134610.48    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: GBP 3.680700 24-JUN-2027 SON  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2993602 | NC      | $-257.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     220000 | PA      | $219301.68    | 0.03%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      28000 | PA      | $26721.29     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $45986.35     | 0.01%             | 2051-08-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1959113.72   | 0.25%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $341.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23769.32     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    2400000 | PA      | $2740297.92   | 0.34%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20566.16     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                   | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $61498.14     | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    4068000 | PA      | $5140584.41   | 0.64%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     266000 | PA      | $181686.87    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5211.38      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      70000 | PA      | $51515.27     | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48799.95     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     740000 | PA      | $718136.24    | 0.09%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      36000 | PA      | $31272.74     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10147.62     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1699487.69   | 0.21%             | 2033-09-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2200000 | PA      | $2590630.25   | 0.33%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                   | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55078.71     | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                    | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87141.23     | 0.01%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      97000 | PA      | $89142.03     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                         | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      70000 | PA      | $55219.60     | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $34743.50     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132673.20    | 0.02%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     310000 | PA      | $324577.49    | 0.04%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                       | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     536000 | PA      | $376774.42    | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     310000 | PA      | $309055.51    | 0.04%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $80223.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4860.04      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     390000 | PA      | $393364.19    | 0.05%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                        | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38326.79     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                    | CUSIP: 221625AV8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     493000 | PA      | $485434.49    | 0.06%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                              | NOVA CHEMICALS                     | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      41000 | PA      | $44134.02     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5168.27      | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152348.53    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     545000 | PA      | $511722.84    | 0.06%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $415288.67    | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $267.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    1661000 | PA      | $1903420.14   | 0.24%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                   | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5095.85      | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    2143000 | PA      | $1803346.29   | 0.23%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4991.14      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5108.17      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $606310.97    | 0.08%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                   | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $244416.91    | 0.03%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    1831000 | PA      | $2110057.71   | 0.26%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     545000 | PA      | $519214.47    | 0.07%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                      | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $27845.65     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NUSTAR LOGISTICS                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20613.06     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP II                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69937.39     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      77000 | PA      | $71944.99     | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     700000 | PA      | $690492.08    | 0.09%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     300000 | PA      | $329711.91    | 0.04%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20770.85     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     370000 | PA      | $372064.01    | 0.05%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $40787.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     190000 | PA      | $213862.01    | 0.03%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  112450000 | PA      | $625182.85    | 0.08%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                           | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      25000 | PA      | $24898.94     | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     390000 | PA      | $390899.16    | 0.05%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |    5014000 | PA      | $5729400.49   | 0.72%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250902               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-98.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $300657.78    | 0.04%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $486.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10371.36     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     900000 | PA      | $1105362.06   | 0.14%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Terex Corp                                                                       | TEREX CORP                         | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4005.89      | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                    | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    2370000 | PA      | $1412310.51   | 0.18%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     285000 | PA      | $245146.90    | 0.03%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $634445.76    | 0.08%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     555000 | PA      | $553328.44    | 0.07%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     600000 | PA      | $615690.72    | 0.08%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     140000 | PA      | $132505.51    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     960000 | PA      | $952863.33    | 0.12%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     400000 | PA      | $391724.68    | 0.05%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     984000 | PA      | $990165.62    | 0.12%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                   | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     135000 | PA      | $116646.52    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (KERFP)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -2400000 | NC      | $1933.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                        | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53111.52     | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4716.55      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     105000 | PA      | $94302.86     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     580000 | PA      | $584606.12    | 0.07%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2940000 | PA      | $2844335.16   | 0.36%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6751000 | PA      | $6502056.88   | 0.82%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     147000 | PA      | $85838.56     | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      85000 | PA      | $74668.37     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                      | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     130000 | PA      | $96697.99     | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5127.43      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      70000 | PA      | $65381.04     | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     155000 | PA      | $155846.79    | 0.02%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93580.33     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                         | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $58260.88     | 0.01%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     429000 | PA      | $483307.54    | 0.06%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |     570000 | PA      | $574684.89    | 0.07%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2948.73      | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     397000 | PA      | $396869.75    | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $606936.60    | 0.08%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2170.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                             | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |    3040000 | PA      | $3424746.92   | 0.43%             | 2035-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      40000 | PA      | $31193.85     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |     500000 | PA      | $473882.10    | 0.06%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      85000 | PA      | $58406.79     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205587.05    | 0.03%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     230000 | PA      | $215338.95    | 0.03%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    3650000 | PA      | $3939733.04   | 0.49%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5143.63      | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Olin Corp                                                                        | OLIN CORP                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6815.85      | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10264.31     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     315000 | PA      | $315887.24    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     248000 | PA      | $250876.68    | 0.03%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-479.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2800000 | PA      | $2842437.50   | 0.36%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $584517.14    | 0.07%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     213000 | PA      | $253463.24    | 0.03%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     236000 | PA      | $243285.88    | 0.03%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      75000 | PA      | $58814.49     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                                           | CACI INTL INC                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5118.08      | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102038.74    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                   | NATIONWIDE MUTL                    | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     125000 | PA      | $95555.05     | 0.01%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |     377000 | PA      | $504328.78    | 0.06%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      70000 | PA      | $51316.48     | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                    | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1730461.01   | 0.22%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     804000 | PA      | $810711.93    | 0.10%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     900000 | PA      | $887661.23    | 0.11%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     320000 | PA      | $285137.02    | 0.04%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.944600 12-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1273330000 | NC      | $-24358.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                   | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     155000 | PA      | $137384.61    | 0.02%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $189024.50    | 0.02%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5727.64      | 0.00%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2400.60      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     390000 | PA      | $371980.47    | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                     | CHARLES RIVER LA                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70575.38     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2114248.06   | 0.27%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28300.29     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     730000 | PA      | $729739.42    | 0.09%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    1050000 | PA      | $1046620.11   | 0.13%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (ITRAXX.EUR.43.V1)            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -9300000 | NC      | $226745.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     600000 | PA      | $614600.73    | 0.08%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5163.15      | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $1049146.12   | 0.13%             | 2027-09-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74198.36     | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42068.11     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      15000 | PA      | $15498.01     | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                        | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1298784.04   | 0.16%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50185.03     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMED HL                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5123.69      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     720000 | PA      | $734984.84    | 0.09%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43655.10     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8360.13      | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5715.67      | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44630.08     | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     580000 | PA      | $524664.14    | 0.07%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3000 | PA      | $3022.52      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                   | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    1112000 | PA      | $1114324.84   | 0.14%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15078.09     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4964.82      | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1004000 | PA      | $943664.48    | 0.12%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     633000 | PA      | $690568.61    | 0.09%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124212.72    | 0.02%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    1560000 | PA      | $1595039.71   | 0.20%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8830.99      | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      75000 | PA      | $66999.67     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    2697000 | PA      | $3081720.00   | 0.39%             | 2031-06-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      12000 | PA      | $12065.56     | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1159410.29   | 0.15%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1370000 | PA      | $1369025.31   | 0.17%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     115000 | PA      | $101556.04    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3061.41      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY G                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67168.29     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10325.83     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10892.42     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151650.75    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL                   | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4938.72      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $63500.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |    3883000 | PA      | $4787829.66   | 0.60%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1950.86      | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181256.04    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     780000 | PA      | $795874.01    | 0.10%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust IV                                                    | FIVE CORNERS IV                    | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $222562.23    | 0.03%             | 2053-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $148837.65    | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      56000 | PA      | $55572.11     | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3281.22      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20219.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1976.92      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10285.86     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     130000 | PA      | $111807.36    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35058.62     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $1991982.42   | 0.25%             | 2034-03-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | FOCUS FINANCIAL                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5109.07      | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4051.50      | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |     600000 | PA      | $697460.59    | 0.09%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     165000 | PA      | $169469.24    | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $8777.82      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1207.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     150000 | PA      | $132840.68    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     265000 | PA      | $243729.68    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                     | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |      65000 | PA      | $48139.90     | 0.01%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10258.07     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71380.01     | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115770.81    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     513000 | PA      | $519410.34    | 0.07%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180018.83    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                     | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |    1400000 | PA      | $1564740.79   | 0.20%             | 2040-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5106.25      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     155000 | PA      | $143908.87    | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12566.52     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     545000 | PA      | $613659.44    | 0.08%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18351.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                    | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36254.99     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      32000 | PA      | $27117.19     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250902               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5775.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84863.92     | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA                   | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110448.04    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $1119992.68   | 0.14%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                   | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95863.25     | 0.01%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5158.38      | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CDX.NA.IG.44.V1 5YR RTP @ 60.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   26207500 | NC      | $5927.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $549.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $123517.34    | 0.02%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1237142.46   | 0.16%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $175.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      85000 | PA      | $76530.04     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-844.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69777.04     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     330000 | PA      | $331617.68    | 0.04%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5149.89      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    2700000 | PA      | $2840153.92   | 0.36%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       7000 | PA      | $7342.32      | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     460000 | PA      | $447683.00    | 0.06%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36161.52     | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     250000 | PA      | $231751.86    | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     880000 | PA      | $896777.21    | 0.11%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      75000 | PA      | $55367.34     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $67573.47     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196770.18    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       7000 | PA      | $6939.62      | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                    | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $144582.55    | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5072.98      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9942.22      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     320000 | PA      | $241171.54    | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                    | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $301484.34    | 0.04%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     224000 | PA      | $235009.35    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                           | NYKREDIT                           | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    3100000 | PA      | $3563719.06   | 0.45%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                   | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $193003.73    | 0.02%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                    | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     125000 | PA      | $90402.47     | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1630000 | PA      | $772276.17    | 0.10%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     180000 | PA      | $206105.19    | 0.03%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305288.25    | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     490000 | PA      | $496783.45    | 0.06%             | 2030-03-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95032.11     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4789.45      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     488000 | PA      | $530515.67    | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                       | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     573000 | PA      | $270037.00    | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83897.86     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $81.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      20000 | PA      | $20297.23     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10197.96     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                                               | SUNRISE FINCO                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      15000 | PA      | $14146.52     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1278238.78   | 0.16%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                      | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     380000 | PA      | $374279.01    | 0.05%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25658.07     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     478000 | PA      | $415319.47    | 0.05%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $333977.97    | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                        | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6826000 | PA      | $6846101.46   | 0.86%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    2059000 | PA      | $2142471.86   | 0.27%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3725000 | PA      | $3634348.62   | 0.46%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     290000 | PA      | $295955.44    | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     130000 | PA      | $133625.34    | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |    1190000 | PA      | $766058.48    | 0.10%             | 2027-05-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1275600.95   | 0.16%             | 2034-04-24      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                     | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     219000 | PA      | $210218.53    | 0.03%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1990 | PA      | $1985.04      | 0.00%             | 2031-07-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45392.12     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6120.52      | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                    | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     360000 | PA      | $292971.02    | 0.04%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                    | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     120000 | PA      | $95454.63     | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $1002343.75   | 0.13%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $60957.04     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      65000 | PA      | $54089.11     | 0.01%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74494.99     | 0.01%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government International Bond                                 | BELGIUM KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    1286000 | PA      | $1151437.08   | 0.14%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22127 | PA      | $22547.84     | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2703686.14   | 0.34%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     145164 | NS      | $14514968.66  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-967.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $70826.98     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     320000 | PA      | $330117.07    | 0.04%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                   | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     250000 | PA      | $257345.88    | 0.03%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $26825.49     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     220000 | PA      | $190450.43    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | ADVANCED DRAINAG                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5071.21      | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $3006569.05   | 0.38%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      78000 | PA      | $94237.64     | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 5YR BOND FUT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          5 | NC      | $-422.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      80000 | PA      | $75289.26     | 0.01%             | 2030-06-03      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                      | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |    2100000 | PA      | $2306877.93   | 0.29%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14558.78     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147457.78    | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       3000 | PA      | $3153.77      | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     299000 | PA      | $304669.92    | 0.04%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     377000 | PA      | $395203.08    | 0.05%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                           | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9542.91      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18475.62     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5010.92      | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142307.03    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     435000 | PA      | $446129.57    | 0.06%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     520000 | PA      | $482958.02    | 0.06%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $693320.31    | 0.09%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37555.73     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     440000 | PA      | $486227.86    | 0.06%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     700000 | PA      | $679501.51    | 0.09%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     150000 | PA      | $93003.50     | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5165.22      | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     350000 | PA      | $345776.47    | 0.04%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-45942.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    2870000 | PA      | $1872103.12   | 0.23%             | 2034-03-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      90000 | PA      | $86453.47     | 0.01%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     535000 | PA      | $543826.80    | 0.07%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18546.87     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5142.89      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $235140.51    | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $166130.92    | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15436.16     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      65000 | PA      | $49795.15     | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 3.720000 19-MAY-2028 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    6500000 | NC      | $18311.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5085.95      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                     | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $345182.42    | 0.04%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     157000 | PA      | $135916.58    | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $60851.12     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2057.25      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67325.19     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     460000 | PA      | $501197.31    | 0.06%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     240000 | PA      | $257719.36    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     560000 | PA      | $500214.32    | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   71100000 | PA      | $269543.02    | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      12000 | PA      | $13216.93     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                        | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20340.39     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15156.45     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                          | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43218.72     | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     315000 | PA      | $323581.41    | 0.04%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                       | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45763.62     | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $151129.64    | 0.02%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5119.73      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2423949.65   | 0.30%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     165000 | PA      | $167304.01    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $143457.31    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     286000 | PA      | $287440.65    | 0.04%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11136.70     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    1125000 | PA      | $1274618.48   | 0.16%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    1500000 | PA      | $1731161.66   | 0.22%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     294583 | PA      | $389180.12    | 0.05%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1000 | PA      | $1044.35      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    1530000 | PA      | $1663658.38   | 0.21%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     170000 | PA      | $168530.12    | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48634.15     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    2944000 | PA      | $3064472.94   | 0.38%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9125.40      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5207.49      | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1325.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        161 | NC      | $-22337.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91872.08     | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     800000 | PA      | $815851.39    | 0.10%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 10YR MINI JGB FUT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -20 | NC      | $6554.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      72000 | PA      | $70988.10     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $83535.06     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2059.03      | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10955.47     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       8000 | PA      | $7831.65      | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $482652.29    | 0.06%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $160609.57    | 0.02%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      60000 | PA      | $49185.72     | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6684.65      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     190000 | PA      | $186076.78    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS                   | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105513.55    | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | KAZAKH DEVELOPME                   | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     281000 | PA      | $283684.60    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21253.22     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                     | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     175000 | PA      | $176142.55    | 0.02%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10276.68     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56212.81     | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14766.79     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     840000 | PA      | $861754.23    | 0.11%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    1700000 | PA      | $1957994.68   | 0.25%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       1000 | PA      | $956.30       | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST                   | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     110000 | PA      | $76935.81     | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5220.58      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | LAREDO PETROLEUM                   | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4550.74      | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS                   | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     149000 | PA      | $125312.25    | 0.02%             | 2032-01-30      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI                   | CUSIP: 471068BB1<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    1000000 | PA      | $995657.92    | 0.12%             | 2030-07-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1188438 | PA      | $1189754.09   | 0.15%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     430000 | PA      | $438760.28    | 0.06%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: BH2956143<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     615000 | PA      | $676941.44    | 0.08%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1010794.38   | 0.13%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -13 | NC      | $-114.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET                   | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |    3600000 | PA      | $4104429.42   | 0.51%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     350000 | PA      | $359592.48    | 0.05%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12178.68     | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    2900000 | PA      | $3399778.50   | 0.43%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 3.780000 19-MAY-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5750000 | NC      | $-581.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1776.90      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     250000 | PA      | $218038.72    | 0.03%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7403.67      | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |    2150000 | PA      | $1335605.18   | 0.17%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     263000 | PA      | $135404.08    | 0.02%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      65000 | PA      | $53372.43     | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95592.54     | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN                   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1941.69      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     260000 | PA      | $267365.75    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                              | ARGENTUM NET                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     320000 | PA      | $367755.41    | 0.05%             | 2046-10-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP                   | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |    2070000 | PA      | $1265658.10   | 0.16%             | 2027-11-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1815000 | PA      | $1237035.94   | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     195000 | PA      | $196278.27    | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     990000 | PA      | $593721.14    | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 5YR BOND FUT  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         87 | NC      | $-28752.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                    | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |    1391000 | PA      | $1454484.79   | 0.18%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122231.72    | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     120000 | PA      | $78232.14     | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     935000 | PA      | $952472.77    | 0.12%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     254000 | PA      | $254070.09    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-514.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2161000 | PA      | $2192570.85   | 0.28%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12359.82     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     965000 | PA      | $1282580.90   | 0.16%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54756.32     | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6549632.30   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | TSY INFL IX N/B                    | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    1500000 | PA      | $1488042.10   | 0.19%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46357.55     | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     700000 | PA      | $725189.41    | 0.09%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5094.21      | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-99.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $91571.73     | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT                   | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |    2400000 | PA      | $2548916.49   | 0.32%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78711.05     | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     220000 | PA      | $225522.99    | 0.03%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     260000 | PA      | $245767.89    | 0.03%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     770000 | PA      | $692517.83    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     170000 | PA      | $98972.55     | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1334544.57   | 0.17%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-73651.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $38306.79     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97857.38     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                    | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     466000 | PA      | $474698.18    | 0.06%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     180000 | PA      | $188312.35    | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9225.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    2560000 | PA      | $1738340.40   | 0.22%             | 2030-06-28      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79690.77     | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1097.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102100.45    | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2431406.25   | 0.31%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     740000 | PA      | $741170.52    | 0.09%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                             | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     870000 | PA      | $853351.47    | 0.11%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5050.06      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1784000 | PA      | $1760933.43   | 0.22%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                     | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1222680.24   | 0.15%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13363.37     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5245.04      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                    | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     350000 | PA      | $396787.04    | 0.05%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9431.07      | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      80000 | PA      | $72394.50     | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     145000 | PA      | $112804.59    | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     140000 | PA      | $141933.90    | 0.02%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-808.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $65237.01     | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | GARRETT MOT/SARL                   | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11433.80     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      15000 | PA      | $13773.24     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-51566.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     175000 | PA      | $177966.99    | 0.02%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      80000 | PA      | $64156.57     | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20258.34     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                            | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14734.78     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78507.71     | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       4999 | PA      | $4993.84      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1477000 | PA      | $1495181.99   | 0.19%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     130000 | PA      | $134765.64    | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                     | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     125000 | PA      | $86217.44     | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                  | STAR PARENT INC                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8420.10      | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     165000 | PA      | $181584.27    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2091.32      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7424.76      | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                   | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      79000 | PA      | $69598.91     | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     320000 | PA      | $349046.92    | 0.04%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      76000 | PA      | $73069.60     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $172429.01    | 0.02%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1405000 | PA      | $1396021.47   | 0.18%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     575000 | PA      | $587301.25    | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                   | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $249935.85    | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    1130000 | PA      | $672541.22    | 0.08%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     368000 | PA      | $376073.68    | 0.05%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107545.98    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: QZ7659399<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $516594.65    | 0.06%             | 2026-10-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $161016.61    | 0.02%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT            | INDO ASA/MINERAL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |     415000 | PA      | $439911.80    | 0.06%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                        | KOREA ELEC PWR                     | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |     930000 | PA      | $935055.82    | 0.12%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5095.47      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $53550.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     230000 | PA      | $234661.22    | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $28963.88     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                    | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     760000 | PA      | $462157.99    | 0.06%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     125000 | PA      | $106786.86    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     380000 | PA      | $388438.81    | 0.05%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    1257000 | PA      | $1298406.09   | 0.16%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     145000 | PA      | $119678.13    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40987.63     | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     110000 | PA      | $117718.62    | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |    1500000 | PA      | $1577236.60   | 0.20%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10490.12     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                    | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74302.39     | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65103.86     | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     240000 | PA      | $210901.74    | 0.03%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $740559.81    | 0.09%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     175000 | PA      | $152844.64    | 0.02%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      60000 | PA      | $45787.47     | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                    | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |    1881000 | PA      | $2137516.66   | 0.27%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     160000 | PA      | $150722.41    | 0.02%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      53000 | PA      | $48211.58     | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     752000 | PA      | $847547.55    | 0.11%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     230000 | PA      | $207293.42    | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3410000 | PA      | $3439571.08   | 0.43%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $407958.78    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $19825.64     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     430000 | PA      | $431137.08    | 0.05%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68040.44     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1696.53      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc                                                                        | ENPRO INC                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10122.41     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     163000 | PA      | $168812.52    | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1998000 | PA      | $2019713.91   | 0.25%             | 2029-05-22      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     300000 | PA      | $315804.21    | 0.04%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN                   | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $213935.35    | 0.03%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1609648.82   | 0.20%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1935420.99   | 0.24%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      90000 | PA      | $80837.65     | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29699.03     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                     | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102422.12    | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     810000 | PA      | $881415.65    | 0.11%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10764.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     418000 | PA      | $364418.75    | 0.05%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156768.38    | 0.02%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     215000 | PA      | $215992.41    | 0.03%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                      | ALLIED UNIVERSAL                   | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5122.80      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85336.62     | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $83617.69     | 0.01%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2917.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $74152.42     | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     430000 | PA      | $339012.45    | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109119.16    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      35000 | PA      | $24982.88     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19990.88     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     460000 | PA      | $410100.15    | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      50000 | PA      | $33006.47     | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $1552959.59   | 0.19%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      47000 | PA      | $49667.50     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     165000 | PA      | $152489.65    | 0.02%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      95000 | PA      | $74271.47     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -79 | NC      | $1701.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     560000 | PA      | $562530.92    | 0.07%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      75000 | PA      | $84847.92     | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/SEK FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3906.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     138000 | PA      | $142997.25    | 0.02%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4975.31      | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    2788037 | PA      | $3115032.59   | 0.39%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     585000 | PA      | $578953.48    | 0.07%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1254009.48   | 0.16%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     540000 | PA      | $601625.00    | 0.08%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     115000 | PA      | $117587.24    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Arbejdernes Landsbank AS                                                         | ARBEJDERNES LAND                   | CUSIP: N/A<br>LEI: 549300D6BJ7XOO03RR69       | Long             | DBT              | CORP              | DK        |    3500000 | PA      | $4013843.08   | 0.50%             | 2030-03-05      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $461772.83    | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1423615.34   | 0.18%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | ONTARIO GAMI/OTG                   | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5057.06      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197498.42    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2085937.50   | 0.26%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     970000 | PA      | $988598.70    | 0.12%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     315000 | PA      | $325981.11    | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $738907.57    | 0.09%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $122697.45    | 0.02%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      97000 | PA      | $100287.53    | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     225000 | PA      | $230395.17    | 0.03%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47870.44     | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $1941858.35   | 0.24%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     185000 | PA      | $177633.65    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12266.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     725000 | PA      | $683312.50    | 0.09%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     950000 | PA      | $1065136.22   | 0.13%             | 2173-10-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     485000 | PA      | $490665.04    | 0.06%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     444000 | PA      | $448626.97    | 0.06%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      20000 | PA      | $21008.59     | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       2000 | PA      | $1889.84      | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                    | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     185000 | PA      | $198948.08    | 0.02%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | CROWN AMERICAS L                   | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15039.15     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                      | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     260000 | PA      | $200890.21    | 0.03%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      34000 | PA      | $37210.81     | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                       | MUELLER WATER                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71679.81     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     310000 | PA      | $183759.42    | 0.02%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     560000 | PA      | $573354.96    | 0.07%             | 2027-12-22      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $53473.91     | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17912.99     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     405000 | PA      | $338171.89    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.380817 10-SEP-2035 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2000000 | NC      | $-30403.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     413000 | PA      | $229407.75    | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    1990000 | PA      | $2079291.30   | 0.26%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5049.92      | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU                   | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |     470000 | PA      | $266140.93    | 0.03%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     295000 | PA      | $198741.54    | 0.02%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20975.79     | 0.00%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5159.55      | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6247.27      | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                        | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27851.78     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBG5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     140000 | PA      | $116414.33    | 0.01%             | 2043-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                    | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     150000 | PA      | $91699.65     | 0.01%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     800000 | PA      | $815048.78    | 0.10%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     277000 | PA      | $281377.86    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10063.80     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    6000000 | PA      | $7472936.58   | 0.94%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     150000 | PA      | $113529.85    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK                   | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     262000 | PA      | $266135.01    | 0.03%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     260000 | PA      | $247377.38    | 0.03%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1120000 | PA      | $1112695.92   | 0.14%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TR        |    2741000 | PA      | $3139469.65   | 0.39%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $661518.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                     | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      15000 | PA      | $15695.22     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                                                   | SCANDINAVIAN TOB                   | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |     400000 | PA      | $470804.62    | 0.06%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2195926.03   | 0.28%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     100000 | PA      | $87819.10     | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     330000 | PA      | $324115.35    | 0.04%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20021.00     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     300000 | PA      | $294805.41    | 0.04%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32948.96     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5214.72      | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4027.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     600000 | NC      | $-11195.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     489000 | PA      | $484709.15    | 0.06%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5353000 | PA      | $5309182.37   | 0.67%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |    4400000 | PA      | $4949654.96   | 0.62%             | 2027-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      14000 | PA      | $14034.92     | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                      | INVERSION ESCROW                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14817.05     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    2100000 | PA      | $2428868.23   | 0.30%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $65141.69     | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     110000 | PA      | $117539.46    | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     740000 | PA      | $754988.11    | 0.09%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    1500000 | PA      | $1772880.62   | 0.22%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     225000 | PA      | $227865.51    | 0.03%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     650000 | PA      | $667549.91    | 0.08%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     425000 | PA      | $428323.89    | 0.05%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37040.00     | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     350000 | PA      | $328832.12    | 0.04%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45138.02     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2036209.29   | 0.26%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1744687.50   | 0.22%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                    | CUSIP: ZQ0748892<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     960000 | PA      | $1061791.25   | 0.13%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297698.23    | 0.04%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     485000 | PA      | $487638.68    | 0.06%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                      | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $137077.92    | 0.02%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9890.84      | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72000 | PA      | $69762.59     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $382041.39    | 0.05%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     105000 | PA      | $92967.06     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     343000 | PA      | $324323.09    | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     570000 | PA      | $695676.62    | 0.09%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                            | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    1730000 | PA      | $2026332.92   | 0.25%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     284000 | PA      | $292838.54    | 0.04%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1431871.38   | 0.18%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                    | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $135076.46    | 0.02%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     585000 | PA      | $579677.67    | 0.07%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50842.50     | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $125933.32    | 0.02%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $117722.52    | 0.01%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                   | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     390000 | PA      | $371472.96    | 0.05%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-187                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    4083000 | PA      | $4684083.66   | 0.59%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $141977.15    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      46000 | PA      | $44859.58     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $783437.50    | 0.10%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                    | YINSON BERGENIA                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     480000 | PA      | $495905.34    | 0.06%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | COTIVITI                           | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       5000 | PA      | $5031.25      | 0.00%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24657.95     | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      10000 | PA      | $10430.31     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     590000 | PA      | $604448.43    | 0.08%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      70000 | PA      | $56721.26     | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162692.76    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     405000 | PA      | $372854.16    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                  | SUNOCO LP/FIN                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10304.84     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203613.37    | 0.03%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38253.29     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1107000 | PA      | $1126529.83   | 0.14%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     955000 | PA      | $920273.70    | 0.12%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     611000 | PA      | $620843.26    | 0.08%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1057790 | PA      | $1115451.07   | 0.14%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $82564.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     460000 | PA      | $458689.03    | 0.06%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3282962.42   | 0.41%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     790000 | PA      | $772494.47    | 0.10%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1203375.00   | 0.15%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     636000 | PA      | $648157.23    | 0.08%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199629.03    | 0.03%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151680.01    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | CEMEX SAB                          | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     480000 | PA      | $489805.44    | 0.06%             | 2173-09-10      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10213.95     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32115.68     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7892.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                    | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     148000 | PA      | $152569.97    | 0.02%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     178000 | PA      | $152553.07    | 0.02%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     430000 | PA      | $363433.06    | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      57600 | PA      | $59697.70     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     190000 | PA      | $166981.47    | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10146.19     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $767338.67    | 0.10%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | AXALTA COATING S                   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |       5000 | PA      | $5197.15      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2545000 | PA      | $2538637.50   | 0.32%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     390000 | PA      | $382255.64    | 0.05%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $16032.31     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3441.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     460000 | PA      | $524193.39    | 0.07%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $798.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-925.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                    | CUSIP: 009158BM7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     688000 | PA      | $756773.50    | 0.09%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37378.40     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1221677.21   | 0.15%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG                   | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4711.64      | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     560000 | PA      | $562128.37    | 0.07%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       7000 | PA      | $6161.80      | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74694.75     | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     560000 | PA      | $432527.44    | 0.05%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152795.05    | 0.02%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3429.76      | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2063454.71   | 0.26%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                   | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     560000 | PA      | $557070.40    | 0.07%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.457300 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4645140 | NC      | $-26495.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     275000 | PA      | $278268.95    | 0.03%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2283405.00   | 0.29%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      35000 | PA      | $25068.55     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1741026.46   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     610000 | PA      | $601527.37    | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1035010.87   | 0.13%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33828.52     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                     | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121240.41    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5174.59      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    1086000 | PA      | $1264993.52   | 0.16%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                               | SCRIPPS ESCROW                     | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $17000.00     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DQ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $203243.53    | 0.03%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66967.94     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE                   | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |      80000 | PA      | $63786.87     | 0.01%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     110000 | PA      | $118058.17    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1006299.75   | 0.13%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $198222.82    | 0.02%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                   | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    5308000 | PA      | $5292354.02   | 0.66%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     160000 | PA      | $133839.96    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       9000 | PA      | $6392.46      | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5120.14      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1273.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4988.26      | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      25000 | PA      | $24284.28     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       5000 | PA      | $5177.83      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $444934.50    | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     260000 | PA      | $197522.24    | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                        | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $41872.61     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     125000 | PA      | $131938.85    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3304000 | PA      | $3345300.00   | 0.42%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     260000 | PA      | $198800.36    | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5109.39      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |    1559000 | PA      | $1767793.47   | 0.22%             | 2027-06-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98713.03     | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     190000 | PA      | $145773.86    | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       4000 | PA      | $3847.40      | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     451000 | PA      | $314092.96    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     785000 | PA      | $765777.17    | 0.10%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10254.20     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     400000 | PA      | $429757.88    | 0.05%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2595163.23   | 0.33%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $262394.54    | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33096.42     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $516508.75    | 0.06%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7197.26      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $246534.31    | 0.03%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                               | STUDIO CITY CO                     | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      10000 | PA      | $10071.17     | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     146000 | PA      | $103638.52    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     155000 | PA      | $143645.23    | 0.02%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3000.48      | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5138.00      | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $2498033.77   | 0.31%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      75000 | PA      | $79612.50     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     650000 | PA      | $640890.48    | 0.08%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153394.83    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70699.13     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     316000 | PA      | $341810.56    | 0.04%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      70000 | PA      | $51408.06     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     565000 | PA      | $534722.26    | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |    3732000 | PA      | $4457344.10   | 0.56%             | 2029-05-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                        | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     177000 | PA      | $167325.07    | 0.02%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS                   | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      61000 | PA      | $52886.29     | 0.01%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      45000 | PA      | $33020.64     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     170000 | PA      | $168661.67    | 0.02%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      65000 | PA      | $55324.47     | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | COMISION FEDERAL                   | CUSIP: QZ7462430<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     199200 | PA      | $179572.23    | 0.02%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25001.74     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    1250000 | PA      | $1394545.12   | 0.17%             | 2045-07-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | RIVERS BOR/FIN                     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3028.20      | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     560000 | PA      | $568939.85    | 0.07%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     745000 | PA      | $739699.25    | 0.09%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     279000 | PA      | $262272.96    | 0.03%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     660000 | PA      | $675009.32    | 0.08%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                   | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88814.78     | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45009.33     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $11927.46     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS                   | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |      96000 | PA      | $65133.48     | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61608.64     | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                    | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61071.75     | 0.01%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1625000 | PA      | $1066813.04   | 0.13%             | 2034-01-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                       | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     170000 | PA      | $135288.05    | 0.02%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     730000 | PA      | $741952.42    | 0.09%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75032.20     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1138934.98   | 0.14%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     120000 | PA      | $108204.79    | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     490000 | PA      | $490461.55    | 0.06%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26836.73     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      55000 | PA      | $47511.98     | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                    | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     330000 | PA      | $326504.89    | 0.04%             | 2028-06-21      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                      | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     316000 | PA      | $231703.61    | 0.03%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         68 | NC      | $-9861.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37213.84     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP                   | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114792.39    | 0.01%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      70000 | PA      | $61015.05     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     800000 | PA      | $789113.92    | 0.10%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                        | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38217.15     | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     290000 | PA      | $294939.76    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-48140.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty Inc                                                                         | COTY INC                           | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |     450000 | PA      | $522288.01    | 0.07%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7290.67      | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      45000 | PA      | $40208.92     | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $2136419.07   | 0.27%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9765.54      | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |    1960000 | PA      | $2198619.62   | 0.28%             | 2174-04-17      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $240485.80    | 0.03%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-26538.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     607000 | PA      | $742552.09    | 0.09%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI                   | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     360000 | PA      | $359224.90    | 0.05%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       7500 | PA      | $7462.60      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $942989.54    | 0.12%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UVN 9.375 8/1/2032                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15564.64     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                         | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     135000 | PA      | $119419.05    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     235000 | PA      | $230645.48    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33381.45     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                             | LIFEPOINT HEALTH                   | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       1000 | PA      | $1100.29      | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2864060.71   | 0.36%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35733.08     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15433.93     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     455000 | PA      | $306939.44    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153675.10    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |    1600000 | PA      | $1984214.30   | 0.25%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         20 | NC      | $20136.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      45000 | PA      | $28118.35     | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1851.01      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38341.93     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $409127.99    | 0.05%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1235900.70   | 0.16%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      15000 | PA      | $15095.80     | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     180000 | PA      | $112102.47    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      75000 | PA      | $57437.28     | 0.01%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6859.59      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1355.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                    | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4988.17      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         21 | NC      | $14523.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       1000 | PA      | $1008.75      | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     150000 | PA      | $166707.50    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     335000 | PA      | $333666.69    | 0.04%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6583.12      | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $70944.07     | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3162978.73   | 0.40%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 3.750000 20-MAY-2030 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4000000 | NC      | $-28567.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10603.90     | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Australian Gas Networks Ltd                                                      | AUSTRALIAN GAS N                   | CUSIP: N/A<br>LEI: 213800FSBEPXHNIOUB98       | Long             | DBT              | CORP              | AU        |     400000 | PA      | $242855.64    | 0.03%             | 2028-04-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI                   | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $55958.15     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38836.95     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     268000 | PA      | $239383.12    | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     255000 | PA      | $230003.81    | 0.03%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75995.35     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     190000 | PA      | $191728.79    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     440000 | PA      | $456595.68    | 0.06%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                    | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $983726.64    | 0.12%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8623.03      | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | MITR BRDN / MIWD                   | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5101.47      | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151924.21    | 0.02%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2065937.88   | 0.26%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |    2489000 | PA      | $2829628.96   | 0.36%             | 2031-12-04      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69417.83     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp                                                                | IMOLA MERGER                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $12604.07     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     210000 | PA      | $213562.87    | 0.03%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     169000 | PA      | $124848.66    | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                      | XSTRATA FIN CAN                    | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $33422.20     | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     259000 | PA      | $321996.63    | 0.04%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     160000 | PA      | $145608.67    | 0.02%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     276000 | PA      | $289246.20    | 0.04%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $531927.92    | 0.07%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     135000 | PA      | $139275.63    | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8823.12      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP                   | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     700000 | PA      | $624135.32    | 0.08%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      17000 | PA      | $15844.52     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $728671.88    | 0.09%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217159.27    | 0.03%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     160000 | PA      | $149210.27    | 0.02%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     630000 | PA      | $635737.85    | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                      | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     150000 | PA      | $99294.16     | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     240000 | PA      | $239315.13    | 0.03%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $65458.34     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104236.54    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                   | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     239000 | PA      | $241375.38    | 0.03%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      62000 | PA      | $54480.57     | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63095.85     | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $71789.90     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $6180.70      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54441.82     | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15259.23     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71152.13     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                        | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129317.09    | 0.02%             | 2033-04-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20043.51     | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      75000 | PA      | $68964.60     | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017240.62   | 0.13%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     270000 | PA      | $270008.99    | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      44000 | PA      | $48321.04     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                       | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90458.53     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1485381.37   | 0.19%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16287.17     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88650.81     | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1827508.44   | 0.23%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     140000 | PA      | $130658.61    | 0.02%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $198388.79    | 0.02%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $131717.29    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                           | SIX FLAGS ENT                      | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5094.04      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $27494.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5108.10      | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     229000 | PA      | $244017.46    | 0.03%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     105000 | PA      | $107498.04    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     190000 | PA      | $121177.06    | 0.02%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10510.61     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5083.38      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10595.34     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                                            | STONEPEAK NILE                     | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5249.86      | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (PERU)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     590000 | NC      | $-5982.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     685000 | PA      | $693570.57    | 0.09%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77521.14     | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                          | VICTORIA POWER N                   | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $983870.00    | 0.12%             | 2029-03-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1158027.10   | 0.15%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     351000 | PA      | $352442.63    | 0.04%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -8 | NC      | $25963.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       4000 | PA      | $4036.91      | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     350000 | PA      | $362154.06    | 0.05%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     827000 | PA      | $847222.73    | 0.11%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     650000 | PA      | $606361.58    | 0.08%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      18000 | PA      | $18741.98     | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10238.09     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $879570.31    | 0.11%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      39000 | PA      | $29056.41     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5118.60      | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     702000 | PA      | $755542.53    | 0.09%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      61000 | PA      | $57068.59     | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                     | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     816000 | PA      | $934094.90    | 0.12%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76356.30     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     142000 | PA      | $145789.02    | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     116000 | PA      | $114306.69    | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     500000 | PA      | $495830.31    | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43935.36     | 0.01%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     125000 | PA      | $107369.74    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $36740.46     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                    | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $472976.35    | 0.06%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                   | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1315000 | PA      | $1329241.73   | 0.17%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-363.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perth Airport Pty Ltd                                                            | PERTH AIRPORT                      | CUSIP: N/A<br>LEI: 254900HDCDZOD6A9E060       | Long             | DBT              | CORP              | AU        |    2810000 | PA      | $1855872.42   | 0.23%             | 2031-03-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                     | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     593000 | PA      | $577132.66    | 0.07%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      75000 | PA      | $52616.53     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3084.36      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL                   | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     330000 | PA      | $276090.76    | 0.03%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1116879.69   | 0.14%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                       | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283676.25    | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     270000 | PA      | $270510.80    | 0.03%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      11083 | PA      | $11083.49     | 0.00%             | 2028-10-23      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                    | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |      55000 | PA      | $52431.08     | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1245300.36   | 0.16%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    3200000 | PA      | $3483252.81   | 0.44%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68789.40     | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XCP9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      30000 | PA      | $22775.44     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     165000 | PA      | $142023.03    | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                     | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     340000 | PA      | $332796.23    | 0.04%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     835000 | PA      | $797308.42    | 0.10%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     130000 | PA      | $78976.07     | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $571.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5081.64      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29747.73     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $336582.77    | 0.04%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2599000 | PA      | $2572197.81   | 0.32%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149788.78    | 0.02%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     153000 | PA      | $160797.62    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     260000 | PA      | $244969.15    | 0.03%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      80000 | PA      | $69210.04     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     215000 | PA      | $206385.23    | 0.03%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     950000 | PA      | $923994.08    | 0.12%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                    | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     300000 | PA      | $242961.53    | 0.03%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                      | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      68000 | PA      | $61848.15     | 0.01%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     374000 | PA      | $386730.61    | 0.05%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1494803.79   | 0.19%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $150070.82    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -26 | NC      | $5973.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $114744.57    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     451000 | PA      | $456006.96    | 0.06%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $245521.09    | 0.03%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98087.30     | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         33 | NC      | $-1712.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5196.41      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     134000 | PA      | $133694.44    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67322.19     | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     294000 | PA      | $285217.13    | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250801               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-210.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69117.09     | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154184.35    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25394.57     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     584000 | PA      | $604681.98    | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC                   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $197955.15    | 0.02%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     248000 | PA      | $208106.41    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12541.06     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94687.47     | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP                   | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $2000021.01   | 0.25%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250805               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1069.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                           | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |    1000000 | PA      | $1123487.44   | 0.14%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $63643.86     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                      | BARRY CALLE SVCS                   | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |     500000 | PA      | $574712.20    | 0.07%             | 2028-02-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35216.72     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $2435393.47   | 0.31%             | 2035-06-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6011.99      | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6189.23      | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      59000 | PA      | $52724.22     | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $223193.89    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    2100000 | PA      | $2402979.58   | 0.30%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250804               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-287737.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                         | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $353804.63    | 0.04%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      65000 | PA      | $68429.66     | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $791101.10    | 0.10%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1838159.92   | 0.23%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10164.04     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5133.98      | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      48000 | PA      | $49639.76     | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1142792.25   | 0.14%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | SAAVI ENERGIA                      | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     790000 | PA      | $823778.78    | 0.10%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      42000 | PA      | $35178.37     | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170499.96    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      27000 | PA      | $22554.11     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     977000 | PA      | $998142.89    | 0.13%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     635000 | PA      | $652746.68    | 0.08%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $184687.11    | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $202906.82    | 0.03%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    2400000 | PA      | $2707647.73   | 0.34%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      34000 | PA      | $34608.45     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     415000 | PA      | $415427.33    | 0.05%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $553828.98    | 0.07%             | 2028-01-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98827.97     | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     255000 | PA      | $235621.47    | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41969.55     | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1822779.17   | 0.23%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      14000 | PA      | $14449.41     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $215798.96    | 0.03%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25465.63     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     220000 | PA      | $185505.85    | 0.02%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     104000 | PA      | $103646.84    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                   | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $223924.94    | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3624 | PA      | $3632.87      | 0.00%             | 2031-04-23      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211060.72    | 0.03%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $329938.47    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5110.97      | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9067.02      | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                   | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $100582.46    | 0.01%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      50000 | PA      | $29401.94     | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     300000 | PA      | $356436.20    | 0.04%             | 2029-08-21      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUN INC                     | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92700.88     | 0.01%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | US 6-7 NOTE FRI W1Aug25C           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        122 | NC      | $32406.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      74000 | PA      | $60980.03     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-25

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer