# EDGAR Filing Document

**Accession Number:** 0000912763
**File Stem:** 0000912763-26-000008
**Filing Date:** 2026-4
**Character Count:** 658843
**Document Hash:** 2b4f4b1ab3255e0eac371c64a3804c3a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000912763-26-000008.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0000912763-26-000008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20261130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Total Return Series, Inc.
- **CENTRAL INDEX KEY:** 0000912763

**ORGANIZATION NAME:**
- **EIN:** 256429335
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07115
- **FILM NUMBER:** 26886154

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED TOTAL RETURN SERIES INC
- **DATE OF NAME CHANGE:** 19950407

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSIGHT INSTITUTIONAL SERIES INC
- **DATE OF NAME CHANGE:** 19940118

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC INVESTMENT SERIES INC
- **DATE OF NAME CHANGE:** 19931019

## Series and Classes Contracts Data

### Federated Hermes Total Return Bond Fund (Series ID: S000010897)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000030199 | Service Shares       | FTRFX           |
| C000030200 | Class A Shares       | TLRAX           |
| C000030202 | Class C Shares       | TLRCX           |
| C000030203 | Class R Shares       | FTRKX           |
| C000030204 | Institutional Shares | FTRBX           |
| C000157740 | Class R6 Shares      | FTRLX           |
| C000188115 | Class T Shares       |  |

## Nport-Ex

Federated Hermes Total Return Bond Fund

Portfolio of Investments

February 28, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount, Shares** <br>**or Contracts**<br>|  | **Value** |
|  | U.S. TREASURIES—32.9% |  |
|  | **U.S. Treasury Bonds—7.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; $4845000 | United States Treasury Bond, 2.250%, 8/15/2049 | &nbsp;&nbsp; $3161036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13420000 | United States Treasury Bond, 2.375%, 11/15/2049 | &nbsp;&nbsp; 8968653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215000 | United States Treasury Bond, 2.500%, 2/15/2045 | &nbsp;&nbsp; 157771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | United States Treasury Bond, 2.500%, 2/15/2046 | &nbsp;&nbsp; 180611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | United States Treasury Bond, 2.500%, 5/15/2046 | &nbsp;&nbsp; 251963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | United States Treasury Bond, 2.750%, 11/15/2047 | &nbsp;&nbsp; 6652327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | United States Treasury Bond, 2.875%, 5/15/2043 | &nbsp;&nbsp; 7212790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2380000 | United States Treasury Bond, 2.875%, 8/15/2045 | &nbsp;&nbsp; 1849706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10400000 | United States Treasury Bond, 2.875%, 5/15/2049 | &nbsp;&nbsp; 7744267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | United States Treasury Bond, 3.000%, 5/15/2042 | &nbsp;&nbsp; 1660517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | United States Treasury Bond, 3.000%, 11/15/2045 | &nbsp;&nbsp; 632775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | United States Treasury Bond, 3.000%, 2/15/2047 | &nbsp;&nbsp; 1561118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850000 | United States Treasury Bond, 3.000%, 8/15/2048 | &nbsp;&nbsp; 652732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950000 | United States Treasury Bond, 3.125%, 8/15/2044 | &nbsp;&nbsp; 777910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3215000 | United States Treasury Bond, 3.125%, 5/15/2048 | &nbsp;&nbsp; 2531363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2885000 | United States Treasury Bond, 3.750%, 8/15/2041 | &nbsp;&nbsp; 2674655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69000000 | United States Treasury Bond, 3.875%, 2/15/2043 | &nbsp;&nbsp; 63925761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406385000 | United States Treasury Bond, 4.125%, 8/15/2053 | &nbsp;&nbsp; 372841454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421570000 | United States Treasury Bond, 4.250%, 2/15/2054 | &nbsp;&nbsp; 394915394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7890000 | United States Treasury Bond, 4.250%, 8/15/2054 | &nbsp;&nbsp; 7393177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30000000 | United States Treasury Bond, 4.375%, 8/15/2043 | &nbsp;&nbsp; 29509506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3100000 | United States Treasury Bond, 4.500%, 2/15/2036 | &nbsp;&nbsp; 3250156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Bond, 4.625%, 5/15/2054 | &nbsp;&nbsp; 4984362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70000000 | United States Treasury Bond, 4.625%, 11/15/2055 | &nbsp;&nbsp; 69890625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72000000 | United States Treasury Bond, 4.625%, 2/15/2055 | &nbsp;&nbsp; 71808754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Bond, 4.750%, 5/15/2055 | &nbsp;&nbsp; 5089294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22000000 | United States Treasury Bond, 4.750%, 8/15/2055 | &nbsp;&nbsp; 22407084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20000000 | United States Treasury Bond, 4.750%, 2/15/2056 | &nbsp;&nbsp; 20381250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Bond, 5.250%, 11/15/2028 | &nbsp;&nbsp; 5236790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp; 1118303801 |
|  | **U.S. Treasury Inflation-Protected Notes—1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344038 | U.S. Treasury Inflation-Protected Notes, 0.750%, 2/15/2045 | &nbsp;&nbsp; 260207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64541200 | U.S. Treasury Inflation-Protected Notes, 1.625%, 4/15/2030 | &nbsp;&nbsp; 65878511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78223075 | U.S. Treasury Inflation-Protected Notes, 1.875%, 7/15/2035 | &nbsp;&nbsp; 79853995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145992713 |
|  | **U.S. Treasury Notes—24.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12000000<br><sup>1</sup> <br>| United States Treasury Note, 0.375%, 7/31/2027 | &nbsp;&nbsp; 11494370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10410000 | United States Treasury Note, 0.375%, 9/30/2027 | &nbsp;&nbsp; 9925829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5400000 | United States Treasury Note, 0.500%, 4/30/2027 | &nbsp;&nbsp; 5218041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500000 | United States Treasury Note, 0.500%, 10/31/2027 | &nbsp;&nbsp; 1429707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | United States Treasury Note, 1.125%, 2/28/2027 | &nbsp;&nbsp; 683622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | United States Treasury Note, 1.125%, 2/29/2028 | &nbsp;&nbsp; 956546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | United States Treasury Note, 1.250%, 4/30/2028 | &nbsp;&nbsp; 8601636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270000 | United States Treasury Note, 1.625%, 5/15/2026 | &nbsp;&nbsp; 268831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180000 | United States Treasury Note, 2.375%, 5/15/2027 | &nbsp;&nbsp; 177616 |

---

**1**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | U.S. TREASURIES—continued |  |
|  | **U.S. Treasury Notes—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; $23300000 | United States Treasury Note, 2.375%, 3/31/2029 | &nbsp;&nbsp; $22602820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | United States Treasury Note, 2.375%, 5/15/2029 | &nbsp;&nbsp; 96879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130000 | United States Treasury Note, 2.625%, 2/15/2029 | &nbsp;&nbsp; 127187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4800000<br><sup>1</sup> <br>| United States Treasury Note, 2.750%, 2/15/2028 | &nbsp;&nbsp; 4742311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56000000 | United States Treasury Note, 2.750%, 5/31/2029 | &nbsp;&nbsp; 54866924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12695000 | United States Treasury Note, 3.125%, 8/31/2027 | &nbsp;&nbsp; 12636809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30000000 | United States Treasury Note, 3.500%, 9/30/2027 | &nbsp;&nbsp; 30032715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000000 | United States Treasury Note, 3.500%, 1/31/2028 | &nbsp;&nbsp; 50096620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | United States Treasury Note, 3.500%, 4/30/2028 | &nbsp;&nbsp; 10021194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207000000 | United States Treasury Note, 3.500%, 1/15/2029 | &nbsp;&nbsp; 207630708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22500000 | United States Treasury Note, 3.500%, 9/30/2029 | &nbsp;&nbsp; 22547846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35000000 | United States Treasury Note, 3.500%, 2/28/2031 | &nbsp;&nbsp; 34972658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37250000 | United States Treasury Note, 3.625%, 5/31/2028 | &nbsp;&nbsp; 37434198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50000000 | United States Treasury Note, 3.625%, 9/30/2030 | &nbsp;&nbsp; 50261550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70000000 | United States Treasury Note, 3.625%, 10/31/2030 | &nbsp;&nbsp; 70344897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28000000 | United States Treasury Note, 3.625%, 12/31/2030 | &nbsp;&nbsp; 28132373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13000000 | United States Treasury Note, 3.625%, 9/30/2031 | &nbsp;&nbsp; 13021489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | United States Treasury Note, 3.750%, 6/30/2027 | &nbsp;&nbsp; 7528027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10325000 | United States Treasury Note, 3.750%, 5/15/2028 | &nbsp;&nbsp; 10402961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268000000 | United States Treasury Note, 3.750%, 8/31/2031 | &nbsp;&nbsp; 270193098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80000000 | United States Treasury Note, 3.750%, 2/28/2033 | &nbsp;&nbsp; 80137504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126000000<br><sup>1</sup> <br>| United States Treasury Note, 3.875%, 3/15/2028 | &nbsp;&nbsp; 127206652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17550000 | United States Treasury Note, 3.875%, 7/15/2028 | &nbsp;&nbsp; 17743699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3690000 | United States Treasury Note, 3.875%, 4/30/2030 | &nbsp;&nbsp; 3746714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11500000 | United States Treasury Note, 3.875%, 6/30/2030 | &nbsp;&nbsp; 11678023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19130000 | United States Treasury Note, 4.000%, 2/28/2030 | &nbsp;&nbsp; 19508747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33000000 | United States Treasury Note, 4.000%, 3/31/2030 | &nbsp;&nbsp; 33663920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1055000000 | United States Treasury Note, 4.000%, 11/15/2035 | &nbsp;&nbsp; 1058956250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93000000 | United States Treasury Note, 4.125%, 11/15/2027 | &nbsp;&nbsp; 94084780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145000000 | United States Treasury Note, 4.125%, 10/31/2029 | &nbsp;&nbsp; 148383734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42000000 | United States Treasury Note, 4.125%, 11/30/2029 | &nbsp;&nbsp; 42991166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104820000 | United States Treasury Note, 4.125%, 7/31/2031 | &nbsp;&nbsp; 107673148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739000000 | United States Treasury Note, 4.125%, 10/31/2031 | &nbsp;&nbsp; 758650084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | United States Treasury Note, 4.125%, 3/31/2032 | &nbsp;&nbsp; 9235984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Note, 4.250%, 6/30/2029 | &nbsp;&nbsp; 5130078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240800000<br><sup>1</sup> <br>| United States Treasury Note, 4.250%, 11/15/2034 | &nbsp;&nbsp; 247415450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10500000 | United States Treasury Note, 4.250%, 5/15/2035 | &nbsp;&nbsp; 10770703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72500000 | United States Treasury Note, 4.375%, 12/31/2029 | &nbsp;&nbsp; 74876753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12000000 | United States Treasury Note, 4.375%, 1/31/2032 | &nbsp;&nbsp; 12475744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | United States Treasury Note, 4.625%, 9/30/2028 | &nbsp;&nbsp; 5151953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500000 | United States Treasury Note, 4.625%, 9/30/2030 | &nbsp;&nbsp; 2617304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp; 3848547852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURIES <br>(IDENTIFIED COST $5,070,450,248)<br>| &nbsp;&nbsp;&nbsp; 5112844366 |
|  | CORPORATE BONDS—23.4% |  |
|  | **Basic Industry - Chemicals—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8755000 | RPM International, Inc., Sr. Unsecd. Note, 5.250%, 6/1/2045 | &nbsp;&nbsp; 8504278 |
|  | **Basic Industry - Metals & Mining—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8960000 | Anglo American Capital PLC, Sr. Unsecd. Note, 144A, 2.875%, 3/17/2031 | &nbsp;&nbsp; 8414288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600000 | Anglo American Capital PLC, Sr. Unsecd. Note, 144A, 6.000%, 4/5/2054 | &nbsp;&nbsp; 2676027 |

---

**2**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Basic Industry - Metals & Mining—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4420000 | Anglogold Ashanti Holdings PLC, Sr. Note, 6.500%, 4/15/2040 | &nbsp;&nbsp; $4751526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10330000 | Freeport-McMoRan, Inc., Sr. Unsecd. Note, 5.400%, 11/14/2034 | &nbsp;&nbsp; 10813362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1830000<br><sup>2</sup> <br>| Glencore Funding LLC, 144A, 5.893%, 4/4/2054 | &nbsp;&nbsp; 1877388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6692000 | Glencore Funding LLC, Sr. Unsecd. Note, 144A, 1.625%, 4/27/2026 | &nbsp;&nbsp; 6666578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3344000 | Glencore Funding LLC, Sr. Unsecd. Note, 144A, 3.375%, 9/23/2051 | &nbsp;&nbsp; 2302574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4034000 | Southern Copper Corp., Sr. Unsecd. Note, 6.750%, 4/16/2040 | &nbsp;&nbsp; 4636659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8000000 | Steel Dynamics, Inc., Sr. Unsecd. Note, 5.375%, 8/15/2034 | &nbsp;&nbsp; 8317596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50455998 |
|  | **Basic Industry - Paper—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10775000<br><sup>2</sup> <br>| Smurfit Kappa Treasury Unlimited Co., Sr. Unsecd. Note, 5.777%, 4/3/2054 | &nbsp;&nbsp; 10917581 |
|  | **Capital Goods - Aerospace & Defense—0.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7700000 | Airbus Group SE, Sr. Unsecd. Note, 144A, 3.150%, 4/10/2027 | &nbsp;&nbsp; 7659124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10345000 | BAE Systems PLC, Sr. Unsecd. Note, 144A, 3.000%, 9/15/2050 | &nbsp;&nbsp; 7116746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | BAE Systems PLC, Sr. Unsecd. Note, 144A, 5.300%, 3/26/2034 | &nbsp;&nbsp; 10532162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4065000 | Boeing Co., Sr. Unsecd. Note, 2.700%, 2/1/2027 | &nbsp;&nbsp; 4022328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9035000 | Boeing Co., Sr. Unsecd. Note, 2.950%, 2/1/2030 | &nbsp;&nbsp; 8670154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | Boeing Co., Sr. Unsecd. Note, 3.625%, 2/1/2031 | &nbsp;&nbsp; 7287526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2340000 | Boeing Co., Sr. Unsecd. Note, 3.950%, 8/1/2059 | &nbsp;&nbsp; 1679159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3935000<br><sup>2</sup> <br>| Boeing Co., Sr. Unsecd. Note, 6.528%, 5/1/2034 | &nbsp;&nbsp; 4413213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7455000 | Boeing Co., Sr. Unsecd. Note, 6.858%, 5/1/2054 | &nbsp;&nbsp; 8555287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5940000 | General Dynamics Corp., Sr. Unsecd. Note, 1.150%, 6/1/2026 | &nbsp;&nbsp; 5900973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11397000 | HEICO Corp., Sr. Unsecd. Note, 5.350%, 8/1/2033 | &nbsp;&nbsp; 11966039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7127000 | Huntington Ingalls Industries, Inc., Sr. Unsecd. Note, 3.483%, 12/1/2027 | &nbsp;&nbsp; 7074120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9870000 | Leidos, Inc., Sr. Unsecd. Note, Series WI, 4.375%, 5/15/2030 | &nbsp;&nbsp; 9908270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9221000 | Lockheed Martin Corp., Sr. Unsecd. Note, 4.750%, 2/15/2034 | &nbsp;&nbsp; 9478902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9119000 | Northrop Grumman Corp., Sr. Unsecd. Note, 4.700%, 3/15/2033 | &nbsp;&nbsp; 9318734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6645000 | Northrop Grumman Corp., Sr. Unsecd. Note, 5.250%, 7/15/2035 | &nbsp;&nbsp; 6958415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12333000 | RTX Corp., Sr. Unsecd. Note, 5.150%, 2/27/2033 | &nbsp;&nbsp; 12910263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5163000 | Textron, Inc., Sr. Unsecd. Note, 2.450%, 3/15/2031 | &nbsp;&nbsp; 4743984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138195399 |
|  | **Capital Goods - Building Materials—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6532000 | Allegion US Holdings Co., Inc., Sr. Unsecd. Note, 3.550%, 10/1/2027 | &nbsp;&nbsp; 6489638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2305000 | Carrier Global Corp., Sr. Unsecd. Note, 6.200%, 3/15/2054 | &nbsp;&nbsp; 2538308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9027946 |
|  | **Capital Goods - Construction Machinery—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3200000 | Ashtead Capital, Inc., Sr. Unsecd. Note, 144A, 5.800%, 4/15/2034 | &nbsp;&nbsp; 3387747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69000 | Caterpillar, Inc., Deb., 5.300%, 9/15/2035 | &nbsp;&nbsp; 73861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295000 | Caterpillar, Inc., Sr. Unsecd. Note, 3.250%, 9/19/2049 | &nbsp;&nbsp; 215037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10175000 | CNH Industrial Capital America LLC, Sr. Unsecd. Note, 4.375%, 3/7/2031 | &nbsp;&nbsp; 10170676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7570000 | John Deere Capital Corp., Sr. Unsecd. Note, Series MTN, 2.800%, 7/18/2029 | &nbsp;&nbsp; 7338898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2924000 | John Deere Capital Corp., Sr. Unsecd. Note, Series MTN, 3.450%, 3/7/2029 | &nbsp;&nbsp; 2900972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6015000 | John Deere Capital Corp., Sr. Unsecd. Note, Series MTN1, 5.050%, 6/12/2034 | &nbsp;&nbsp; 6269883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30357074 |
|  | **Capital Goods - Diversified Manufacturing—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4180000 | Honeywell International, Inc., Sr. Unsecd. Note, 2.800%, 6/1/2050 | &nbsp;&nbsp; 2835097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3940000 | Honeywell International, Inc., Sr. Unsecd. Note, 4.500%, 1/15/2034 | &nbsp;&nbsp; 3963256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2845000 | Ingersoll-Rand, Inc., Sr. Unsecd. Note, 5.450%, 6/15/2034 | &nbsp;&nbsp; 2989220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2655000 | Ingersoll-Rand, Inc., Sr. Unsecd. Note, 5.700%, 6/15/2054 | &nbsp;&nbsp; 2701871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13027000 | Parker-Hannifin Corp., Sr. Unsecd. Note, 3.250%, 6/14/2029 | &nbsp;&nbsp; 12776272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1645000 | Valmont Industries, Inc., Sr. Unsecd. Note, 5.000%, 10/1/2044 | &nbsp;&nbsp; 1528307 |

---

**3**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Capital Goods - Diversified Manufacturing—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6680000 | Valmont Industries, Inc., Sr. Unsecd. Note, 5.250%, 10/1/2054 | &nbsp;&nbsp; $6435859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33229882 |
|  | **Capital Goods - Environmental—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Republic Services, Inc., Sr. Unsecd. Note, 2.375%, 3/15/2033 | &nbsp;&nbsp; 4429840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Republic Services, Inc., Sr. Unsecd. Note, 4.875%, 4/1/2029 | &nbsp;&nbsp; 5141842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Waste Connections, Inc., Sr. Unsecd. Note, 2.600%, 2/1/2030 | &nbsp;&nbsp; 4766180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Waste Connections, Inc., Sr. Unsecd. Note, 4.200%, 1/15/2033 | &nbsp;&nbsp; 4951020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6470000<br><sup>2</sup> <br>| Waste Connections, Inc., Sr. Unsecd. Note, 5.250%, 9/1/2035 | &nbsp;&nbsp; 6784193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26073075 |
|  | **Capital Goods - Packaging—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6205000 | WRKCo, Inc., Sr. Unsecd. Note, Series WI, 4.000%, 3/15/2028 | &nbsp;&nbsp; 6218719 |
|  | **Communications - Cable & Satellite—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8000000 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp., Sec. Fac. Bond, <br> 4.800%, 3/1/2050<br>| &nbsp;&nbsp; 6101696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10195000 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp., Term Loan - 1st Lien, <br> 3.900%, 6/1/2052<br>| &nbsp;&nbsp; 6715115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3060000 | Comcast Corp., Sr. Unsecd. Note, 2.800%, 1/15/2051 | &nbsp;&nbsp; 1830969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4070000 | Comcast Corp., Sr. Unsecd. Note, 3.300%, 2/1/2027 | &nbsp;&nbsp; 4054680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485000 | Comcast Corp., Sr. Unsecd. Note, 3.450%, 2/1/2050 | &nbsp;&nbsp; 334021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2325000 | Comcast Corp., Sr. Unsecd. Note, 3.750%, 4/1/2040 | &nbsp;&nbsp; 1962553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | Comcast Corp., Sr. Unsecd. Note, 3.900%, 3/1/2038 | &nbsp;&nbsp; 355951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6525000 | Comcast Corp., Sr. Unsecd. Note, 4.250%, 1/15/2033 | &nbsp;&nbsp; 6465058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580000 | Comcast Corp., Sr. Unsecd. Note, 4.400%, 8/15/2035 | &nbsp;&nbsp; 563218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Comcast Corp., Sr. Unsecd. Note, 4.950%, 10/15/2058 | &nbsp;&nbsp; 2579051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8765000<br><sup>2</sup> <br>| Comcast Corp., Sr. Unsecd. Note, 5.350%, 5/15/2053 | &nbsp;&nbsp; 8081200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10076000 | Comcast Corp., Sr. Unsecd. Note, 144A, 5.168%, 1/15/2037 | &nbsp;&nbsp; 10149287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | NBCUniversal Media LLC, Sr. Unsecd. Note, 5.950%, 4/1/2041 | &nbsp;&nbsp; 3130475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5262000 | Time Warner Cable, Inc., Co. Guarantee, 5.500%, 9/1/2041 | &nbsp;&nbsp; 4710939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250000 | Time Warner Cable, Inc., Sr. Unsecd. Note, 4.500%, 9/15/2042 | &nbsp;&nbsp; 987455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58021668 |
|  | **Communications - Media & Entertainment—0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4040000 | AppLovin Corp., Sr. Unsecd. Note, 5.500%, 12/1/2034 | &nbsp;&nbsp; 4120699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2860000 | AppLovin Corp., Sr. Unsecd. Note, 5.950%, 12/1/2054 | &nbsp;&nbsp; 2750373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7800000 | Meta Platforms, Inc., Sr. Unsecd. Note, 3.500%, 8/15/2027 | &nbsp;&nbsp; 7795384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7250000 | Meta Platforms, Inc., Sr. Unsecd. Note, 3.850%, 8/15/2032 | &nbsp;&nbsp; 7101096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5725000 | Meta Platforms, Inc., Sr. Unsecd. Note, 4.450%, 8/15/2052 | &nbsp;&nbsp; 4702624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10930000 | Meta Platforms, Inc., Sr. Unsecd. Note, 4.875%, 11/15/2035 | &nbsp;&nbsp; 11042984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11505000 | Meta Platforms, Inc., Sr. Unsecd. Note, 5.550%, 8/15/2064 | &nbsp;&nbsp; 10848796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Netflix, Inc., Sr. Unsecd. Note, 4.875%, 4/15/2028 | &nbsp;&nbsp; 10231530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Omnicom Group, Inc., Sr. Unsecd. Note, 2.600%, 8/1/2031 | &nbsp;&nbsp; 6381650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11190000 | Omnicom Group, Inc., Sr. Unsecd. Note, 5.300%, 6/2/2036 | &nbsp;&nbsp; 11111917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8445000 | Walt Disney Co., Sr. Unsecd. Note, 3.600%, 1/13/2051 | &nbsp;&nbsp; 6350474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3155000 | Walt Disney Co., Sr. Unsecd. Note, 3.800%, 5/13/2060 | &nbsp;&nbsp; 2339670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84777197 |
|  | **Communications - Telecom Wireless—0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8180000 | America Movil S.A.B. de C.V., Sr. Unsecd. Note, 2.875%, 5/7/2030 | &nbsp;&nbsp; 7773750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9100000 | America Movil S.A.B. de C.V., Sr. Unsecd. Note, 5.000%, 1/20/2033 | &nbsp;&nbsp; 9355437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000000 | American Tower Corp., Sr. Unsecd. Note, 2.100%, 6/15/2030 | &nbsp;&nbsp; 5511010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5090000 | American Tower Corp., Sr. Unsecd. Note, 2.700%, 4/15/2031 | &nbsp;&nbsp; 4730525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4705000 | American Tower Corp., Sr. Unsecd. Note, 3.100%, 6/15/2050 | &nbsp;&nbsp; 3165138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | American Tower Corp., Sr. Unsecd. Note, 5.550%, 7/15/2033 | &nbsp;&nbsp; 4225070 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Communications - Telecom Wireless—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6925000 | Crown Castle, Inc., Sr. Unsecd. Note, 3.250%, 1/15/2051 | &nbsp;&nbsp; $4668576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6360000 | Orange S.A., Sr. Unsecd. Note, 144A, 5.000%, 1/13/2036 | &nbsp;&nbsp; 6390384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3210000<br><sup>2</sup> <br>| Orange S.A., Sr. Unsecd. Note, 144A, 5.750%, 1/13/2056 | &nbsp;&nbsp; 3309777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64000 | Telfon Celuar Del Paraguay, Sr. Unsecd. Note, REGS, 5.875%, 4/15/2027 | &nbsp;&nbsp; 64020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4608000 | T-Mobile USA, Inc., Series WI, 3.000%, 2/15/2041 | &nbsp;&nbsp; 3509098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6600000 | T-Mobile USA, Inc., Series WI, 3.875%, 4/15/2030 | &nbsp;&nbsp; 6550497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5610000 | T-Mobile USA, Inc., Sr. Unsecd. Note, 2.625%, 4/15/2026 | &nbsp;&nbsp; 5600010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13445000 | T-Mobile USA, Inc., Sr. Unsecd. Note, 5.050%, 7/15/2033 | &nbsp;&nbsp; 13873027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4095000 | T-Mobile USA, Inc., Sr. Unsecd. Note, 5.650%, 1/15/2053 | &nbsp;&nbsp; 4018617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Vodafone Group PLC, Sr. Unsecd. Note, 4.250%, 9/17/2050 | &nbsp;&nbsp; 3214674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10335000 | Vodafone Group PLC, Sr. Unsecd. Note, 5.750%, 6/28/2054 | &nbsp;&nbsp; 10201756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96161366 |
|  | **Communications - Telecom Wirelines—0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8590000 | AT&T, Inc., Sr. Unsecd. Note, 3.500%, 6/1/2041 | &nbsp;&nbsp; 6898471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4035000 | AT&T, Inc., Sr. Unsecd. Note, 3.800%, 12/1/2057 | &nbsp;&nbsp; 2833388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1940000 | AT&T, Inc., Sr. Unsecd. Note, 3.850%, 6/1/2060 | &nbsp;&nbsp; 1356485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14300000 | AT&T, Inc., Sr. Unsecd. Note, 4.700%, 8/15/2030 | &nbsp;&nbsp; 14665338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10225000 | AT&T, Inc., Sr. Unsecd. Note, 4.900%, 11/1/2035 | &nbsp;&nbsp; 10248978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100000 | AT&T, Inc., Sr. Unsecd. Note, 5.450%, 3/1/2047 | &nbsp;&nbsp; 2023885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10370000 | AT&T, Inc., Sr. Unsecd. Note, 6.000%, 4/30/2056 | &nbsp;&nbsp; 10467978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4550000 | AT&T, Inc., Sr. Unsecd. Note, 6.375%, 3/1/2041 | &nbsp;&nbsp; 4956712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4160000 | AT&T, Inc., Sr. Unsecd. Note, Series WI, 5.300%, 8/15/2058 | &nbsp;&nbsp; 3638131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7995000 | Verizon Communications, Inc., Sr. Unsecd. Note, 3.400%, 3/22/2041 | &nbsp;&nbsp; 6370394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870000 | Verizon Communications, Inc., Sr. Unsecd. Note, 4.000%, 3/22/2050 | &nbsp;&nbsp; 685727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4090000 | Verizon Communications, Inc., Sr. Unsecd. Note, 4.125%, 8/15/2046 | &nbsp;&nbsp; 3355080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6607000 | Verizon Communications, Inc., Sr. Unsecd. Note, 4.780%, 2/15/2035 | &nbsp;&nbsp; 6580805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10620000 | Verizon Communications, Inc., Sr. Unsecd. Note, 5.000%, 1/15/2036 | &nbsp;&nbsp; 10671198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8775000 | Verizon Communications, Inc., Sr. Unsecd. Note, 5.875%, 11/30/2055 | &nbsp;&nbsp; 8839911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1522000<br><sup>2</sup> <br>| Verizon Communications, Inc., Sr. Unsecd. Note, Series WI, 2.987%, 10/30/2056 | &nbsp;&nbsp; 928574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94521055 |
|  | **Consumer Cyclical - Automotive—0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7595000 | Daimler Trucks Financial NA, Sr. Unsecd. Note, 144A, 2.000%, 12/14/2026 | &nbsp;&nbsp; 7488941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2285000 | Daimler Trucks Financial NA, Sr. Unsecd. Note, 144A, 2.375%, 12/14/2028 | &nbsp;&nbsp; 2188318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10310000 | Ford Motor Credit Co. LLC, Sr. Unsecd. Note, 5.753%, 4/6/2033 | &nbsp;&nbsp; 10509630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000<br><sup>2</sup> <br>| Ford Motor Credit Co. LLC, Sr. Unsecd. Note, 6.500%, 2/7/2035 | &nbsp;&nbsp; 5244021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3855000 | Ford Motor Credit Co. LLC, Sr. Unsecd. Note, 6.798%, 11/7/2028 | &nbsp;&nbsp; 4064260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | General Motors Co., Sr. Unsecd. Note, 5.150%, 4/1/2038 | &nbsp;&nbsp; 253661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2210000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 5.450%, 9/6/2034 | &nbsp;&nbsp; 2269302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9890000<br><sup>2</sup> <br>| General Motors Financial Co., Inc., Sr. Unsecd. Note, 5.450%, 1/8/2036 | &nbsp;&nbsp; 10065632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2345000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 5.750%, 2/8/2031 | &nbsp;&nbsp; 2477651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5240000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 6.400%, 1/9/2033 | &nbsp;&nbsp; 5704631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10335000 | Hyundai Capital America, Sr. Unsecd. Note, 144A, 5.300%, 1/8/2029 | &nbsp;&nbsp; 10667462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7643000 | Hyundai Capital America, Sr. Unsecd. Note, 144A, 5.680%, 6/26/2028 | &nbsp;&nbsp; 7898803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7300000 | Mercedes-Benz Finance NA LLC, Sr. Unsecd. Note, 144A, 5.250%, 11/29/2027 | &nbsp;&nbsp; 7478975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600000 | Mercedes-Benz Finance NA LLC, Unsecd. Note, 144A, 4.800%, 3/30/2026 | &nbsp;&nbsp; 2602282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78913569 |
|  | **Consumer Cyclical - Leisure—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9130000 | Royal Caribbean Cruises Ltd., Sr. Unsecd. Note, 5.250%, 2/27/2038 | &nbsp;&nbsp; 9148270 |
|  | **Consumer Cyclical - Retailers—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2895000 | Advance Auto Parts, Inc., Sr. Unsecd. Note, 1.750%, 10/1/2027 | &nbsp;&nbsp; 2766652 |

---

**5**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Consumer Cyclical - Retailers—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8235000 | Advance Auto Parts, Inc., Sr. Unsecd. Note, Series WI, 3.900%, 4/15/2030 | &nbsp;&nbsp; $7698895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12340000 | AutoZone, Inc., Sr. Unsecd. Note, 5.400%, 7/15/2034 | &nbsp;&nbsp; 12898491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10306000 | Costco Wholesale Corp., Sr. Unsecd. Note, 1.375%, 6/20/2027 | &nbsp;&nbsp; 10017814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | Home Depot, Inc., 5.300%, 6/25/2054 | &nbsp;&nbsp; 8733242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3705000 | Home Depot, Inc., Sr. Unsecd. Note, 2.700%, 4/15/2030 | &nbsp;&nbsp; 3539745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3800000 | Home Depot, Inc., Sr. Unsecd. Note, 2.950%, 6/15/2029 | &nbsp;&nbsp; 3706002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6250000 | Home Depot, Inc., Sr. Unsecd. Note, 4.950%, 6/25/2034 | &nbsp;&nbsp; 6461908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55822749 |
|  | **Consumer Cyclical - Services—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9550000 | Amazon.com, Inc., Sr. Unsecd. Note, 2.875%, 5/12/2041 | &nbsp;&nbsp; 7338919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14000000 | Amazon.com, Inc., Sr. Unsecd. Note, 3.100%, 5/12/2051 | &nbsp;&nbsp; 9515189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5030000 | Amazon.com, Inc., Sr. Unsecd. Note, 3.150%, 8/22/2027 | &nbsp;&nbsp; 5000850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Amazon.com, Inc., Sr. Unsecd. Note, 3.875%, 8/22/2037 | &nbsp;&nbsp; 4633003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100000 | Boston University, Sr. Unsecd. Note, Series MTNA, 7.625%, 7/15/2097 | &nbsp;&nbsp; 2237948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4475000 | Sodexo, Inc., Sr. Secd. Note, 144A, 5.800%, 8/15/2035 | &nbsp;&nbsp; 4713091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6320000 | Uber Technologies, Inc., Sr. Unsecd. Note, 4.300%, 1/15/2030 | &nbsp;&nbsp; 6358653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3325000 | Uber Technologies, Inc., Sr. Unsecd. Note, 4.800%, 9/15/2035 | &nbsp;&nbsp; 3311487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2340000 | University of Southern California, Sr. Unsecd. Note, 5.250%, 10/1/2111 | &nbsp;&nbsp; 2271165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45380305 |
|  | **Consumer Non-Cyclical - Food/Beverage—1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870000 | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., Sr. Unsecd. Note, 4.700%, 2/1/2036 | &nbsp;&nbsp; 872575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1390000 | Anheuser-Busch InBev Finance, Inc., Sr. Unsecd. Note, 4.900%, 2/1/2046 | &nbsp;&nbsp; 1304199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8460000 | Anheuser-Busch InBev Worldwide, Inc., Sr. Unsecd. Note, 4.439%, 10/6/2048 | &nbsp;&nbsp; 7419151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8200000 | Anheuser-Busch InBev Worldwide, Inc., Sr. Unsecd. Note, 4.750%, 1/23/2029 | &nbsp;&nbsp; 8395477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3257000 | Bacardi Ltd., Sr. Unsecd. Note, 144A, 2.750%, 7/15/2026 | &nbsp;&nbsp; 3240395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10550000 | Bacardi-MartinI B.V., Sr. Unsecd. Note, 144A, 6.000%, 2/1/2035 | &nbsp;&nbsp; 11054224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7816000 | Coca-Cola Europacific Partners PLC, Sr. Unsecd. Note, 144A, 1.500%, 1/15/2027 | &nbsp;&nbsp; 7652930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3805000 | Coca-Cola Femsa S.A.B. de C.V., Sr. Unsecd. Note, 1.850%, 9/1/2032 | &nbsp;&nbsp; 3285960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5814000 | Coca-Cola Femsa S.A.B. de C.V., Sr. Unsecd. Note, 2.750%, 1/22/2030 | &nbsp;&nbsp; 5554436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9125000 | Coca-Cola Femsa S.A.B. de C.V., Sr. Unsecd. Note, 5.100%, 5/6/2035 | &nbsp;&nbsp; 9405594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1390000 | Constellation Brands, Inc., Sr. Unsecd. Note, 3.750%, 5/1/2050 | &nbsp;&nbsp; 1048545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5140000 | Constellation Brands, Inc., Sr. Unsecd. Note, 4.650%, 11/15/2028 | &nbsp;&nbsp; 5223074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2125000 | Constellation Brands, Inc., Sr. Unsecd. Note, 4.800%, 1/15/2029 | &nbsp;&nbsp; 2169914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2625000 | Flowers Foods, Inc., Sr. Unsecd. Note, 2.400%, 3/15/2031 | &nbsp;&nbsp; 2310872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4660000 | Flowers Foods, Inc., Sr. Unsecd. Note, 3.500%, 10/1/2026 | &nbsp;&nbsp; 4643926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10580000 | Flowers Foods, Inc., Sr. Unsecd. Note, 5.750%, 3/15/2035 | &nbsp;&nbsp; 10486845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1468000 | General Mills, Inc., Sr. Unsecd. Note, 3.000%, 2/1/2051 | &nbsp;&nbsp; 964519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2712000 | Heineken NV, Sr. Unsecd. Note, 144A, 4.350%, 3/29/2047 | &nbsp;&nbsp; 2345302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5152000 | Keurig Dr Pepper, Inc., Sr. Unsecd. Note, 3.200%, 5/1/2030 | &nbsp;&nbsp; 4941654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4883000 | Kraft Heinz Foods Co., Sr. Unsecd. Note, 4.375%, 6/1/2046 | &nbsp;&nbsp; 4011822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9675000 | Mars, Inc., Sr. Unsecd. Note, 144A, 5.200%, 3/1/2035 | &nbsp;&nbsp; 10021609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10210000 | Mars, Inc., Sr. Unsecd. Note, 144A, 5.700%, 5/1/2055 | &nbsp;&nbsp; 10360813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4825000 | Mead Johnson Nutrition Co., Sr. Unsecd. Note, 4.600%, 6/1/2044 | &nbsp;&nbsp; 4398366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8400000 | PepsiCo, Inc., Sr. Unsecd. Note, 2.625%, 7/29/2029 | &nbsp;&nbsp; 8101535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3980000 | Smithfield Foods, Inc., Sr. Unsecd. Note, 144A, 2.625%, 9/13/2031 | &nbsp;&nbsp; 3577900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3610000 | Smithfield Foods, Inc., Sr. Unsecd. Note, 144A, 3.000%, 10/15/2030 | &nbsp;&nbsp; 3368839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7768000 | Sysco Corp., Sr. Unsecd. Note, 4.450%, 3/15/2048 | &nbsp;&nbsp; 6694099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6830000 | The Campbell's Co., Sr. Unsecd. Note, 4.750%, 3/23/2035 | &nbsp;&nbsp; 6635235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9843000 | The Coca-Cola Co., Sr. Unsecd. Note, 2.125%, 9/6/2029 | &nbsp;&nbsp; 9354116 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Consumer Non-Cyclical - Food/Beverage—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $10005000 | Tyson Foods, Inc., Sr. Unsecd. Note, 5.700%, 3/15/2034 | &nbsp;&nbsp; $10649677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169493603 |
|  | **Consumer Non-Cyclical - Health Care—0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9950000 | 180 Medical, Inc., Sr. Unsecd. Note, 144A, 5.300%, 10/8/2035 | &nbsp;&nbsp; 10022585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5240000 | Alcon Finance Corp., Sr. Unsecd. Note, 144A, 2.600%, 5/27/2030 | &nbsp;&nbsp; 4940563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Alcon Finance Corp., Sr. Unsecd. Note, 144A, 2.750%, 9/23/2026 | &nbsp;&nbsp; 2979882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4005000 | Alcon Finance Corp., Sr. Unsecd. Note, 144A, 3.000%, 9/23/2029 | &nbsp;&nbsp; 3873563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2945000 | Becton Dickinson & Co., Sr. Unsecd. Note, 1.957%, 2/11/2031 | &nbsp;&nbsp; 2648669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2504000 | Becton Dickinson & Co., Sr. Unsecd. Note, 3.794%, 5/20/2050 | &nbsp;&nbsp; 1937450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41426 | CVS Health Corp., Pass Thru Cert., 144A, 5.298%, 1/11/2027 | &nbsp;&nbsp; 41455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1200000 | CVS Health Corp., Sr. Unsecd. Note, 2.700%, 8/21/2040 | &nbsp;&nbsp; 880531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3815000 | CVS Health Corp., Sr. Unsecd. Note, 4.780%, 3/25/2038 | &nbsp;&nbsp; 3646853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1445000 | CVS Health Corp., Sr. Unsecd. Note, 5.050%, 3/25/2048 | &nbsp;&nbsp; 1289495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2760000 | CVS Health Corp., Sr. Unsecd. Note, 5.125%, 7/20/2045 | &nbsp;&nbsp; 2527571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4775000 | CVS Health Corp., Sr. Unsecd. Note, 5.700%, 6/1/2034 | &nbsp;&nbsp; 5043918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8605000<br><sup>2</sup> <br>| CVS Health Corp., Sr. Unsecd. Note, 6.050%, 6/1/2054 | &nbsp;&nbsp; 8655778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8095000 | Danaher Corp., Sr. Unsecd. Note, 2.600%, 10/1/2050 | &nbsp;&nbsp; 5021262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | DH Europe Finance II S.a.r.l., Sr. Unsecd. Note, 3.400%, 11/15/2049 | &nbsp;&nbsp; 730355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10430000 | GE HealthCare Technologies, Inc., Sr. Unsecd. Note, 5.857%, 3/15/2030 | &nbsp;&nbsp; 11087995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2110000 | GE HealthCare Technologies, Inc., Sr. Unsecd. Note, 6.377%, 11/22/2052 | &nbsp;&nbsp; 2323443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Haleon US Capital LLC, Sr. Unsecd. Note, 3.375%, 3/24/2027 | &nbsp;&nbsp; 9954124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8482000 | HCA, Inc., Sec. Fac. Bond, 3.500%, 7/15/2051 | &nbsp;&nbsp; 5861197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2035000 | HCA, Inc., Sr. Unsecd. Note, 5.200%, 6/1/2028 | &nbsp;&nbsp; 2086244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10010000 | HCA, Inc., Sr. Unsecd. Note, 5.950%, 9/15/2054 | &nbsp;&nbsp; 9970406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7720000 | HCA, Inc., Sr. Unsecd. Note, 6.000%, 4/1/2054 | &nbsp;&nbsp; 7731549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103254888 |
|  | **Consumer Non-Cyclical - Pharmaceuticals—1.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4465000 | Abbott Laboratories, Sr. Unsecd. Note, 3.750%, 11/30/2026 | &nbsp;&nbsp; 4466010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7525000 | Abbott Laboratories, Sr. Unsecd. Note, 4.900%, 11/30/2046 | &nbsp;&nbsp; 7136762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7475000 | AbbVie, Inc., Sr. Unsecd. Note, 2.950%, 11/21/2026 | &nbsp;&nbsp; 7429054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11350000 | AbbVie, Inc., Sr. Unsecd. Note, 4.250%, 11/21/2049 | &nbsp;&nbsp; 9556261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4975000 | AbbVie, Inc., Sr. Unsecd. Note, 4.550%, 3/15/2035 | &nbsp;&nbsp; 4955063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7525000 | AbbVie, Inc., Sr. Unsecd. Note, 4.700%, 5/14/2045 | &nbsp;&nbsp; 6913494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7075000 | AbbVie, Inc., Sr. Unsecd. Note, 4.875%, 3/15/2030 | &nbsp;&nbsp; 7317128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375000 | Amgen, Inc., Sr. Unsecd. Note, 4.400%, 5/1/2045 | &nbsp;&nbsp; 328436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16550000 | Amgen, Inc., Sr. Unsecd. Note, 5.250%, 3/2/2033 | &nbsp;&nbsp; 17334000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10770000 | Amgen, Inc., Sr. Unsecd. Note, 5.650%, 3/2/2053 | &nbsp;&nbsp; 10758210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1850000 | AstraZeneca PLC, Sr. Unsecd. Note, 1.375%, 8/6/2030 | &nbsp;&nbsp; 1660486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3525000 | AstraZeneca PLC, Sr. Unsecd. Note, 2.125%, 8/6/2050 | &nbsp;&nbsp; 2017482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6100000 | AstraZeneca PLC, Sr. Unsecd. Note, 3.125%, 6/12/2027 | &nbsp;&nbsp; 6067268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | AstraZeneca PLC, Sr. Unsecd. Note, 4.375%, 11/16/2045 | &nbsp;&nbsp; 1796772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Bayer Corp., Sr. Unsecd. Note, 144A, 6.650%, 2/15/2028 | &nbsp;&nbsp; 1048420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2430000 | Bayer US Finance II LLC, Sr. Unsecd. Note, 144A, 4.375%, 12/15/2028 | &nbsp;&nbsp; 2439308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7527000 | Bayer US Finance II LLC, Sr. Unsecd. Note, 144A, 4.400%, 7/15/2044 | &nbsp;&nbsp; 6202290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4925000 | Biogen, Inc., Sr. Unsecd. Note, 3.150%, 5/1/2050 | &nbsp;&nbsp; 3244616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6745000 | Bristol-Myers Squibb Co., Sr. Sub. Secd. Note, 5.550%, 2/22/2054 | &nbsp;&nbsp; 6696456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9760000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, 3.700%, 3/15/2052 | &nbsp;&nbsp; 7296770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, Series WI, 4.125%, 6/15/2039 | &nbsp;&nbsp; 239125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2900000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, Series WI, 4.350%, 11/15/2047 | &nbsp;&nbsp; 2485767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3385000<br><sup>2</sup> <br>| Gilead Sciences, Inc., Sr. Unsecd. Note, 5.250%, 10/15/2033 | &nbsp;&nbsp; 3573311 |

---

**7**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Consumer Non-Cyclical - Pharmaceuticals—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9000000 | Gilead Sciences, Inc., Sr. Unsecd. Note, 5.500%, 11/15/2054 | &nbsp;&nbsp; $8977643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500000 | Johnson & Johnson, Sr. Unsecd. Note, 3.550%, 3/1/2036 | &nbsp;&nbsp; 465850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Johnson & Johnson, Sr. Unsecd. Note, 5.950%, 8/15/2037 | &nbsp;&nbsp; 1125191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7605000 | Pfizer Investment Enterprises Pte Ltd., Sr. Unsecd. Note, 4.450%, 5/19/2028 | &nbsp;&nbsp; 7718091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7125000 | Pfizer Investment Enterprises Pte Ltd., Sr. Unsecd. Note, 4.750%, 5/19/2033 | &nbsp;&nbsp; 7275286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14722000 | Pfizer Investment Enterprises Pte Ltd., Sr. Unsecd. Note, 5.300%, 5/19/2053 | &nbsp;&nbsp; 14105864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8820000 | Pfizer, Inc., Sr. Unsecd. Note, 4.200%, 11/15/2030 | &nbsp;&nbsp; 8912526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14139000 | Regeneron Pharmaceuticals, Inc., Sr. Unsecd. Note, 2.800%, 9/15/2050 | &nbsp;&nbsp; 8796762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8560000 | Takeda Pharmaceutical Co. Ltd., Sr. Unsecd. Note, 2.050%, 3/31/2030 | &nbsp;&nbsp; 7906355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9568000 | Zoetis, Inc., Sr. Unsecd. Note, 3.000%, 5/15/2050 | &nbsp;&nbsp; 6486588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192732645 |
|  | **Consumer Non-Cyclical - Products—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6465000 | Kenvue, Inc., Sr. Unsecd. Note, 4.900%, 3/22/2033 | &nbsp;&nbsp; 6680157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6680000 | Kenvue, Inc., Sr. Unsecd. Note, 5.050%, 3/22/2028 | &nbsp;&nbsp; 6842188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13522345 |
|  | **Consumer Non-Cyclical - Supermarkets—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10645000 | Kroger Co., Sr. Unsecd. Note, 5.000%, 9/15/2034 | &nbsp;&nbsp; 10827254 |
|  | **Consumer Non-Cyclical - Tobacco—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6248000 | Altria Group, Inc., Sr. Unsecd. Note, 3.700%, 2/4/2051 | &nbsp;&nbsp; 4474645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2220000 | BAT Capital Corp., Sr. Unsecd. Note, 4.625%, 3/22/2033 | &nbsp;&nbsp; 2229988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6200000 | BAT Capital Corp., Sr. Unsecd. Note, 4.742%, 3/16/2032 | &nbsp;&nbsp; 6314710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | BAT Capital Corp., Sr. Unsecd. Note, 5.834%, 2/20/2031 | &nbsp;&nbsp; 5348646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | BAT International Finance PLC, Sr. Unsecd. Note, 5.931%, 2/2/2029 | &nbsp;&nbsp; 5268012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3400000 | Philip Morris International, Inc., Sr. Unsecd. Note, 0.875%, 5/1/2026 | &nbsp;&nbsp; 3383103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3770000 | Philip Morris International, Inc., Sr. Unsecd. Note, 2.100%, 5/1/2030 | &nbsp;&nbsp; 3491015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2210000 | Philip Morris International, Inc., Sr. Unsecd. Note, 3.875%, 8/21/2042 | &nbsp;&nbsp; 1856488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8480000 | Philip Morris International, Inc., Sr. Unsecd. Note, 4.875%, 4/30/2035 | &nbsp;&nbsp; 8615053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5740000<br><sup>2</sup> <br>| Philip Morris International, Inc., Sr. Unsecd. Note, 5.750%, 11/17/2032 | &nbsp;&nbsp; 6192906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4350000 | Reynolds American, Inc., Sr. Unsecd. Note, 5.850%, 8/15/2045 | &nbsp;&nbsp; 4373703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51548269 |
|  | **Energy - Independent—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4470000 | Canadian Natural Resources Ltd., Sr. Unsecd. Note, 5.000%, 12/15/2029 | &nbsp;&nbsp; 4614447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4175000 | ConocoPhillips Co., Sr. Unsecd. Note, 3.758%, 3/15/2042 | &nbsp;&nbsp; 3498255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205000 | ConocoPhillips, Co., Guarantee, 6.500%, 2/1/2039 | &nbsp;&nbsp; 234071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6245000 | Diamondback Energy, Inc., Sr. Unsecd. Note, 5.750%, 4/18/2054 | &nbsp;&nbsp; 6099225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3838000 | Diamondback Energy, Inc., Sr. Unsecd. Note, 6.250%, 3/15/2053 | &nbsp;&nbsp; 3999256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7546000 | Hess Corp., Sr. Unsecd. Note, 5.600%, 2/15/2041 | &nbsp;&nbsp; 7944891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26390145 |
|  | **Energy - Integrated—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4815000 | BP Capital Markets America, Inc., Sr. Unsecd. Note, 3.000%, 2/24/2050 | &nbsp;&nbsp; 3222993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | BP PLC, Deb., 8.750%, 3/1/2032 | &nbsp;&nbsp; 119915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4430000 | Cenovus Energy, Inc., Sr. Unsecd. Note, 5.400%, 3/20/2036 | &nbsp;&nbsp; 4514337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7209000 | Chevron Corp., Sr. Unsecd. Note, 3.078%, 5/11/2050 | &nbsp;&nbsp; 5076141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4030000 | CNPC Hong Kong Overseas Capital Ltd., Co. Guarantee, 144A, 5.950%, 4/28/2041 | &nbsp;&nbsp; 4611417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3275000 | Shell Finance, Sr. Unsecd. Note, 4.000%, 5/10/2046 | &nbsp;&nbsp; 2710520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3720000 | Shell International Finance B.V., Sr. Unsecd. Note, 2.875%, 5/10/2026 | &nbsp;&nbsp; 3713205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1808000 | Suncor Energy, Inc., Sr. Unsecd. Note, 6.800%, 5/15/2038 | &nbsp;&nbsp; 2047964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610000 | XTO Energy, Inc., Sr. Unsecd. Note, 6.750%, 8/1/2037 | &nbsp;&nbsp; 721909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26738401 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Energy - Midstream—1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5500000 | Boardwalk Pipeline Partners LP, Sr. Unsecd. Note, 3.400%, 2/15/2031 | &nbsp;&nbsp; $5256946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3932000 | Boardwalk Pipeline Partners LP, Sr. Unsecd. Note, 4.800%, 5/3/2029 | &nbsp;&nbsp; 4012099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050000 | Columbia Pipeline Group, Inc., Sr. Unsecd. Note, 5.800%, 6/1/2045 | &nbsp;&nbsp; 1071096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5250000 | Columbia Pipeline Holding Co. LLC, Sr. Unsecd. Note, 144A, 5.681%, 1/15/2034 | &nbsp;&nbsp; 5502239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1210000 | Eastern Gas Transmission & Storage, Inc., Sr. Unsecd. Note, 3.000%, 11/15/2029 | &nbsp;&nbsp; 1171377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3585000 | Eastern Gas Transmission & Storage, Inc., Sr. Unsecd. Note, 3.900%, 11/15/2049 | &nbsp;&nbsp; 2702832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2827000 | Enbridge Energy Partners LP, Sr. Unsecd. Note, 5.500%, 9/15/2040 | &nbsp;&nbsp; 2864120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3935000 | Enbridge, Inc., Sr. Unsecd. Note, 6.700%, 11/15/2053 | &nbsp;&nbsp; 4428047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4800000 | Energy Transfer LP, Sr. Unsecd. Note, 5.150%, 3/15/2045 | &nbsp;&nbsp; 4345198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885000 | Energy Transfer LP, Sr. Unsecd. Note, 5.500%, 6/1/2027 | &nbsp;&nbsp; 898640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3170000 | Energy Transfer LP, Sr. Unsecd. Note, 5.550%, 5/15/2034 | &nbsp;&nbsp; 3299243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6480000 | Energy Transfer LP, Sr. Unsecd. Note, 5.750%, 2/15/2033 | &nbsp;&nbsp; 6888843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2915000 | Energy Transfer LP, Sr. Unsecd. Note, 6.100%, 12/1/2028 | &nbsp;&nbsp; 3069134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475000 | Energy Transfer LP, Sr. Unsecd. Note, 6.125%, 12/15/2045 | &nbsp;&nbsp; 480582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Enterprise Products Operating LLC, Sr. Unsecd. Note, 5.550%, 2/16/2055 | &nbsp;&nbsp; 9903972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520000 | Kinder Morgan Energy Partners LP, Sr. Unsecd. Note, Series MTN, 6.950%, 1/15/2038 | &nbsp;&nbsp; 599493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1820000 | Kinder Morgan, Inc., Sr. Unsecd. Note, 3.250%, 8/1/2050 | &nbsp;&nbsp; 1232320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320000 | MPLX LP, Sr. Unsecd. Note, 4.500%, 4/15/2038 | &nbsp;&nbsp; 297108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4625000 | MPLX LP, Sr. Unsecd. Note, 4.900%, 4/15/2058 | &nbsp;&nbsp; 3825441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7450000 | MPLX LP, Sr. Unsecd. Note, 4.950%, 9/1/2032 | &nbsp;&nbsp; 7587339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4625000 | MPLX LP, Sr. Unsecd. Note, 5.500%, 6/1/2034 | &nbsp;&nbsp; 4795680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1920000 | MPLX LP, Sr. Unsecd. Note, Series WI, 4.250%, 12/1/2027 | &nbsp;&nbsp; 1929498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4910000 | National Fuel Gas Co., Sr. Secd. Note, 5.950%, 3/15/2035 | &nbsp;&nbsp; 5233096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3945000 | National Fuel Gas Co., Sr. Unsecd. Note, 2.950%, 3/1/2031 | &nbsp;&nbsp; 3667489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2870000 | National Fuel Gas Co., Sr. Unsecd. Note, 3.950%, 9/15/2027 | &nbsp;&nbsp; 2866831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10125000 | ONEOK, Inc., Sr. Unsecd. Note, 5.400%, 10/15/2035 | &nbsp;&nbsp; 10342042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525000 | ONEOK, Inc., Sr. Unsecd. Note, 6.100%, 11/15/2032 | &nbsp;&nbsp; 566897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Plains All American Pipeline LP, Sr. Unsecd. Note, 4.700%, 6/15/2044 | &nbsp;&nbsp; 1748192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8120000 | Plains All American Pipeline LP, Sr. Unsecd. Note, 5.150%, 6/1/2042 | &nbsp;&nbsp; 7607602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7228000 | Southern Natural Gas Co. LLC, Sr. Unsecd. Note, 144A, 4.800%, 3/15/2047 | &nbsp;&nbsp; 6502124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4810000 | Targa Resources, Inc., Sr. Unsecd. Note, 4.900%, 9/15/2030 | &nbsp;&nbsp; 4941039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Targa Resources, Inc., Sr. Unsecd. Note, 6.050%, 5/15/2056 | &nbsp;&nbsp; 9985651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4545000 | TC Pipelines, LP, Sr. Unsecd. Note, 3.900%, 5/25/2027 | &nbsp;&nbsp; 4538015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135000 | TransCanada PipeLines Ltd., Sr. Unsecd. Note, 6.200%, 10/15/2037 | &nbsp;&nbsp; 147215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225000 | Williams Cos., Inc., Sr. Unsecd. Note, 4.850%, 3/1/2048 | &nbsp;&nbsp; 199502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Williams Cos., Inc., Sr. Unsecd. Note, 4.900%, 1/15/2045 | &nbsp;&nbsp; 6416367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3425000 | Williams Cos., Inc., Sr. Unsecd. Note, 5.150%, 3/15/2034 | &nbsp;&nbsp; 3515378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Williams Cos., Inc., Sr. Unsecd. Note, 5.600%, 3/15/2035 | &nbsp;&nbsp; 10514184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5030000 | Williams Cos., Inc., Sr. Unsecd. Note, 5.800%, 11/15/2054 | &nbsp;&nbsp; 5009873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159962744 |
|  | **Energy - Oil Field Services—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9160000 | Eni SpA, Sr. Unsecd. Note, 144A, 5.500%, 5/15/2034 | &nbsp;&nbsp; 9606482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6685000 | Eni SpA, Sr. Unsecd. Note, 144A, 5.950%, 5/15/2054 | &nbsp;&nbsp; 6862779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16469261 |
|  | **Energy - Refining—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325000 | Marathon Petroleum Corp., Sr. Unsecd. Note, 4.500%, 4/1/2048 | &nbsp;&nbsp; 269087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5172000 | Phillips 66, Sr. Unsecd. Note, 4.875%, 11/15/2044 | &nbsp;&nbsp; 4676727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4945814 |
|  | **Financial Institution - Banking—5.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7975000 | American Express Co., Sr. Unsecd. Note, 4.918%, 7/20/2033 | &nbsp;&nbsp; 8171589 |

---

**9**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Banking—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $12250000 | American Express Co., Sr. Unsecd. Note, 5.850%, 11/5/2027 | &nbsp;&nbsp; $12644746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3980000 | American Express Co., Sub. Note, 5.915%, 4/25/2035 | &nbsp;&nbsp; 4252793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9900000 | Bank of America Corp., Sr. Unsecd. Note, 2.572%, 10/20/2032 | &nbsp;&nbsp; 9022991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2185000 | Bank of America Corp., Sr. Unsecd. Note, 2.592%, 4/29/2031 | &nbsp;&nbsp; 2054849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17440000 | Bank of America Corp., Sr. Unsecd. Note, 2.687%, 4/22/2032 | &nbsp;&nbsp; 16151882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7960000 | Bank of America Corp., Sr. Unsecd. Note, 3.419%, 12/20/2028 | &nbsp;&nbsp; 7880474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7895000 | Bank of America Corp., Sr. Unsecd. Note, 5.288%, 4/25/2034 | &nbsp;&nbsp; 8196212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3185000 | Bank of America Corp., Sr. Unsecd. Note, 5.468%, 1/23/2035 | &nbsp;&nbsp; 3338937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11995000 | Bank of America Corp., Sr. Unsecd. Note, 5.511%, 1/24/2036 | &nbsp;&nbsp; 12594282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Bank of America Corp., Sr. Unsecd. Note, 5.819%, 9/15/2029 | &nbsp;&nbsp; 4693666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4932000 | Bank of America Corp., Sr. Unsecd. Note, Series GMTN, 3.593%, 7/21/2028 | &nbsp;&nbsp; 4904401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 1.898%, 7/23/2031 | &nbsp;&nbsp; 6358221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 2.087%, 6/14/2029 | &nbsp;&nbsp; 9584822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10235000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 2.884%, 10/22/2030 | &nbsp;&nbsp; 9822336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660000 | Bank of America Corp., Sub., Series MTN, 4.450%, 3/3/2026 | &nbsp;&nbsp; 660007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5140000 | Bank of New York Mellon Corp., Sr. Unsecd. Note, Series MTN, 3.992%, 6/13/2028 | &nbsp;&nbsp; 5151197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3940000 | Bank of New York Mellon Corp., Sub. Note, Series MTN, 3.000%, 10/30/2028 | &nbsp;&nbsp; 3848399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10640000 | Bank of New York Mellon, Sr. Unsecd. Note, 4.729%, 4/20/2029 | &nbsp;&nbsp; 10823155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5345000 | Capital One Financial Co., Sr. Unsecd. Note, 4.722%, 1/30/2032 | &nbsp;&nbsp; 5382950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12145000 | Capital One Financial Co., Sr. Unsecd. Note, 5.197%, 9/11/2036 | &nbsp;&nbsp; 12117373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15085000 | Citigroup, Inc., Sr. Unsecd. Note, 2.572%, 6/3/2031 | &nbsp;&nbsp; 14104078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3165000 | Citigroup, Inc., Sr. Unsecd. Note, 2.976%, 11/5/2030 | &nbsp;&nbsp; 3033828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000000 | Citigroup, Inc., Sr. Unsecd. Note, 3.887%, 1/10/2028 | &nbsp;&nbsp; 5992732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8670000 | Citigroup, Inc., Sr. Unsecd. Note, 5.174%, 9/11/2036 | &nbsp;&nbsp; 8824648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345000 | Citigroup, Inc., Sub. Note, 4.450%, 9/29/2027 | &nbsp;&nbsp; 347182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10280000 | Citigroup, Inc., Sub. Note, 6.020%, 1/24/2036 | &nbsp;&nbsp; 10792038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14565000 | Citigroup, Inc., Sub., 5.827%, 2/13/2035 | &nbsp;&nbsp; 15159250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Citigroup, Inc., Sub., 6.174%, 5/25/2034 | &nbsp;&nbsp; 3737458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500000 | Citizens Financial Group, Inc., Sr. Unsecd. Note, 2.500%, 2/6/2030 | &nbsp;&nbsp; 1409516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13030000 | Citizens Financial Group, Inc., Sr. Unsecd. Note, 5.718%, 7/23/2032 | &nbsp;&nbsp; 13730646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6533000 | Comerica, Inc., 3.800%, 7/22/2026 | &nbsp;&nbsp; 6515224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7310000 | Comerica, Inc., Sr. Unsecd. Note, 5.982%, 1/30/2030 | &nbsp;&nbsp; 7663473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15690000 | Fifth Third Bancorp, Sr. Unsecd. Note, 4.337%, 4/25/2033 | &nbsp;&nbsp; 15526425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4280000 | Fifth Third Bank, Inc., Sr. Unsecd. Note, Series BKNT, 2.250%, 2/1/2027 | &nbsp;&nbsp; 4220041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9180000 | FNB Corp. (PA), 5.722%, 12/11/2030 | &nbsp;&nbsp; 9442945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000000 | Goldman Sachs Bank USA, Sr. Unsecd. Note, Series BKNT, 5.283%, 3/18/2027 | &nbsp;&nbsp; 3001722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5550000 | Goldman Sachs Group, Inc., 5.016%, 10/23/2035 | &nbsp;&nbsp; 5609483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7565000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 1.992%, 1/27/2032 | &nbsp;&nbsp; 6770888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9200000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 2.600%, 2/7/2030 | &nbsp;&nbsp; 8702937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 3.691%, 6/5/2028 | &nbsp;&nbsp; 7466472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 3.814%, 4/23/2029 | &nbsp;&nbsp; 3977259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6295000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 4.939%, 10/21/2036 | &nbsp;&nbsp; 6274992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6170000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 5.065%, 1/21/2037 | &nbsp;&nbsp; 6215795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3250000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 5.330%, 7/23/2035 | &nbsp;&nbsp; 3355899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10180000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 5.851%, 4/25/2035 | &nbsp;&nbsp; 10857734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12750000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 6.484%, 10/24/2029 | &nbsp;&nbsp; 13498951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5770000 | Huntington Bancshares, Inc., Sr. Unsecd. Note, 4.443%, 8/4/2028 | &nbsp;&nbsp; 5809528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8435000 | Huntington Bancshares, Inc., Sr. Unsecd. Note, 5.709%, 2/2/2035 | &nbsp;&nbsp; 8893605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5315000 | Huntington Bancshares, Inc., Sr. Unsecd. Note, 6.208%, 8/21/2029 | &nbsp;&nbsp; 5582753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15175000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 1.764%, 11/19/2031 | &nbsp;&nbsp; 13596424 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Banking—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3990000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 1.953%, 2/4/2032 | &nbsp;&nbsp; $3581962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15000000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 2.522%, 4/22/2031 | &nbsp;&nbsp; 14078660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10500000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 2.963%, 1/25/2033 | &nbsp;&nbsp; 9741471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3750000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 3.300%, 4/1/2026 | &nbsp;&nbsp; 3748269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 3.702%, 5/6/2030 | &nbsp;&nbsp; 4953726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 3.882%, 7/24/2038 | &nbsp;&nbsp; 212954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10275000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 4.995%, 7/22/2030 | &nbsp;&nbsp; 10586222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4000000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 5.040%, 1/23/2028 | &nbsp;&nbsp; 4036274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9980000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 5.336%, 1/23/2035 | &nbsp;&nbsp; 10405025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6960000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 5.350%, 6/1/2034 | &nbsp;&nbsp; 7286000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3370000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 6.254%, 10/23/2034 | &nbsp;&nbsp; 3707033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10105000 | JPMorgan Chase & Co., Sub., 5.576%, 7/23/2036 | &nbsp;&nbsp; 10512998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4605000 | KeyCorp, Sr. Unsecd. Note, 5.305%, 1/28/2037 | &nbsp;&nbsp; 4647533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635000 | Lloyds Banking Group PLC, Sub., 4.650%, 3/24/2026 | &nbsp;&nbsp; 635236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15610000 | M&T Bank Corp., Sr. Unsecd. Note, 5.053%, 1/27/2034 | &nbsp;&nbsp; 15872851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7170000 | M&T Bank Corp., Sr. Unsecd. Note, Series MTN, 5.385%, 1/16/2036 | &nbsp;&nbsp; 7376168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11630000 | Morgan Stanley, 4.654%, 10/18/2030 | &nbsp;&nbsp; 11821796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3805000 | Morgan Stanley, Sr. Unsecd. Note, 1.593%, 5/4/2027 | &nbsp;&nbsp; 3789121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12770000 | Morgan Stanley, Sr. Unsecd. Note, 4.889%, 7/20/2033 | &nbsp;&nbsp; 13028901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4545000 | Morgan Stanley, Sr. Unsecd. Note, 4.892%, 10/22/2036 | &nbsp;&nbsp; 4523394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5600000 | Morgan Stanley, Sr. Unsecd. Note, 5.250%, 4/21/2034 | &nbsp;&nbsp; 5803780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2700000 | Morgan Stanley, Sr. Unsecd. Note, 5.424%, 7/21/2034 | &nbsp;&nbsp; 2820814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4255000 | Morgan Stanley, Sr. Unsecd. Note, 5.587%, 1/18/2036 | &nbsp;&nbsp; 4474683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3320000 | Morgan Stanley, Sr. Unsecd. Note, 5.831%, 4/19/2035 | &nbsp;&nbsp; 3548945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Morgan Stanley, Sr. Unsecd. Note, Series GMTN, 2.239%, 7/21/2032 | &nbsp;&nbsp; 4485311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665000 | Morgan Stanley, Sr. Unsecd. Note, Series GMTN, 2.699%, 1/22/2031 | &nbsp;&nbsp; 1575740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | Morgan Stanley, Sr. Unsecd. Note, Series GMTN, 4.431%, 1/23/2030 | &nbsp;&nbsp; 7571113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5720000 | Morgan Stanley, Sr. Unsecd. Note, Series MTN, 1.794%, 2/13/2032 | &nbsp;&nbsp; 5065695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4687000 | Morgan Stanley, Sub. Note, 3.950%, 4/23/2027 | &nbsp;&nbsp; 4686159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7054000 | Northern Trust Corp., Sub., 6.125%, 11/2/2032 | &nbsp;&nbsp; 7730432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6700000 | PNC Bank, N.A., Sr. Unsecd. Note, Series BKNT, 3.250%, 1/22/2028 | &nbsp;&nbsp; 6648726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9415000 | PNC Financial Services Group, Inc., 5.575%, 1/29/2036 | &nbsp;&nbsp; 9912485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3745000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 2.550%, 1/22/2030 | &nbsp;&nbsp; 3552940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2225000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 5.492%, 5/14/2030 | &nbsp;&nbsp; 2324137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7802000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 5.582%, 6/12/2029 | &nbsp;&nbsp; 8087707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5470000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 5.676%, 1/22/2035 | &nbsp;&nbsp; 5807443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14509<br><sup>3</sup> <br>| Regional Diversified Funding, 144A, 9.250%, 3/15/2030 | &nbsp;&nbsp; 3047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6160000 | Regions Financial Corp., Sr. Unsecd. Note, 5.502%, 9/6/2035 | &nbsp;&nbsp; 6388239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9965000 | Regions Financial Corp., Sr. Unsecd. Note, 5.722%, 6/6/2030 | &nbsp;&nbsp; 10442053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370000 | State Street Corp., Sub. Deb., 3.031%, 11/1/2034 | &nbsp;&nbsp; 353709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7300000 | State Street Corp., Sub., 2.200%, 3/3/2031 | &nbsp;&nbsp; 6648660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11650000 | Synovus Bank GA, Sr. Unsecd. Note, 5.625%, 2/15/2028 | &nbsp;&nbsp; 11903281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | Truist Bank, Sub. Deb., Series BKNT, 4.632%, 9/17/2029 | &nbsp;&nbsp; 354009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3310000 | Truist Bank, Sub. Note, Series BKNT, 3.300%, 5/15/2026 | &nbsp;&nbsp; 3304903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7215000 | Truist Financial Corp., Sr. Unsecd. Note, 4.597%, 1/27/2032 | &nbsp;&nbsp; 7292920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5800000 | Truist Financial Corp., Sr. Unsecd. Note, Series I, 4.964%, 10/23/2036 | &nbsp;&nbsp; 5793912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 1.267%, 3/2/2027 | &nbsp;&nbsp; 700160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2280000 | Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 5.122%, 1/26/2034 | &nbsp;&nbsp; 2339283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 6.047%, 6/8/2027 | &nbsp;&nbsp; 2512582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6930000 | U.S. Bancorp, 4.967%, 7/22/2033 | &nbsp;&nbsp; 7058455 |

---

**11**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Banking—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3625000 | U.S. Bancorp, 5.100%, 7/23/2030 | &nbsp;&nbsp; $3752077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | U.S. Bancorp, Sr. Unsecd. Note, 5.775%, 6/12/2029 | &nbsp;&nbsp; 2080214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7990000 | U.S. Bancorp, Sr. Unsecd. Note, 5.836%, 6/12/2034 | &nbsp;&nbsp; 8584317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7835000 | U.S. Bancorp, Sr. Unsecd. Note, Series MTN, 1.375%, 7/22/2030 | &nbsp;&nbsp; 7016951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140000 | Wells Fargo & Co., Series MTN, 4.100%, 6/3/2026 | &nbsp;&nbsp; 140071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9180000 | Wells Fargo & Co., Sr. Unsecd. Note, 4.960%, 1/23/2037 | &nbsp;&nbsp; 9218479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100000 | Wells Fargo & Co., Sr. Unsecd. Note, 5.244%, 1/24/2031 | &nbsp;&nbsp; 2179067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Wells Fargo & Co., Sr. Unsecd. Note, 5.499%, 1/23/2035 | &nbsp;&nbsp; 10479082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12665000 | Wells Fargo & Co., Sr. Unsecd. Note, 5.574%, 7/25/2029 | &nbsp;&nbsp; 13104068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3500000 | Wells Fargo & Co., Sr. Unsecd. Note, 5.707%, 4/22/2028 | &nbsp;&nbsp; 3564573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8430000 | Wells Fargo & Co., Sr. Unsecd. Note, 6.491%, 10/23/2034 | &nbsp;&nbsp; 9363497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10825000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 2.393%, 6/2/2028 | &nbsp;&nbsp; 10614477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8240000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 2.879%, 10/30/2030 | &nbsp;&nbsp; 7888096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15150000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 3.584%, 5/22/2028 | &nbsp;&nbsp; 15073511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7550000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 4.897%, 7/25/2033 | &nbsp;&nbsp; 7701809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435000 | Westpac Banking Corp. Ltd., Sub., Series GMTN, 4.322%, 11/23/2031 | &nbsp;&nbsp; 435277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792701691 |
|  | **Financial Institution - Broker/Asset Mgr/Exchange—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2845000 | BlackRock, Inc., Sr. Unsecd. Note, 1.900%, 1/28/2031 | &nbsp;&nbsp; 2589014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4342000 | BlackRock, Inc., Sr. Unsecd. Note, 4.750%, 5/25/2033 | &nbsp;&nbsp; 4478056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2645000 | FMR LLC, Bond, 144A, 7.570%, 6/15/2029 | &nbsp;&nbsp; 2920416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5663000 | Jefferies Financial Group, Inc., Sr. Unsecd. Note, 5.875%, 7/21/2028 | &nbsp;&nbsp; 5847419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6875000 | Jefferies Financial Group, Inc., Sr. Unsecd. Note, 6.200%, 4/14/2034 | &nbsp;&nbsp; 7192873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2965000 | Nuveen LLC, Sr. Unsecd. Note, 144A, 4.000%, 11/1/2028 | &nbsp;&nbsp; 2972081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4927000 | Stifel Financial Corp., Sr. Unsecd. Note, 4.000%, 5/15/2030 | &nbsp;&nbsp; 4867463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30867322 |
|  | **Financial Institution - Finance Companies—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4250000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, Sr. Unsecd. Note, 2.450%, 10/29/2026 | &nbsp;&nbsp; 4209544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2670000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, Sr. Unsecd. Note, 3.000%, 10/29/2028 | &nbsp;&nbsp; 2598325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8415000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, Sr. Unsecd. Note, 5.000%, 11/15/2035 | &nbsp;&nbsp; 8407366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000000 | Air Lease Corp., Sr. Unsecd. Note, 3.625%, 12/1/2027 | &nbsp;&nbsp; 5962011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2282000 | Air Lease Corp., Sr. Unsecd. Note, 5.300%, 2/1/2028 | &nbsp;&nbsp; 2330346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4320000 | Air Lease Corp., Sr. Unsecd. Note, 5.850%, 12/15/2027 | &nbsp;&nbsp; 4451070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6200000 | Aircastle Ltd., Sr. Secd. Note, 144A, 5.000%, 9/15/2030 | &nbsp;&nbsp; 6341288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6250000 | Ally Financial, Inc., Sr. Unsecd. Note, 6.848%, 1/3/2030 | &nbsp;&nbsp; 6617575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40917525 |
|  | **Financial Institution - Insurance - Health—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Centene Corp., 2.500%, 3/1/2031 | &nbsp;&nbsp; 8685527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14147000 | Elevance Health, Inc., Sr. Unsecd. Note, 4.750%, 2/15/2033 | &nbsp;&nbsp; 14332407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6575000 | Elevance Health, Inc., Sr. Unsecd. Note, 5.375%, 6/15/2034 | &nbsp;&nbsp; 6847364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9698000 | UnitedHealth Group, Inc., Sr. Unsecd. Note, 4.500%, 4/15/2033 | &nbsp;&nbsp; 9688878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9698000 | UnitedHealth Group, Inc., Sr. Unsecd. Note, 5.050%, 4/15/2053 | &nbsp;&nbsp; 8822363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | UnitedHealth Group, Inc., Sr. Unsecd. Note, 5.625%, 7/15/2054 | &nbsp;&nbsp; 8885610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57262149 |
|  | **Financial Institution - Insurance - Life—0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4795000<br><sup>2</sup> <br>| AIA Group Ltd., Sr. Unsecd. Note, 144A, 4.950%, 4/4/2033 | &nbsp;&nbsp; 5025137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8380000 | CoreBridge Global Funding, Secured Note, 144A, 4.900%, 12/3/2029 | &nbsp;&nbsp; 8569757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4315000 | Lincoln Financial Global Funding, Sec. Fac. Bond, 144A, 5.300%, 1/13/2030 | &nbsp;&nbsp; 4436038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3100000 | Massachusetts Mutual Life Insurance Co., Sub. Note, 144A, 5.375%, 12/1/2041 | &nbsp;&nbsp; 2953715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4968000 | Massachusetts Mutual Life Insurance Co., Sub. Note, 144A, 8.875%, 6/1/2039 | &nbsp;&nbsp; 6623520 |

---

**12**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Insurance - Life—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6950000 | Met Tower Global Funding, 144A, 5.250%, 4/12/2029 | &nbsp;&nbsp; $7200150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330000 | MetLife, Inc., Jr. Sub. Note, 6.400%, 12/15/2036 | &nbsp;&nbsp; 345426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200000 | MetLife, Inc., Jr. Sub. Note, 10.750%, 8/1/2039 | &nbsp;&nbsp; 2915343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6995000 | MetLife, Inc., Note, 6.375%, 6/15/2034 | &nbsp;&nbsp; 7809749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6085000 | Metropolitan Life Global Funding I, Sr. Unsecd. Note, 144A, 5.150%, 3/28/2033 | &nbsp;&nbsp; 6338272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15699000 | Northwestern Mutual Life Insurance Co., Sr. Unsecd. Note, 144A, 3.625%, 9/30/2059 | &nbsp;&nbsp; 11268614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9790000 | Pacific Life Global Funding II, Sr. Secd. Note, 144A, 4.900%, 1/11/2029 | &nbsp;&nbsp; 10027242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5060000 | Pacific Life Insurance Co., Sub. Note, 144A, 4.300%, 10/24/2067 | &nbsp;&nbsp; 4089701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3650000 | Pacific LifeCorp., Bond, 144A, 6.600%, 9/15/2033 | &nbsp;&nbsp; 4074477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2070000 | Penn Mutual Life Insurance Co., Sr. Note, 144A, 7.625%, 6/15/2040 | &nbsp;&nbsp; 2461382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13252000 | Principal Financial Group, Inc., Sr. Unsecd. Note, 2.125%, 6/15/2030 | &nbsp;&nbsp; 12148024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6880000 | Principal Life Global Funding II, 144A, 1.625%, 11/19/2030 | &nbsp;&nbsp; 6095623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Prudential Financial, Inc., Sr. Unsecd. Note, Series MTN, 5.100%, 8/15/2043 | &nbsp;&nbsp; 4794451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1762000 | Prudential Financial, Inc., Sr. Unsecd. Note, Series MTN, 6.200%, 11/15/2040 | &nbsp;&nbsp; 1920174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050000 | Prudential Financial, Inc., Sr. Unsecd. Note, Series MTN, 6.625%, 12/1/2037 | &nbsp;&nbsp; 1199426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335000 | Teachers Insurance & Annuity Association of America, Sub., 144A, 4.900%, 9/15/2044 | &nbsp;&nbsp; 311056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110607277 |
|  | **Financial Institution - Insurance - P&C—0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1575000 | American International Group, Inc., Sr. Unsecd. Note, 5.125%, 3/27/2033 | &nbsp;&nbsp; 1624133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | American International Group, Inc., Unsecd. Note, 3.875%, 1/15/2035 | &nbsp;&nbsp; 9394806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11680000 | Aon North America, Inc., 5.750%, 3/1/2054 | &nbsp;&nbsp; 11568838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Assured Guaranty US Holding, Inc., Sr. Unsecd. Note, 7.000%, 6/1/2034 | &nbsp;&nbsp; 1128434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30000 | Berkshire Hathaway Finance Corp., Sr. Unsecd. Note, 4.200%, 8/15/2048 | &nbsp;&nbsp; 25302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5825000 | Chubb INA Holdings LLC., Sr. Unsecd. Note, 1.375%, 9/15/2030 | &nbsp;&nbsp; 5199684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4300000 | Chubb INA Holdings LLC., Sr. Unsecd. Note, 3.350%, 5/3/2026 | &nbsp;&nbsp; 4295326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3265000 | Chubb INA Holdings LLC., Sr. Unsecd. Note, 4.900%, 8/15/2035 | &nbsp;&nbsp; 3310340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000000 | Cincinnati Financial Corp., Sr. Unsecd. Note, 6.920%, 5/15/2028 | &nbsp;&nbsp; 1062436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8695000 | CNA Financial Corp., Sr. Unsecd. Note, 3.900%, 5/1/2029 | &nbsp;&nbsp; 8637698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7840000 | CNA Financial Corp., Sr. Unsecd. Note, 5.500%, 6/15/2033 | &nbsp;&nbsp; 8196171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9160000 | Marsh & McLennan Cos., Inc., Sr. Unsecd. Note, 4.650%, 3/15/2030 | &nbsp;&nbsp; 9347104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6600000 | Nationwide Mutual Insurance Co., Sub. Note, 144A, 9.375%, 8/15/2039 | &nbsp;&nbsp; 8892547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2245000 | The Hartford Insurance Group, Inc., Sr. Unsecd. Note, 6.625%, 4/15/2042 | &nbsp;&nbsp; 2501052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3932000 | The Travelers Cos., Inc., Sr. Unsecd. Note, 5.450%, 5/25/2053 | &nbsp;&nbsp; 3921332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79105203 |
|  | **Financial Institution - REIT - Apartment—0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13153000 | Avalonbay Communities, Inc., Sr. Unsecd. Note, Series MTN, 3.350%, 5/15/2027 | &nbsp;&nbsp; 13094206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Camden Property Trust, Sr. Unsecd. Note, 4.900%, 1/15/2034 | &nbsp;&nbsp; 10246598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11650000 | Camden Property Trust, Sr. Unsecd. Note, 5.850%, 11/3/2026 | &nbsp;&nbsp; 11784152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9740000 | Mid-America Apartment Communities LP, Sr. Unsecd. Note, 5.300%, 2/15/2032 | &nbsp;&nbsp; 10232934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2955000 | UDR, Inc., Sr. Unsecd. Note, 3.100%, 11/1/2034 | &nbsp;&nbsp; 2599694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2490000 | UDR, Inc., Sr. Unsecd. Note, 5.125%, 9/1/2034 | &nbsp;&nbsp; 2544340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8350000 | UDR, Inc., Sr. Unsecd. Note, Series MTN, 2.100%, 6/15/2033 | &nbsp;&nbsp; 7060099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57562023 |
|  | **Financial Institution - REIT - Healthcare—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7267000 | Healthcare Trust of America, Sr. Unsecd. Note, 2.000%, 3/15/2031 | &nbsp;&nbsp; 6443288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4110000 | Healthcare Trust of America, Sr. Unsecd. Note, 3.100%, 2/15/2030 | &nbsp;&nbsp; 3938368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8020000 | Healthpeak Op LLC, Sr. Unsecd. Note, 4.750%, 1/15/2033 | &nbsp;&nbsp; 8070028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Physicians Realty Trust, Sr. Unsecd. Note, 3.950%, 1/15/2028 | &nbsp;&nbsp; 4996944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3350000 | Physicians Realty Trust, Sr. Unsecd. Note, 4.300%, 3/15/2027 | &nbsp;&nbsp; 3357619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9145000 | Welltower OP LLC, Sr. Unsecd. Note, 5.125%, 7/1/2035 | &nbsp;&nbsp; 9434248 |

---

**13**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - REIT - Healthcare—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8352000 | Welltower, Inc., Sr. Unsecd. Note, 2.750%, 1/15/2031 | &nbsp;&nbsp; $7854896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44095391 |
|  | **Financial Institution - REIT - Office—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6560000 | Alexandria Real Estate Equities, Inc., Sr. Unsecd. Note, 1.875%, 2/1/2033 | &nbsp;&nbsp; 5461499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1820000 | Alexandria Real Estate Equities, Inc., Sr. Unsecd. Note, 3.950%, 1/15/2027 | &nbsp;&nbsp; 1817421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500000 | Alexandria Real Estate Equities, Inc., Sr. Unsecd. Note, 4.700%, 7/1/2030 | &nbsp;&nbsp; 2540224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3480000 | Alexandria Real Estate Equities, Inc., Sr. Unsecd. Note, 5.250%, 5/15/2036 | &nbsp;&nbsp; 3498984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955000 | Boston Properties LP, Sr. Unsecd. Note, 3.250%, 1/30/2031 | &nbsp;&nbsp; 899877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5810000 | Piedmont Operating Partnership, LP, Sr. Unsecd. Note, 2.750%, 4/1/2032 | &nbsp;&nbsp; 5064583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19282588 |
|  | **Financial Institution - REIT - Other—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7210000 | WP Carey, Inc., Sr. Unsecd. Note, 5.375%, 6/30/2034 | &nbsp;&nbsp; 7495183 |
|  | **Financial Institution - REIT - Retail—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3390000 | Kimco Realty Corp., Sr. Unsecd. Note, 1.900%, 3/1/2028 | &nbsp;&nbsp; 3268109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9467000 | Kimco Realty Corp., Sr. Unsecd. Note, 2.800%, 10/1/2026 | &nbsp;&nbsp; 9407584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | Kimco Realty Corp., Sr. Unsecd. Note, 5.300%, 2/1/2036 | &nbsp;&nbsp; 9359632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8075000 | Kimco Realty Corp., Sr. Unsecd. Note, 6.400%, 3/1/2034 | &nbsp;&nbsp; 9001318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4740000 | Phillips Edison Grocery Center Operating Partnership I, LP, Sr. Unsecd. Note, 4.750%, 3/15/2033 | &nbsp;&nbsp; 4749926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7556000 | Regency Centers LP, Sr. Unsecd. Note, 4.125%, 3/15/2028 | &nbsp;&nbsp; 7597692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Regency Centers LP, Sr. Unsecd. Note, 5.100%, 1/15/2035 | &nbsp;&nbsp; 7175944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50560205 |
|  | **Municipal Services—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1290000 | Camp Pendleton & Quantico Housing LLC, Sec. Fac. Bond, 5.572%, 10/1/2050 | &nbsp;&nbsp; 1287850 |
|  | **Sovereign—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3700000 | Inter-American Development Bank, Series MTN, 6.750%, 7/15/2027 | &nbsp;&nbsp; 3838032 |
|  | **Technology—2.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11194000 | Alphabet, Inc., Sr. Unsecd. Note, 2.050%, 8/15/2050 | &nbsp;&nbsp; 6181199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2080000 | Alphabet, Inc., Sr. Unsecd. Note, 4.100%, 2/15/2031 | &nbsp;&nbsp; 2094152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6255000 | Alphabet, Inc., Sr. Unsecd. Note, 4.700%, 11/15/2035 | &nbsp;&nbsp; 6335950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5055000 | Alphabet, Inc., Sr. Unsecd. Note, 4.800%, 2/15/2036 | &nbsp;&nbsp; 5140011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3827000 | Apple, Inc., Sr. Unsecd. Note, 2.375%, 2/8/2041 | &nbsp;&nbsp; 2810581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8000000 | Apple, Inc., Sr. Unsecd. Note, 2.900%, 9/12/2027 | &nbsp;&nbsp; 7925261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555000 | Apple, Inc., Sr. Unsecd. Note, 3.850%, 5/4/2043 | &nbsp;&nbsp; 476017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11960000 | Apple, Inc., Sr. Unsecd. Note, 4.000%, 5/10/2028 | &nbsp;&nbsp; 12065731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11200000 | Apple, Inc., Sr. Unsecd. Note, 4.450%, 5/6/2044 | &nbsp;&nbsp; 10432171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5185000 | Autodesk, Inc., Sr. Unsecd. Note, 5.300%, 6/15/2035 | &nbsp;&nbsp; 5315074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8100000 | Broadcom, Inc., Sr. Sub. Secd. Note, Series WI, 3.469%, 4/15/2034 | &nbsp;&nbsp; 7497610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3998000 | Broadcom, Inc., Sr. Unsecd. Note, 4.150%, 11/15/2030 | &nbsp;&nbsp; 4011971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7545000 | Broadcom, Inc., Sr. Unsecd. Note, 4.900%, 2/15/2038 | &nbsp;&nbsp; 7506677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10360000 | Broadcom, Inc., Sr. Unsecd. Note, 5.050%, 7/12/2029 | &nbsp;&nbsp; 10720954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2953000 | Broadcom, Inc., Sr. Unsecd. Note, 144A, 3.137%, 11/15/2035 | &nbsp;&nbsp; 2583020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352000 | Broadcom, Inc., Sr. Unsecd. Note, 144A, 3.187%, 11/15/2036 | &nbsp;&nbsp; 303795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8101000 | CDW LLC/ CDW Finance Corp., Sr. Unsecd. Note, 2.670%, 12/1/2026 | &nbsp;&nbsp; 8018119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5685000 | CDW LLC/ CDW Finance Corp., Sr. Unsecd. Note, 5.550%, 8/22/2034 | &nbsp;&nbsp; 5724216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10050000 | Cisco Systems, Inc., Sr. Unsecd. Note, 4.750%, 2/24/2030 | &nbsp;&nbsp; 10367501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10390000 | Cisco Systems, Inc., Sr. Unsecd. Note, 4.800%, 2/26/2027 | &nbsp;&nbsp; 10492446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8015000 | Dell International LLC / EMC Corp., Sr. Unsecd. Note, 5.000%, 4/1/2030 | &nbsp;&nbsp; 8244856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8055000<br><sup>2</sup> <br>| Dell International LLC / EMC Corp., Sr. Unsecd. Note, 5.100%, 2/15/2036 | &nbsp;&nbsp; 8088405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1535000 | Experian Finance PLC., Sr. Unsecd. Note, 144A, 4.250%, 2/1/2029 | &nbsp;&nbsp; 1541976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2280000 | Fidelity National Information Services, Inc., Sr. Unsecd. Note, 3.100%, 3/1/2041 | &nbsp;&nbsp; 1695359 |

---

**14**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Technology—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $10645000<br><sup>2</sup> <br>| Fiserv, Inc., Sr. Secd. Note, 5.250%, 8/11/2035 | &nbsp;&nbsp; $10654099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5985000 | Fiserv, Inc., Sr. Unsecd. Note, 3.500%, 7/1/2029 | &nbsp;&nbsp; 5815195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5360000 | Fortinet, Inc., Sr. Unsecd. Note, 1.000%, 3/15/2026 | &nbsp;&nbsp; 5350524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6562000 | Fortinet, Inc., Sr. Unsecd. Note, 2.200%, 3/15/2031 | &nbsp;&nbsp; 5949677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4555000 | Global Payments, Inc., Sr. Unsecd. Note, 4.450%, 6/1/2028 | &nbsp;&nbsp; 4567680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2970000 | Global Payments, Inc., Sr. Unsecd. Note, 4.800%, 4/1/2026 | &nbsp;&nbsp; 2971200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5152000 | Global Payments, Inc., Sr. Unsecd. Note, 4.950%, 8/15/2027 | &nbsp;&nbsp; 5195647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12485000 | Global Payments, Inc., Sr. Unsecd. Note, 5.550%, 11/15/2035 | &nbsp;&nbsp; 12425176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5070000 | Hewlett Packard Enterprise Co., 5.600%, 10/15/2054 | &nbsp;&nbsp; 4669221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8640000 | Hewlett Packard Enterprise Co., Sr. Unsecd. Note, 4.400%, 10/15/2030 | &nbsp;&nbsp; 8654423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4950000 | Hewlett Packard Enterprise Co., Sr. Unsecd. Note, 5.000%, 10/15/2034 | &nbsp;&nbsp; 4907199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6415000 | Keysight Technologies, Inc., Sr. Unsecd. Note, 4.950%, 10/15/2034 | &nbsp;&nbsp; 6542603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5320000 | Keysight Technologies, Inc., Sr. Unsecd. Note, 5.350%, 7/30/2030 | &nbsp;&nbsp; 5581081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7545000 | KLA Corp., Sr. Unsecd. Note, 4.650%, 7/15/2032 | &nbsp;&nbsp; 7739834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5886000 | Lam Research Corp., Sr. Unsecd. Note, 4.000%, 3/15/2029 | &nbsp;&nbsp; 5912597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2100000 | Leidos Holdings, Inc., Co. Guarantee, Series 1, 5.950%, 12/1/2040 | &nbsp;&nbsp; 2186570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5885000 | Microchip Technology, Inc., Sr. Unsecd. Note, 5.050%, 3/15/2029 | &nbsp;&nbsp; 6040159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2875000 | Microchip Technology, Inc., Sr. Unsecd. Note, 5.050%, 2/15/2030 | &nbsp;&nbsp; 2952959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3400000 | Microsoft Corp., Sr. Unsecd. Note, 2.400%, 8/8/2026 | &nbsp;&nbsp; 3380163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1297000 | Microsoft Corp., Sr. Unsecd. Note, 2.675%, 6/1/2060 | &nbsp;&nbsp; 751738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3632000 | Microsoft Corp., Sr. Unsecd. Note, 2.921%, 3/17/2052 | &nbsp;&nbsp; 2421538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6123000 | Microsoft Corp., Sr. Unsecd. Note, 3.041%, 3/17/2062 | &nbsp;&nbsp; 3852356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284000 | Microsoft Corp., Sr. Unsecd. Note, 3.450%, 8/8/2036 | &nbsp;&nbsp; 262393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4410000 | Oracle Corp., Sr. Unsecd. Note, 1.650%, 3/25/2026 | &nbsp;&nbsp; 4402378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10365000 | Oracle Corp., Sr. Unsecd. Note, 5.375%, 9/27/2054 | &nbsp;&nbsp; 8408891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13240000 | Oracle Corp., Sr. Unsecd. Note, 5.700%, 2/4/2036 | &nbsp;&nbsp; 13252385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | Oracle Corp., Sr. Unsecd. Note, 6.500%, 4/15/2038 | &nbsp;&nbsp; 5185480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9670000 | Oracle Corp., Sr. Unsecd. Note, 6.700%, 2/4/2056 | &nbsp;&nbsp; 9383499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4575000 | Oracle Corp., Sr. Unsecd. Note, 6.900%, 11/9/2052 | &nbsp;&nbsp; 4530390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5100000 | Roper Technologies, Inc., Sr. Unsecd. Note, 1.400%, 9/15/2027 | &nbsp;&nbsp; 4907675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2560000 | Roper Technologies, Inc., Sr. Unsecd. Note, 2.950%, 9/15/2029 | &nbsp;&nbsp; 2455030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6090000 | Roper Technologies, Inc., Sr. Unsecd. Note, 4.900%, 10/15/2034 | &nbsp;&nbsp; 6055373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5452000 | Skyworks Solutions, Inc., Sr. Unsecd. Note, 1.800%, 6/1/2026 | &nbsp;&nbsp; 5419518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5036000 | Trimble, Inc., Sr. Unsecd. Note, 6.100%, 3/15/2033 | &nbsp;&nbsp; 5368286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15532000 | Verisign, Inc., Sr. Unsecd. Note, 2.700%, 6/15/2031 | &nbsp;&nbsp; 14144135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10985000 | Verisk Analytics, Inc., Sr. Unsecd. Note, 4.125%, 3/15/2029 | &nbsp;&nbsp; 11027638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2920000 | Visa, Inc., Sr. Unsecd. Note, 2.750%, 9/15/2027 | &nbsp;&nbsp; 2883824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350000 | Visa, Inc., Sr. Unsecd. Note, 4.150%, 12/14/2035 | &nbsp;&nbsp; 342614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4632000 | VMware, Inc., Sr. Unsecd. Note, 1.400%, 8/15/2026 | &nbsp;&nbsp; 4578019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3450000 | VMware, Inc., Sr. Unsecd. Note, 2.200%, 8/15/2031 | &nbsp;&nbsp; 3092140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369794359 |
|  | **Transportation - Railroads—0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9882000<br><sup>4</sup> <br>| Burlington Northern Santa Fe LLC, Sr. Unsecd. Note, 5.200% (180-DAY AVERAGE SOFR +0.000%), 4/15/2054 | &nbsp;&nbsp; 9455968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1570000 | Canadian Pacific Railway Co., Sr. Unsecd. Note, 1.750%, 12/2/2026 | &nbsp;&nbsp; 1546099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2630000 | Canadian Pacific Railway Co., Sr. Unsecd. Note, 2.050%, 3/5/2030 | &nbsp;&nbsp; 2442998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295000 | Canadian Pacific Railway Co., Sr. Unsecd. Note, 3.000%, 12/2/2041 | &nbsp;&nbsp; 992232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3660000 | Canadian Pacific Railway Co., Sr. Unsecd. Note, 4.700%, 5/1/2048 | &nbsp;&nbsp; 3329596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4590000 | Union Pacific Corp., Sr. Unsecd. Note, 2.375%, 5/20/2031 | &nbsp;&nbsp; 4243477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6165000 | Union Pacific Corp., Sr. Unsecd. Note, 2.400%, 2/5/2030 | &nbsp;&nbsp; 5833508 |

---

**15**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Transportation - Railroads—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9000000 | Union Pacific Corp., Sr. Unsecd. Note, 5.600%, 12/1/2054 | &nbsp;&nbsp; $9121030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36964908 |
|  | **Transportation - Services—0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5630000 | Enterprise Rent-A-Car USA Finance Co., Sr. Unsecd. Note, 144A, 4.600%, 5/1/2028 | &nbsp;&nbsp; 5719604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7483000 | GXO Logistics, Inc., Sr. Unsecd. Note, 6.250%, 5/6/2029 | &nbsp;&nbsp; 7901746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10625000 | GXO Logistics, Inc., Sr. Unsecd. Note, Series WI, 1.650%, 7/15/2026 | &nbsp;&nbsp; 10511968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 4.400%, 7/1/2027 | &nbsp;&nbsp; 2009523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8100000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 5.250%, 2/1/2030 | &nbsp;&nbsp; 8391948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3585000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 5.550%, 5/1/2028 | &nbsp;&nbsp; 3690870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2680000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 5.700%, 2/1/2028 | &nbsp;&nbsp; 2755112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7000000 | Ryder System, Inc., Sr. Unsecd. Note, Series MTN, 2.850%, 3/1/2027 | &nbsp;&nbsp; 6931156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7735000 | Ryder System, Inc., Sr. Unsecd. Note, Series MTN, 5.650%, 3/1/2028 | &nbsp;&nbsp; 7976837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9235000 | United Parcel Service, Inc., Sr. Unsecd. Note, 4.650%, 10/15/2030 | &nbsp;&nbsp; 9545203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8781000<br><sup>2</sup> <br>| United Parcel Service, Inc., Sr. Unsecd. Note, 4.875%, 3/3/2033 | &nbsp;&nbsp; 9160379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74594346 |
|  | **Utility - Electric—1.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12535000 | American Electric Power Co., Inc., Sr. Unsecd. Note, 3.250%, 3/1/2050 | &nbsp;&nbsp; 8593407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6462000 | American Electric Power Co., Inc., Sr. Unsecd. Note, 5.625%, 3/1/2033 | &nbsp;&nbsp; 6856654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4868000 | Black Hills Corp., Sr. Unsecd. Note, 2.500%, 6/15/2030 | &nbsp;&nbsp; 4540035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1450000 | Consolidated Edison Co., Sr. Unsecd. Note, 4.625%, 12/1/2054 | &nbsp;&nbsp; 1248333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2590000 | Consolidated Edison Co., Sr. Unsecd. Note, Series 20B, 3.950%, 4/1/2050 | &nbsp;&nbsp; 2053064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8502000 | Constellation Energy Generation LLC, Sr. Unsecd. Note, 5.800%, 3/1/2033 | &nbsp;&nbsp; 9121416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2990000 | Constellation Energy Generation LLC, Sr. Unsecd. Note, 6.125%, 1/15/2034 | &nbsp;&nbsp; 3276026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7205000 | Constellation Energy Generation LLC, Sr. Unsecd. Note, 6.500%, 10/1/2053 | &nbsp;&nbsp; 7955158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | Dominion Energy, Inc., Sr. Unsecd. Note, Series B, 4.850%, 8/15/2052 | &nbsp;&nbsp; 8670092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6953000 | Dominion Energy, Inc., Sr. Unsecd. Note, Series C, 3.375%, 4/1/2030 | &nbsp;&nbsp; 6766709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13520000 | Duke Energy Corp., Sr. Unsecd. Note, 3.750%, 9/1/2046 | &nbsp;&nbsp; 10405736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9610000 | Duke Energy Corp., Sr. Unsecd. Note, 5.000%, 8/15/2052 | &nbsp;&nbsp; 8523273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9090000 | Duke Energy Corp., Sr. Unsecd. Note, 6.100%, 9/15/2053 | &nbsp;&nbsp; 9410098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2175000 | Duke Energy Indiana, LLC, 1st Mtg. Bond, 6.350%, 8/15/2038 | &nbsp;&nbsp; 2439544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427000 | Duke Energy Indiana, LLC, Sr. Deb., 6.120%, 10/15/2035 | &nbsp;&nbsp; 468635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2450000<br><sup>2</sup> <br>| Duke Energy Ohio, Inc., Term Loan - 1st Lien, 5.250%, 4/1/2033 | &nbsp;&nbsp; 2572928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | EDP Finance B.V., Sr. Unsecd. Note, 144A, 1.710%, 1/24/2028 | &nbsp;&nbsp; 7189837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5679000 | Electricite de France S.A., Note, 144A, 5.600%, 1/27/2040 | &nbsp;&nbsp; 5821091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5621000 | Electricite de France S.A., Sr. Unsecd. Note, 144A, 6.250%, 5/23/2033 | &nbsp;&nbsp; 6171358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7554000 | Emera US Finance LP, Sr. Unsecd. Note, 4.750%, 6/15/2046 | &nbsp;&nbsp; 6537390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5742000 | Enel Finance International NV, Sr. Unsecd. Note, 144A, 2.500%, 7/12/2031 | &nbsp;&nbsp; 5234721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14800000 | Enel Finance International NV, Sr. Unsecd. Note, 144A, 5.000%, 9/30/2035 | &nbsp;&nbsp; 14792429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3985000 | Evergy Metro, Inc., Sr. Unsecd. Note, 4.200%, 3/15/2048 | &nbsp;&nbsp; 3314928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2485000 | Exelon Corp., Sr. Unsecd. Note, 4.100%, 3/15/2052 | &nbsp;&nbsp; 1957956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3787000 | Exelon Corp., Sr. Unsecd. Note, 4.450%, 4/15/2046 | &nbsp;&nbsp; 3233286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2302000 | Exelon Corp., Sr. Unsecd. Note, 4.700%, 4/15/2050 | &nbsp;&nbsp; 1983367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1600000 | Exelon Corp., Sr. Unsecd. Note, 5.125%, 3/15/2031 | &nbsp;&nbsp; 1667714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7500000 | Exelon Corp., Sr. Unsecd. Note, 5.600%, 3/15/2053 | &nbsp;&nbsp; 7285402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3107000 | FirstEnergy Transmission LLC, Sr. Unsecd. Note, 144A, 4.550%, 4/1/2049 | &nbsp;&nbsp; 2702782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5400000 | Florida Power & Light Co., Sr. Unsecd. Note, 4.550%, 10/1/2044 | &nbsp;&nbsp; 4851377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5831000 | Fortis, Inc. / Canada, Sr. Unsecd. Note, 3.055%, 10/4/2026 | &nbsp;&nbsp; 5795643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7759000 | National Rural Utilities Cooperative Finance Corp., Sr. Sub. Note, 5.250%, 4/20/2046 | &nbsp;&nbsp; 7788868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5452000 | NextEra Energy Capital Holdings, Inc., Sr. Unsecd. Note, 5.050%, 2/28/2033 | &nbsp;&nbsp; 5632316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | NextEra Energy Capital Holdings, Inc., Sr. Unsecd. Note, 5.250%, 2/28/2053 | &nbsp;&nbsp; 8405779 |

---

**16**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Utility - Electric—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5000000 | NextEra Energy Capital Holdings, Inc., Sr. Unsecd. Note, 5.550%, 3/15/2054 | &nbsp;&nbsp; $4854904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5000000 | NiSource, Inc., Sr. Unsecd. Note, 3.950%, 3/30/2048 | &nbsp;&nbsp; 3963057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2410000 | NiSource, Inc., Sr. Unsecd. Note, 4.375%, 5/15/2047 | &nbsp;&nbsp; 2041577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1520000 | NiSource, Inc., Sr. Unsecd. Note, 5.250%, 3/30/2028 | &nbsp;&nbsp; 1558872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7742000 | NiSource, Inc., Sr. Unsecd. Note, 5.400%, 6/30/2033 | &nbsp;&nbsp; 8121164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7430000 | Public Service Enterprises Group, Inc., Sr. Unsecd. Note, 2.450%, 11/15/2031 | &nbsp;&nbsp; 6737833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3040000 | Public Service Enterprises Group, Inc., Sr. Unsecd. Note, 5.400%, 3/15/2035 | &nbsp;&nbsp; 3154956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3040000 | Puget Energy, Inc., Sec. Fac. Bond, 2.379%, 6/15/2028 | &nbsp;&nbsp; 2931919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1450000 | Southwestern Electric Power Co., Sr. Unsecd. Note, 6.200%, 3/15/2040 | &nbsp;&nbsp; 1563234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3805000 | WEC Energy Group, Inc., Sr. Unsecd. Note, 2.200%, 12/15/2028 | &nbsp;&nbsp; 3635782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440000 | WEC Energy Group, Inc., Sr. Unsecd. Note, 5.150%, 10/1/2027 | &nbsp;&nbsp; 1465880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233296530 |
|  | **Utility - Natural Gas—0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | Sempra Energy, Jr. Sub. Note, 4.125%, 4/1/2052 | &nbsp;&nbsp; 8889816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7915000 | Sempra Energy, Sr. Unsecd. Note, 3.700%, 4/1/2029 | &nbsp;&nbsp; 7837752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1160000 | Sempra Energy, Sr. Unsecd. Note, 6.000%, 10/15/2039 | &nbsp;&nbsp; 1225898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17953466 |
|  | **Utility - Natural Gas Distributor—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1765000 | Southern Co. Gas Capital, Sr. Unsecd. Note, 3.950%, 10/1/2046 | &nbsp;&nbsp; 1413737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1973000 | The East Ohio Gas Co., Sr. Unsecd. Note, 144A, 3.000%, 6/15/2050 | &nbsp;&nbsp; 1305433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2719170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CORPORATE BONDS <br>(IDENTIFIED COST $3,686,048,591)<br>| &nbsp;&nbsp;&nbsp; 3642516718 |
|  | COLLATERALIZED MORTGAGE OBLIGATIONS—5.6% |  |
| <sup>4</sup> <br>| **Federal Home Loan Mortgage Corporation—3.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18462016 | Federal Home Loan Mortgage Corp. REMIC, Series 413, Class F25, 4.817% (30-DAY AVERAGE SOFR <br> +1.150%), 5/25/2054<br>| &nbsp;&nbsp; 18622421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6130736 | Federal Home Loan Mortgage Corp. REMIC, Series 5396, Class FG, 4.667% (30-DAY AVERAGE SOFR <br> +1.000%), 4/25/2054<br>| &nbsp;&nbsp; 6166155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14627899 | Federal Home Loan Mortgage Corp. REMIC, Series 5396, Class JF, 4.867% (30-DAY AVERAGE SOFR <br> +1.200%), 4/25/2054<br>| &nbsp;&nbsp; 14710507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34637848 | Federal Home Loan Mortgage Corp. REMIC, Series 5402, Class FB, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 4/25/2054<br>| &nbsp;&nbsp; 34943967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25850836 | Federal Home Loan Mortgage Corp. REMIC, Series 5416, Class FM, 4.867% (30-DAY AVERAGE SOFR <br> +1.200%), 6/25/2054<br>| &nbsp;&nbsp; 26075666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26081596 | Federal Home Loan Mortgage Corp. REMIC, Series 5417, Class FC, 4.867% (30-DAY AVERAGE SOFR <br> +1.200%), 6/25/2054<br>| &nbsp;&nbsp; 26299666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23419829 | Federal Home Loan Mortgage Corp. REMIC, Series 5422, Class FK, 4.867% (30-DAY AVERAGE SOFR <br> +1.200%), 6/25/2054<br>| &nbsp;&nbsp; 23614985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17062140 | Federal Home Loan Mortgage Corp. REMIC, Series 5426, Class FB, 4.867% (30-DAY AVERAGE SOFR <br> +1.200%), 6/25/2054<br>| &nbsp;&nbsp; 17177630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28514881 | Federal Home Loan Mortgage Corp. REMIC, Series 5428, Class FB, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 7/25/2054<br>| &nbsp;&nbsp; 28684217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2444288 | Federal Home Loan Mortgage Corp. REMIC, Series 5438, Class FC, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 8/25/2054<br>| &nbsp;&nbsp; 2458020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42771595 | Federal Home Loan Mortgage Corp. REMIC, Series 5440, Class WF, 4.817% (30-DAY AVERAGE SOFR <br> +1.150%), 8/25/2054<br>| &nbsp;&nbsp; 43312099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26421029 | Federal Home Loan Mortgage Corp. REMIC, Series 5449, Class FE, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 7/25/2054<br>| &nbsp;&nbsp; 26570451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8657022 | Federal Home Loan Mortgage Corp. REMIC, Series 5458, Class PF, 4.667% (30-DAY AVERAGE SOFR <br> +1.000%), 9/25/2054<br>| &nbsp;&nbsp; 8697166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28354499 | Federal Home Loan Mortgage Corp. REMIC, Series 5466, Class FL, 4.617% (30-DAY AVERAGE SOFR <br> +0.950%), 2/25/2054<br>| &nbsp;&nbsp; 28445956 |

---

**17**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | COLLATERALIZED MORTGAGE OBLIGATIONS—continued |  |
| <sup>4</sup> <br>| **Federal Home Loan Mortgage Corporation—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $45050253 | Federal Home Loan Mortgage Corp. REMIC, Series 5511, Class FL, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 3/25/2055<br>| &nbsp;&nbsp; $45333110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53690528 | Federal Home Loan Mortgage Corp. REMIC, Series 5511, Class JF, 4.817% (30-DAY AVERAGE SOFR <br> +1.150%), 3/25/2055<br>| &nbsp;&nbsp; 53994867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17412321 | Federal Home Loan Mortgage Corp. REMIC, Series 5519, Class FG, 4.717% (30-DAY AVERAGE SOFR <br> +1.050%), 9/25/2054<br>| &nbsp;&nbsp; 17480685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56385609 | Federal Home Loan Mortgage Corp. REMIC, Series 5522, Class BF, 4.717% (30-DAY AVERAGE SOFR <br> +1.050%), 3/25/2055<br>| &nbsp;&nbsp; 56657749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29918332 | Federal Home Loan Mortgage Corp. REMIC, Series 5566, Class AF, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 8/25/2055<br>| &nbsp;&nbsp; 30117556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53918791 | Federal Home Loan Mortgage Corp. REMIC, Series 5606, Class FB, 4.617% (30-DAY AVERAGE SOFR <br> +0.950%), 12/25/2055<br>| &nbsp;&nbsp; 54123602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8437672 | Federal Home Loan Mortgage Corp. REMIC, Series FLT, PT, Class FH, 4.517% (30-DAY AVERAGE SOFR <br> +0.850%), 10/25/2054<br>| &nbsp;&nbsp; 8453023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571939498 |
| <sup>4</sup> <br>| **Federal National Mortgage Association—1.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29578855 | Federal National Mortgage Association REMIC, Series 2024-34, Class FL, 4.717% (30-DAY AVERAGE SOFR <br> +1.050%), 6/25/2054<br>| &nbsp;&nbsp; 29765429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27126060 | Federal National Mortgage Association REMIC, Series 2024-36, Class FA, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 6/25/2054<br>| &nbsp;&nbsp; 27305282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30341967 | Federal National Mortgage Association REMIC, Series 2024-39, Class BF, 4.717% (30-DAY AVERAGE SOFR <br> +1.050%), 6/25/2054<br>| &nbsp;&nbsp; 30510432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23960312 | Federal National Mortgage Association REMIC, Series 2024-74, Class FW, 4.667% (30-DAY AVERAGE SOFR <br> +1.000%), 9/25/2054<br>| &nbsp;&nbsp; 24055626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41855099 | Federal National Mortgage Association REMIC, Series 2024-82, Class HF, 4.867% (30-DAY AVERAGE SOFR <br> +1.200%), 11/25/2054<br>| &nbsp;&nbsp; 42209846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64246393 | Federal National Mortgage Association REMIC, Series 2025-18, Class WF, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 9/25/2054<br>| &nbsp;&nbsp; 64619825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25468175 | Federal National Mortgage Association REMIC, Series 2025-29, Class KF, 4.767% (30-DAY AVERAGE SOFR <br> +1.100%), 5/25/2055<br>| &nbsp;&nbsp; 25614365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244080805 |
| <sup>4</sup> <br>| **Government National Mortgage Association—0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14642481 | Government National Mortgage Association REMIC, Series 2024-44, Class KF, 4.511% (30-DAY AVERAGE SOFR <br> +0.850%), 3/20/2054<br>| &nbsp;&nbsp; 14690306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9421878 | Government National Mortgage Association REMIC, Series 2024-162, Class FB, 4.561% (30-DAY AVERAGE SOFR <br> +0.900%), 10/20/2054<br>| &nbsp;&nbsp; 9460458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8821808 | Government National Mortgage Association REMIC, Series 2025-23, Class FE, 4.711% (30-DAY AVERAGE SOFR <br> +1.050%), 2/20/2055<br>| &nbsp;&nbsp; 8885414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14549767 | Government National Mortgage Association REMIC, Series 2025-127, Class FA, 4.911% (30-DAY AVERAGE SOFR <br> +1.250%), 6/20/2055<br>| &nbsp;&nbsp; 14576213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47612391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS <br>(IDENTIFIED COST $858,738,901)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863632694 |
|  | COMMERCIAL MORTGAGE-BACKED SECURITIES—0.5% |  |
|  | **Commercial Mortgage—0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4500000 | Bank 2018-BN15, Class A4, 4.407%, 11/15/2061 | &nbsp;&nbsp; 4540043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8800000 | Bank 2019-BN16, Class A4, 4.005%, 2/15/2052 | &nbsp;&nbsp; 8749103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4359000 | Bank, Class A5, 3.390%, 6/15/2060 | &nbsp;&nbsp; 4313248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8890000 | Benchmark Mortgage Trust 2018-B1, Class A5, 3.666%, 1/15/2051 | &nbsp;&nbsp; 8803283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29700000 | Benchmark Mortgage Trust 2018-B4, Class A5, 4.121%, 7/15/2051 | &nbsp;&nbsp; 29654036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4075000 | BMO Mortgage Trust 2023-C4, Class A2, 5.458%, 2/15/2056 | &nbsp;&nbsp; 4135349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2600000 | CD Commercial Mortgage Trust 2016-CD1, Class A4, 2.724%, 8/10/2049 | &nbsp;&nbsp; 2564269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4100000 | CD Commercial Mortgage Trust 2016-CD4, Class A4, 3.514%, 5/10/2050 | &nbsp;&nbsp; 4061016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14400000 | JPMDB Commercial Mortgage Securities Trust 2016-C4, Class A3, 3.141%, 12/15/2049 | &nbsp;&nbsp; 14206548 |

---

**18**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | COMMERCIAL MORTGAGE-BACKED SECURITIES—continued |  |
|  | **Commercial Mortgage—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3342000 | Wells Fargo Commercial Mortgage Trust 2017-C38, Class A5, 3.453%, 7/15/2050 | &nbsp;&nbsp; $3302779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES <br>(IDENTIFIED COST $87,605,625)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84329674 |
|  | FOREIGN GOVERNMENTS/AGENCIES—0.5% |  |
|  | **Sovereign—0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ARS 400,000,000 | Bono Del Tesoro Nacional Capitalizable en Pesos, Unsecd. Note, 2.550%, 4/30/2027 | &nbsp;&nbsp; 322694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRL 12,200 | Brazil, Government of, Unsecd. Note, Series NTNF, 10.000%, 1/1/2027 | &nbsp;&nbsp; 2360742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20800 | Brazil, Government of, Unsecd. Note, Series NTNF, 10.000%, 1/1/2033 | &nbsp;&nbsp; 3548407 |
| COP 6,600,000,000 | Colombia, Government of, Sr. Unsecd. Note, Series B, 6.250%, 7/9/2036 | &nbsp;&nbsp; 1067793 |
| &nbsp;&nbsp;&nbsp;&nbsp; CZK 55,000,000 | Czech Republic, Government of, Sr. Unsecd. Note, Series 103, 2.000%, 10/13/2033 | &nbsp;&nbsp; 2317658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40000000 | Czech Republic, Government of, Unsecd. Note, Series 121, 1.200%, 3/13/2031 | &nbsp;&nbsp; 1730040 |
| &nbsp;&nbsp;&nbsp;&nbsp; DOP 15,250,000 | Dominican Republic, Government of, Sr. Unsecd. Note, 144A, 10.500%, 3/15/2037 | &nbsp;&nbsp; 284368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8000000 | Dominican Republic, Government of, Sr. Unsecd. Note, REGS, 10.500%, 3/15/2037 | &nbsp;&nbsp; 149176 |
| &nbsp;&nbsp;&nbsp; EGP 156,750,000 | Egypt, Government of, Unsecd. Note, Series 364D, 0.000%, 4/14/2026 | &nbsp;&nbsp; 3180750 |
| &nbsp;&nbsp;&nbsp; HUF 350,000,000 | Hungary, Government of, Unsecd. Note, Series 27/A, 3.000%, 10/27/2027 | &nbsp;&nbsp; 1048800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000000 | Hungary, Government of, Unsecd. Note, Series 33/A, 2.250%, 4/20/2033 | &nbsp;&nbsp; 1943465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MYR 6,700,000 | Malaysia, Government of, Sr. Unsecd. Note, Series 0122, 3.582%, 7/15/2032 | &nbsp;&nbsp; 1735767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8600000 | Malaysia, Government of, Sr. Unsecd. Note, Series 0425, 3.775%, 5/31/2045 | &nbsp;&nbsp; 2164174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12000000 | Malaysia, Government of, Sr. Unsecd. Note, Series 0619, 4.119%, 11/30/2034 | &nbsp;&nbsp; 3227776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MXN 170,000 | Mex Bonos Desarr Fix Rt - Old, Sr. Unsecd. Note, Series M, 8.000%, 2/21/2036 | &nbsp;&nbsp; 943746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170000 | Mex Bonos Desarr Fix Rt - Old, Sr. Unsecd. Note, Series M, 8.000%, 4/29/2055 | &nbsp;&nbsp; 869165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90000 | Mex Bonos Desarr Fix Rt - Old, Sr. Unsecd. Note, Series M, 8.500%, 2/28/2030 | &nbsp;&nbsp; 534278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $18394000 | Mexico, Government of, Series 10, 5.625%, 9/22/2035 | &nbsp;&nbsp; 18338818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MXN 400,000 | Mexico, Government of, Sr. Unsecd. Note, Series M, 7.750%, 11/23/2034 | &nbsp;&nbsp; 2216398 |
| NGN 1,600,000,000 | Nigeria, Government of, Unsecd. Note, Series 196D, 0.000%, 5/5/2026 | &nbsp;&nbsp; 1129812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRL 5,850 | Nota Do Tesouro Nacional, Unsecd. Note, Series NTNF, 10.000%, 1/1/2035 | &nbsp;&nbsp; 971399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $400000 | Panama, Government of, Sr. Unsecd. Note, 6.400%, 2/14/2035 | &nbsp;&nbsp; 426960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PEN 1,140,000 | Peru, Government of, 144A, 7.600%, 8/12/2039 | &nbsp;&nbsp; 369745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12000000 | Peru, Government of, Sr. Unsecd. Note, 7.600%, 8/12/2039 | &nbsp;&nbsp; 3892054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PLN 530,000 | Poland, Government of, Unsecd. Note, Series 0428, 2.750%, 4/25/2028 | &nbsp;&nbsp; 146040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14000000 | Poland, Government of, Unsecd. Note, Series 0432, 1.750%, 4/25/2032 | &nbsp;&nbsp; 3361677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7170000 | Poland, Government of, Unsecd. Note, Series 1029, 2.750%, 10/25/2029 | &nbsp;&nbsp; 1928779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RON 3,430,000 | Romania, Government of, Unsecd. Note, Series 15Y, 3.650%, 9/24/2031 | &nbsp;&nbsp; 707098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1495000 | Romania, Government of, Unsecd. Note, Series 15Y, 7.900%, 2/24/2038 | &nbsp;&nbsp; 388481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000000 | Romania, Government of, Unsecd. Note, Series 4Y, 6.300%, 4/26/2028 | &nbsp;&nbsp; 1402136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000000 | Romania, Government of, Unsecd. Note, Series 5Y, 3.250%, 6/24/2026 | &nbsp;&nbsp; 1380663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3790000 | Romania, Government of, Unsecd. Note, Series 5Y, 6.300%, 4/25/2029 | &nbsp;&nbsp; 887079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2505000 | Romania, Government of, Unsecd. Note, Series 6Y, 6.850%, 7/29/2030 | &nbsp;&nbsp; 598334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2835000 | Romania, Government of, Unsecd. Note, Series 7Y, 2.500%, 10/25/2027 | &nbsp;&nbsp; 624200 |
| &nbsp;&nbsp;&nbsp;&nbsp; ZAR 19,137,000 | South Africa, Government of, Series R209, 6.250%, 3/31/2036 | &nbsp;&nbsp; 1050155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24996000 | South Africa, Government of, Sr. Unsecd. Note, Series 2030, 8.000%, 1/31/2030 | &nbsp;&nbsp; 1614783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33902000 | South Africa, Government of, Sr. Unsecd. Note, Series 2044, 8.750%, 1/31/2044 | &nbsp;&nbsp; 2149727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17503000 | South Africa, Government of, Sr. Unsecd. Note, Series R213, 7.000%, 2/28/2031 | &nbsp;&nbsp; 1081958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10336000 | South Africa, Government of, Sr. Unsecd. Note, Series R214, 6.500%, 2/28/2041 | &nbsp;&nbsp; 541586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48467000 | South Africa, Government of, Unsecd. Note, Series 2032, 8.250%, 3/31/2032 | &nbsp;&nbsp; 3142845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14779000 | South Africa, Government of, Unsecd. Note, Series 2033, 10.000%, 3/31/2033 | &nbsp;&nbsp; 1039862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13945000 | South Africa, Government of, Unsecd. Note, Series 2038, 10.875%, 3/31/2038 | &nbsp;&nbsp; 1046991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TRY 54,076,000 | Turkey, Government of, Unsecd. Note, Series 10Y, 10.500%, 8/11/2027 | &nbsp;&nbsp; 923070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17600000 | Turkey, Government of, Unsecd. Note, Series 10Y, 12.400%, 3/8/2028 | &nbsp;&nbsp; 284457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3144000 | Turkey, Government of, Unsecd. Note, Series 10Y, 27.700%, 9/27/2034 | &nbsp;&nbsp; 69916 |

---

**19**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | FOREIGN GOVERNMENTS/AGENCIES—continued |  |
|  | **Sovereign—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TRY 30,314,000 | Turkey, Government of, Unsecd. Note, Series 5Y, 17.300%, 7/19/2028 | &nbsp;&nbsp; $527643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45907000 | Turkey, Government of, Unsecd. Note, Series 5Y, 30.000%, 9/12/2029 | &nbsp;&nbsp; 1025084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UYU 9,000,000 | Uruguay, Government of, Sr. Unsecd. Note, 8.250%, 5/21/2031 | &nbsp;&nbsp; 246678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOREIGN GOVERNMENTS/AGENCIES <br>(IDENTIFIED COST $76,988,734)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80943227 |
|  | MORTGAGE-BACKED SECURITIES—0.0% |  |
|  | **Federal Home Loan Mortgage Corporation—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $73 | Federal Home Loan Mortgage Corp., Pool C00879, 8.000%, 10/1/2029 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 | Federal Home Loan Mortgage Corp., Pool C41497, 7.500%, 9/1/2030 | &nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73279 | Federal Home Loan Mortgage Corp., Pool G01989, 6.000%, 12/1/2035 | &nbsp;&nbsp; 77427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7892 | Federal Home Loan Mortgage Corp., Pool G03381, 5.500%, 9/1/2037 | &nbsp;&nbsp; 8281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 | Federal Home Loan Mortgage Corp., Pool G03927, 5.500%, 1/1/2038 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86094 | Federal Home Loan Mortgage Corp., Pool G08451, 4.500%, 6/1/2041 | &nbsp;&nbsp; 87673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 | Federal Home Loan Mortgage Corp., Pool G14615, 4.500%, 9/1/2026 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886 | Federal Home Loan Mortgage Corp., Pool G14801, 3.000%, 6/1/2028 | &nbsp;&nbsp; 879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1532 | Federal Home Loan Mortgage Corp., Pool G18521, 3.500%, 8/1/2029 | &nbsp;&nbsp; 1526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1525 | Federal Home Loan Mortgage Corp., Pool ZI5305, 5.500%, 10/1/2036 | &nbsp;&nbsp; 1596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3256 | Federal Home Loan Mortgage Corp., Pool ZS1273, 6.000%, 1/1/2037 | &nbsp;&nbsp; 3451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181212 |
|  | **Federal National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 | Federal National Mortgage Association, Pool 251286, 7.000%, 11/1/2027 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975 | Federal National Mortgage Association, Pool 252717, 7.500%, 9/1/2029 | &nbsp;&nbsp; 1014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1540 | Federal National Mortgage Association, Pool 255225, 5.500%, 6/1/2034 | &nbsp;&nbsp; 1604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8229 | Federal National Mortgage Association, Pool 256233, 6.000%, 5/1/2036 | &nbsp;&nbsp; 8703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4742 | Federal National Mortgage Association, Pool 257306, 5.500%, 8/1/2038 | &nbsp;&nbsp; 4970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 | Federal National Mortgage Association, Pool 313458, 7.000%, 4/1/2027 | &nbsp;&nbsp; 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389 | Federal National Mortgage Association, Pool 545137, 7.500%, 8/1/2031 | &nbsp;&nbsp; 410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 | Federal National Mortgage Association, Pool 555211, 7.000%, 8/1/2032 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 664 | Federal National Mortgage Association, Pool 576245, 7.500%, 4/1/2031 | &nbsp;&nbsp; 706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4740 | Federal National Mortgage Association, Pool 620613, 6.500%, 1/1/2032 | &nbsp;&nbsp; 4938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33265 | Federal National Mortgage Association, Pool 725424, 5.500%, 4/1/2034 | &nbsp;&nbsp; 34563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4942 | Federal National Mortgage Association, Pool 725948, 5.500%, 10/1/2034 | &nbsp;&nbsp; 5147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19882 | Federal National Mortgage Association, Pool 735744, 6.000%, 8/1/2035 | &nbsp;&nbsp; 20943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4591 | Federal National Mortgage Association, Pool 852523, 5.500%, 2/1/2036 | &nbsp;&nbsp; 4810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 | Federal National Mortgage Association, Pool 866049, 5.500%, 3/1/2036 | &nbsp;&nbsp; 615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8586 | Federal National Mortgage Association, Pool 871234, 5.500%, 4/1/2036 | &nbsp;&nbsp; 8991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1213 | Federal National Mortgage Association, Pool 885404, 6.000%, 6/1/2036 | &nbsp;&nbsp; 1282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1866 | Federal National Mortgage Association, Pool 889187, 5.000%, 7/1/2033 | &nbsp;&nbsp; 1887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4934 | Federal National Mortgage Association, Pool 906224, 5.500%, 1/1/2037 | &nbsp;&nbsp; 5170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39008 | Federal National Mortgage Association, Pool 932639, 5.000%, 3/1/2040 | &nbsp;&nbsp; 40336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 964 | Federal National Mortgage Association, Pool 936523, 5.500%, 7/1/2037 | &nbsp;&nbsp; 1010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11015 | Federal National Mortgage Association, Pool 962914, 5.000%, 5/1/2038 | &nbsp;&nbsp; 11385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2347 | Federal National Mortgage Association, Pool 979899, 5.500%, 5/1/2038 | &nbsp;&nbsp; 2464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127614 | Federal National Mortgage Association, Pool AB1048, 4.500%, 5/1/2040 | &nbsp;&nbsp; 129772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3319 | Federal National Mortgage Association, Pool AB2275, 4.500%, 2/1/2041 | &nbsp;&nbsp; 3375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3926 | Federal National Mortgage Association, Pool AB4297, 3.500%, 1/1/2042 | &nbsp;&nbsp; 3803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1956 | Federal National Mortgage Association, Pool AC1889, 4.000%, 9/1/2039 | &nbsp;&nbsp; 1950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7238 | Federal National Mortgage Association, Pool AC3668, 4.500%, 10/1/2039 | &nbsp;&nbsp; 7360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1534 | Federal National Mortgage Association, Pool AD7127, 4.500%, 7/1/2040 | &nbsp;&nbsp; 1560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5095 | Federal National Mortgage Association, Pool AD7134, 5.000%, 7/1/2040 | &nbsp;&nbsp; 5271 |

---

**20**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | MORTGAGE-BACKED SECURITIES—continued |  |
|  | **Federal National Mortgage Association—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1021 | Federal National Mortgage Association, Pool AD7793, 4.500%, 7/1/2040 | &nbsp;&nbsp; $1039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14072 | Federal National Mortgage Association, Pool AH5583, 4.500%, 2/1/2041 | &nbsp;&nbsp; 14312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1202 | Federal National Mortgage Association, Pool AH9719, 4.500%, 4/1/2041 | &nbsp;&nbsp; 1222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8976 | Federal National Mortgage Association, Pool AI0845, 4.000%, 12/1/2041 | &nbsp;&nbsp; 8932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 | Federal National Mortgage Association, Pool AJ1441, 3.500%, 9/1/2026 | &nbsp;&nbsp; 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12664 | Federal National Mortgage Association, Pool AL1948, 4.000%, 1/1/2042 | &nbsp;&nbsp; 12618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6207 | Federal National Mortgage Association, Pool AO8179, 3.500%, 9/1/2042 | &nbsp;&nbsp; 6005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 717 | Federal National Mortgage Association, Pool AS0765, 3.500%, 10/1/2028 | &nbsp;&nbsp; 714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5758 | Federal National Mortgage Association, Pool AS6131, 3.500%, 11/1/2045 | &nbsp;&nbsp; 5526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3760 | Federal National Mortgage Association, Pool AT5900, 3.000%, 6/1/2043 | &nbsp;&nbsp; 3525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8408 | Federal National Mortgage Association, Pool AX2484, 3.500%, 10/1/2044 | &nbsp;&nbsp; 8112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8019 | Federal National Mortgage Association, Pool AY8424, 3.500%, 8/1/2045 | &nbsp;&nbsp; 7709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67562 | Federal National Mortgage Association, Pool MA0500, 5.000%, 8/1/2040 | &nbsp;&nbsp; 69920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163671 | Federal National Mortgage Association, Pool MA0562, 4.500%, 11/1/2040 | &nbsp;&nbsp; 166449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4304 | Federal National Mortgage Association, Pool MA0585, 4.500%, 11/1/2040 | &nbsp;&nbsp; 4378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98189 | Federal National Mortgage Association, Pool MA0695, 4.000%, 4/1/2031 | &nbsp;&nbsp; 98150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2430 | Federal National Mortgage Association, Pool MA0821, 4.500%, 8/1/2041 | &nbsp;&nbsp; 2472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2904 | Federal National Mortgage Association, Pool MA0907, 4.000%, 11/1/2041 | &nbsp;&nbsp; 2892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11363 | Federal National Mortgage Association, Pool MA1236, 3.500%, 11/1/2042 | &nbsp;&nbsp; 10986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739569 |
|  | **Government National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 | Government National Mortgage Association, Pool 2630, 6.500%, 8/20/2028 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 | Government National Mortgage Association, Pool 2631, 7.000%, 8/20/2028 | &nbsp;&nbsp; 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621 | Government National Mortgage Association, Pool 2658, 6.500%, 10/20/2028 | &nbsp;&nbsp; 646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888 | Government National Mortgage Association, Pool 2698, 5.500%, 1/20/2029 | &nbsp;&nbsp; 900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 906 | Government National Mortgage Association, Pool 2701, 6.500%, 1/20/2029 | &nbsp;&nbsp; 942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445 | Government National Mortgage Association, Pool 2796, 7.000%, 8/20/2029 | &nbsp;&nbsp; 460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 | Government National Mortgage Association, Pool 2853, 7.500%, 12/20/2029 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 | Government National Mortgage Association, Pool 3039, 6.500%, 2/20/2031 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1948 | Government National Mortgage Association, Pool 3188, 6.500%, 1/20/2032 | &nbsp;&nbsp; 2030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157 | Government National Mortgage Association, Pool 3239, 6.500%, 5/20/2032 | &nbsp;&nbsp; 1209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1318 | Government National Mortgage Association, Pool 3261, 6.500%, 7/20/2032 | &nbsp;&nbsp; 1381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8947 | Government National Mortgage Association, Pool 3320, 5.500%, 12/20/2032 | &nbsp;&nbsp; 9217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6030 | Government National Mortgage Association, Pool 3333, 5.500%, 1/20/2033 | &nbsp;&nbsp; 6212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1917 | Government National Mortgage Association, Pool 3375, 5.500%, 4/20/2033 | &nbsp;&nbsp; 1977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9357 | Government National Mortgage Association, Pool 3390, 5.500%, 5/20/2033 | &nbsp;&nbsp; 9653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10664 | Government National Mortgage Association, Pool 3403, 5.500%, 6/20/2033 | &nbsp;&nbsp; 11008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11603 | Government National Mortgage Association, Pool 3458, 5.000%, 10/20/2033 | &nbsp;&nbsp; 11845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4550 | Government National Mortgage Association, Pool 3499, 5.000%, 1/20/2034 | &nbsp;&nbsp; 4645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5117 | Government National Mortgage Association, Pool 3556, 5.500%, 5/20/2034 | &nbsp;&nbsp; 5297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10136 | Government National Mortgage Association, Pool 3623, 5.000%, 10/20/2034 | &nbsp;&nbsp; 10370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 | Government National Mortgage Association, Pool 366985, 4.500%, 6/15/2041 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 | Government National Mortgage Association, Pool 412615, 7.500%, 6/15/2026 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 | Government National Mortgage Association, Pool 432701, 8.000%, 6/15/2026 | &nbsp;&nbsp; 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157 | Government National Mortgage Association, Pool 455319, 7.000%, 10/15/2027 | &nbsp;&nbsp; 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13956 | Government National Mortgage Association, Pool 456873, 6.500%, 5/15/2028 | &nbsp;&nbsp; 14510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 | Government National Mortgage Association, Pool 460881, 7.000%, 7/15/2028 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 | Government National Mortgage Association, Pool 471672, 7.000%, 4/15/2028 | &nbsp;&nbsp; 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 | Government National Mortgage Association, Pool 506476, 7.000%, 4/15/2029 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 | Government National Mortgage Association, Pool 541578, 5.000%, 6/15/2033 | &nbsp;&nbsp; 610 |

---

**21**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | MORTGAGE-BACKED SECURITIES—continued |  |
|  | **Government National Mortgage Association—continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $971 | Government National Mortgage Association, Pool 544007, 6.500%, 3/15/2031 | &nbsp;&nbsp; $1013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 | Government National Mortgage Association, Pool 571225, 6.500%, 10/15/2031 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449 | Government National Mortgage Association, Pool 591976, 5.000%, 4/15/2033 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | Government National Mortgage Association, Pool 603010, 5.000%, 6/15/2033 | &nbsp;&nbsp; 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4749 | Government National Mortgage Association, Pool 605775, 6.000%, 11/15/2034 | &nbsp;&nbsp; 4998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10377 | Government National Mortgage Association, Pool 605777, 6.000%, 12/15/2034 | &nbsp;&nbsp; 10898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7791 | Government National Mortgage Association, Pool 615490, 4.500%, 8/15/2033 | &nbsp;&nbsp; 7872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 851 | Government National Mortgage Association, Pool 633711, 6.000%, 9/15/2034 | &nbsp;&nbsp; 897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143417 | Government National Mortgage Association, Pool 644568, 5.500%, 8/15/2035 | &nbsp;&nbsp; 150161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23241 | Government National Mortgage Association, Pool 650708, 5.500%, 1/15/2036 | &nbsp;&nbsp; 24270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31818 | Government National Mortgage Association, Pool 652534, 5.500%, 4/15/2036 | &nbsp;&nbsp; 33295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3928 | Government National Mortgage Association, Pool 704189, 5.500%, 1/15/2039 | &nbsp;&nbsp; 4123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 | Government National Mortgage Association, Pool 780626, 7.000%, 8/15/2027 | &nbsp;&nbsp; 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4254 | Government National Mortgage Association, Pool 782604, 5.500%, 3/15/2039 | &nbsp;&nbsp; 4455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4784 | Government National Mortgage Association, Pool MA0625, 3.500%, 12/20/2042 | &nbsp;&nbsp; 4600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1382 | Government National Mortgage Association, Pool MA1376, 4.000%, 10/20/2043 | &nbsp;&nbsp; 1359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MORTGAGE-BACKED SECURITIES <br>(IDENTIFIED COST $1,256,413)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1263973 |
|  | MUNICIPAL BOND—0.0% |  |
|  | **Other—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390000 | Texas State Transportation Commission - State Highway Fund, 5.178%, 4/1/2030 <br>(IDENTIFIED COST $406,702)<br>| &nbsp;&nbsp; 402044 |
|  | ASSET-BACKED SECURITY—0.0% |  |
|  | **Financial Institution - Finance Companies—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59966 | Countrywide Home Loan, Inc., Class 2A1, 6.000%, 2/25/2037 <br>(IDENTIFIED COST $60,763)<br>| &nbsp;&nbsp; 20751 |
| <sup>4</sup> <br>| ADJUSTABLE RATE MORTGAGES—0.0% |  |
|  | **Federal National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 732 | Federal National Mortgage Association ARM, 6.250%, 1/1/2033 | &nbsp;&nbsp; 749 |
|  | **Government National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352 | Government National Mortgage Association ARM, 5.625%, 5/20/2028 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL ADJUSTABLE RATE MORTGAGES <br>(IDENTIFIED COST $1,118)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103 |
|  | PURCHASED CALL OPTION—0.0% |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18975000 | Barclays USD CALL/MXN PUT, Exercise Price $17.30, Notional Amount $326,749,500, Expiration Date 3/9/2026 <br>(IDENTIFIED COST $136,430)<br>| &nbsp;&nbsp; 65350 |
|  | EXCHANGE-TRADED FUND—0.3% |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2065689 | Federated Hermes Short Duration Corporate ETF <br>(IDENTIFIED COST $50,092,958)<br>| &nbsp;&nbsp; 50723200 |
|  | INVESTMENT COMPANIES—37.5% |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17948195 | Bank Loan Core Fund | &nbsp;&nbsp; 150411462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42076338 | Emerging Markets Core Fund | &nbsp;&nbsp; 386298883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228720180 | Federated Hermes Government Obligations Fund, Premier Shares, 3.59%<sup>5</sup> <br>| &nbsp;&nbsp; 228720180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75336174 | High Yield Bond Core Fund | &nbsp;&nbsp; 429416194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376159707 | Mortgage Core Fund | &nbsp;&nbsp; 3234973483 |

---

**22**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount, Shares**<br> **or Contracts**<br>|  | **Value** |
|  | INVESTMENT COMPANIES—continued |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156557895 | Project and Trade Finance Core Fund | &nbsp;&nbsp; $1402555482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT COMPANIES <br>(IDENTIFIED COST $5,603,096,508)<br>| &nbsp;&nbsp;&nbsp; 5832375684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT IN SECURITIES—100.7% <br>(IDENTIFIED COST $15,434,882,991)<br>| &nbsp;&nbsp; 15669118784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OTHER ASSETS AND LIABILITIES - NET—(0.7)%<sup>6</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; (101820863) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NET ASSETS—100% | &nbsp;&nbsp; $15567297921 |

---

At February 28, 2026, the Fund had the following outstanding futures contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Notional** <br>**Value**<br>| &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Long Futures:** |  |  |  |  |
| United States Treasury Notes 2-Year Long Futures | &nbsp;&nbsp; 22051 | &nbsp;&nbsp;&nbsp; $4614688581 | June 2026 | &nbsp;&nbsp;&nbsp; $7465764 |
| United States Treasury Notes 5-Year Long Futures | &nbsp;&nbsp; 4292 | &nbsp;&nbsp;&nbsp; $472723563 | June 2026 | &nbsp;&nbsp;&nbsp; $1169362 |
| United States Treasury Notes 10-Year Long Futures | &nbsp;&nbsp; 1061 | &nbsp;&nbsp;&nbsp; $120755063 | June 2026 | &nbsp;&nbsp;&nbsp; $336318 |
| **Short Futures:** |  |  |  |  |
| United States Treasury Notes 10-Year Ultra Short Futures | &nbsp;&nbsp; 3891 | &nbsp;&nbsp;&nbsp; $454213453 | June 2026 | &nbsp;&nbsp;&nbsp; $(3323715) |
| United States Treasury Ultra Bond Short Futures | &nbsp;&nbsp; 1920 | &nbsp;&nbsp;&nbsp; $233460000 | June 2026 | &nbsp;&nbsp;&nbsp; $(2107085) |
| &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp; $3540644 |

---

At February 28, 2026, the Fund had the following outstanding foreign exchange contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Settlement** <br>**Date**<br>| **Counterparty** | **Foreign** <br>**Currency** <br>**Units to** <br>**Deliver/Receive** | **Foreign** <br>**Currency** <br>**Units to** <br>**Deliver/Receive** | &nbsp;&nbsp; **In** <br>**Exchange** <br>**For**<br>| **Net Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Contracts Purchased:** |  |  |  |  |  |
| 3/18/2026 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96429874 | CLP | $104432 | &nbsp;&nbsp; $6056 |
| 3/18/2026 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 289716557 | CLP | $317209 | &nbsp;&nbsp; $14744 |
| 3/18/2026 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 473690865 | CLP | $525657 | &nbsp;&nbsp; $17091 |
| 3/18/2026 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 133531908 | CLP | $155590 | &nbsp;&nbsp; $(2591) |
| 3/18/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93358765 | CLP | $108212 | &nbsp;&nbsp; $(1243) |
| 3/18/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 146051202 | CLP | $155465 | &nbsp;&nbsp; $11879 |
| 3/18/2026 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 724277582 | CLP | $796440 | &nbsp;&nbsp; $33427 |
| 3/18/2026 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 182746166 | CLP | $213659 | &nbsp;&nbsp; $(4272) |
| 3/18/2026 | Credit Agricole | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9150000 | CNY | $1301049 | &nbsp;&nbsp; $34751 |
| 3/18/2026 | BNP Paribas | &nbsp;&nbsp; 3918312204 | COP | $1062904 | &nbsp;&nbsp; $(22430) |
| 3/18/2026 | Morgan Stanley & Co. | &nbsp;&nbsp; 2105725419 | COP | $545172 | &nbsp;&nbsp; $13986 |
| 3/18/2026 | Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3690209 | MXN | $213655 | &nbsp;&nbsp; $336 |
| 3/18/2026 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | MXN | $549209 | &nbsp;&nbsp; $30681 |
| 3/18/2026 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2579960 | PEN | $768545 | &nbsp;&nbsp; $251 |
| 3/18/2026 | Credit Agricole | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714415 | PEN | $212726 | &nbsp;&nbsp; $161 |
| 3/18/2026 | BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8588300 | ZAR | $532725 | &nbsp;&nbsp; $6040 |
| 4/6/2026 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60619000 | TRY | $1316287 | &nbsp;&nbsp; $25814 |
| 4/15/2026 | Morgan Stanley & Co. | &nbsp;&nbsp; 28000000000 | COP | $7494145 | &nbsp;&nbsp; $(110019) |
| 4/15/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 185000000 | COP | $49515 | &nbsp;&nbsp; $(727) |
| 4/15/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 185000000 | COP | $49304 | &nbsp;&nbsp; $(516) |
| 4/15/2026 | Morgan Stanley & Co. | &nbsp;&nbsp; 28000000000 | COP | $7462189 | &nbsp;&nbsp; $(78063) |
| 4/15/2026 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86828 | EUR | $104012 | &nbsp;&nbsp; $(1205) |
| 4/15/2026 | State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17888792 | EUR | $21429227 | &nbsp;&nbsp; $(248178) |
| 4/15/2026 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 675000000 | INR | $7441625 | &nbsp;&nbsp; $(43698) |
| 4/15/2026 | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4500000 | INR | $49611 | &nbsp;&nbsp; $(291) |

---

**23**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Settlement**<br> **Date**<br>| **Counterparty** | **Foreign**<br> **Currency**<br> **Units to**<br> **Deliver/Receive** | **Foreign**<br> **Currency**<br> **Units to**<br> **Deliver/Receive** | &nbsp;&nbsp; **In**<br> **Exchange**<br> **For**<br>| **Net Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| 4/15/2026 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 229008931 | KRW | $156382 | &nbsp;&nbsp; $3034 |
| 5/4/2026 | Credit Agricole | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1141955 | BRL | $215445 | &nbsp;&nbsp; $4160 |
| 5/4/2026 | Morgan Stanley Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4984791 | BRL | $950063 | &nbsp;&nbsp; $8541 |
| 5/4/2026 | Morgan Stanley Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5513450 | MYR | $1422554 | &nbsp;&nbsp; $(3464) |
| 5/11/2026 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38879691 | INR | $427908 | &nbsp;&nbsp; $(2728) |
| 8/19/2026 | Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp; 764100000 | EGP | $15227182 | &nbsp;&nbsp; $(547787) |
| **Contracts Sold:** |  |  |  |  |  |
| 3/18/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96429874 | CLP | $105420 | &nbsp;&nbsp; $(5068) |
| 3/18/2026 | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67697237 | CLP | $77552 | &nbsp;&nbsp; $(15) |
| 3/18/2026 | Bank of America N.A. | &nbsp;&nbsp; 1121216912 | CLP | $1287231 | &nbsp;&nbsp; $2557 |
| 3/18/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 146051202 | CLP | $156006 | &nbsp;&nbsp; $(11337) |
| 3/18/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 500000000 | CLP | $554797 | &nbsp;&nbsp; $(18095) |
| 3/18/2026 | Bank of America N.A. | &nbsp;&nbsp; 3273129124 | COP | $831567 | &nbsp;&nbsp; $(37585) |
| 3/18/2026 | Morgan Stanley & Co. | &nbsp;&nbsp; 1192681781 | COP | $311831 | &nbsp;&nbsp; $(4876) |
| 3/18/2026 | UBS AG | &nbsp;&nbsp; 2272769189 | COP | $595031 | &nbsp;&nbsp; $(8483) |
| 3/18/2026 | Goldman Sachs Bank USA | &nbsp;&nbsp; 3979791693 | COP | $1055827 | &nbsp;&nbsp; $(973) |
| 3/18/2026 | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 192868380 | HUF | $580371 | &nbsp;&nbsp; $(23852) |
| 3/18/2026 | Wells Fargo Bank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000000 | MXN | $577092 | &nbsp;&nbsp; $(2797) |
| 3/18/2026 | Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3294375 | PEN | $975562 | &nbsp;&nbsp; $(6121) |
| 3/18/2026 | Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8588300 | ZAR | $539977 | &nbsp;&nbsp; $1212 |
| 4/6/2026 | HSBC Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60619000 | TRY | $1341142 | &nbsp;&nbsp; $(959) |
| 4/15/2026 | Morgan Stanley & Co. | &nbsp;&nbsp; 28000000000 | COP | $7639211 | &nbsp;&nbsp; $255085 |
| 4/15/2026 | BNP Paribas | &nbsp;&nbsp; 28000000000 | COP | $7452795 | &nbsp;&nbsp; $68668 |
| 4/15/2026 | BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp; 185000000 | COP | $49242 | &nbsp;&nbsp; $454 |
| 4/15/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 185000000 | COP | $50473 | &nbsp;&nbsp; $1685 |
| 4/15/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86828 | EUR | $103953 | &nbsp;&nbsp; $1145 |
| 4/15/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17888792 | EUR | $21416909 | &nbsp;&nbsp; $235859 |
| 5/4/2026 | BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4276746 | BRL | $805225 | &nbsp;&nbsp; $(17218) |
| 5/4/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1850000 | BRL | $344776 | &nbsp;&nbsp; $(10990) |
| 5/4/2026 | Morgan Stanley & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5513450 | MYR | $1403807 | &nbsp;&nbsp; $(15284) |
| &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED DEPRECIATION ON FOREIGN EXCHANGE CONTRACTS | &nbsp;&nbsp; $(453248) |

---

At February 28, 2026, the Fund had the following open swap contracts:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** | **Credit Default Swap** |
| **Counterparty** | **Reference** <br>**Entity**<br>| **Buy/** <br>**Sell**<br>| **Pay/** <br>**Receive** <br>**Fixed Rate**<br>| **Expiration** <br>**Date**<br>| **Implied** <br>**Credit** <br>**Spread at** <br>**02/28/2026**<sup>7</sup> <br>| **Notional** <br>**Amount**<br>| **Market** <br>**Value**<br>| **Upfront** <br>**Premiums** <br>**Paid/** <br>**(Received)**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **OTC Swap:** |  |  |  |  |  |  |  |  |  |
| Barclays Bank PLC | CDX Index EM Series 44 | Sell | 1.000% | 12/20/2030 | 1.35% | $100000000 | $1500020 | $1931604 | $(431584) |

---

Net Unrealized Appreciation (Depreciation) on Futures Contracts, Foreign Exchange Contracts and the value of Swap Contracts is included in "Other Assets and Liabilities—Net."

**24**

------

Transactions with affiliated investment companies, which are funds managed by the Adviser or an affiliate of the Adviser, during the period ended February 28, 2026, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliates** | **Value as of** <br>**11/30/2025**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Change in** <br>**Unrealized** <br>**Appreciation/** <br>**Depreciation**<br>| **Net** <br>**Realized** <br>**Gain/** <br>**(Loss)**<br>| **Value as of** <br>**2/28/2026**<br>| **Shares** <br>**Held as of** <br>**2/28/2026\*\***<br>| **Dividend** <br>**Income**<br>|
| Bank Loan Core Fund | $2898455 | $151365863 | $— | $(3852856) | $— | $150411462 | &nbsp;&nbsp; 17948195 | $2294076 |
| Emerging Markets Core Fund | $382087880 | $9681572 | $(7600000) | $2121652 | $7779 | $386298883 | &nbsp;&nbsp; 42076338 | $9619460 |
| Federated Hermes Government <br> Obligations Fund, Premier Shares\*<br>| $204646411 | $2577792572 | $(2553718803) | $— | $— | $228720180 | 228720180 | $2062782 |
| Federated Hermes Short Duration <br> Corporate ETF<br>| $50497627 | $— | $— | $225573 | $— | $50723200 | &nbsp;&nbsp;&nbsp; 2065689 | $520140 |
| High Yield Bond Core Fund | $430922917 | $— | $— | $(1506723) | $— | $429416194 | &nbsp;&nbsp; 75336174 | $6704161 |
| Mortgage Core Fund | $3201119109 | $— | $— | $33854374 | $— | $3234973483 | 376159707 | $40939854 |
| Project and Trade Finance Core <br> Fund<br>| $1076828442 | $328226086 | $— | $(2499046) | $— | $1402555482 | 156557895 | $22060167 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OF AFFILIATED TRANS-<br> ACTIONS<br>| $5349000841 | $3067066093 | $(2561318803) | $28342974 | $7779 | $5883098884 | 898864178 | $84200640 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* *All or a portion of the balance/activity for the fund relates to cash collateral received on securities lending transactions.*

\*\* *At February 28, 2026, the Fund owned a majority of the outstanding shares of beneficial interest of each of Federated Hermes Short Duration Corporate ETF,* *Mortgage Core Fund, Emerging Markets Core Fund and Project and Trade Finance Core Fund.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 1 | *All or a portion of this security is pledged as collateral to ensure the Fund is able to satisfy the obligations of its outstanding futures contracts.* |
| 2 | *All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers. As of February 28, 2026, securities subject to this type of arrangement* <br> *and related collateral were as follows:*<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Fair Value of** <br>**Securities Loaned**<br>| **Collateral** <br>**Received**<br>|
| $40905511 | &nbsp;&nbsp; $41923837 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 3 | *Market quotations and price evaluations are not available. Fair value determined using significant unobservable inputs in accordance with procedures established* <br> *by and under the general supervision of the Fund's Adviser acting through its Valuation Committee.*<br>|
| 4 | *Floating/adjustable note with current rate and current maturity or next reset date shown. Adjustable rate mortgage security coupons are based on the weighted* <br> *average note rates of the underlying mortgages less the guarantee and servicing fees. These securities do not indicate an index and spread in their description* <br> *above.*<br>|
| 5 | *7-day net yield.* |
| 6 | *Assets, other than investments in securities, less liabilities* |
| 7 | *Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements serve as an indicator of the* <br> *current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular* <br> *referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit* <br> *spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined* <br> *under the terms of the agreement. A credit spread identified as "Defaulted" indicates a credit event has occurred for the referenced entity or obligation.*<br>|

---

Note: The categories of investments are shown as a percentage of net assets at February 28, 2026.

**Investment Valuation** 

In calculating its net asset value (NAV), the Fund generally values investments as follows:

■ Fixed-income securities are fair valued using price evaluations provided by a pricing service approved by Federated Investment Management Company (the "Adviser").

■ Shares of other mutual funds or non-exchange-traded investment companies are valued based upon their reported NAVs, or NAV per share practical expedient, as applicable.

■ Derivative contracts listed on exchanges are valued at their reported settlement or closing price, except that options are valued at the mean of closing bid and ask quotations.

■ Over-the-counter (OTC) derivative contracts are fair valued using price evaluations provided by a pricing service approved by the Adviser.

■ Equity securities or ETFs listed on an exchange or traded through a regulated market system are valued at their last reported sale price or official closing price in their principal exchange or market.

■ For securities that are fair valued in accordance with procedures established by and under the general supervision of the Adviser, certain factors may be considered, such as: the last traded or purchase price of the security, information obtained by contacting the issuer or dealers, analysis of the issuer's financial statements or other available documents, fundamental analytical data, the nature and duration of restrictions on disposition, the movement of the market in which the security is normally traded, public trading in similar securities or derivative contracts of the issuer or comparable issuers, movement of a relevant index, or other factors including but not limited to industry changes and relevant government actions.

**25**

------

If any price, quotation, price evaluation or other pricing source is not readily available when the NAV is calculated, if the Fund cannot obtain price evaluations from a pricing service or from more than one dealer for an investment within a reasonable period of time as set forth in the Adviser's valuation policies and procedures for the Fund, or if information furnished by a pricing service, in the opinion of the Adviser's valuation committee ("Valuation Committee"), is deemed not representative of the fair value of such security, the Fund uses the fair value of the investment determined in accordance with the procedures described below. There can be no assurance that the Fund could obtain the fair value assigned to an investment if it sold the investment at approximately the time at which the Fund determines its NAV per share, and the actual value obtained could be materially different.

**Fair Valuation and Significant Events Procedures** 

Pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended, the Fund's Board of Directors (the "Directors") has designated the Adviser as the Fund's valuation designee to perform any fair value determinations for securities and other assets held by the Fund. The Adviser is subject to the Directors' oversight and certain reporting and other requirements intended to provide the Directors the information needed to oversee the Adviser's fair value determinations.

The Adviser, acting through its Valuation Committee, is responsible for determining the fair value of investments for which market quotations are not readily available. The Valuation Committee is comprised of officers of the Adviser and certain of the Adviser's affiliated companies and determines fair value and oversees the calculation of the NAV. The Valuation Committee is also authorized to use pricing services to provide fair value evaluations of the current value of certain investments for purposes of calculating the NAV. The Valuation Committee employs various methods for reviewing third-party pricing-service evaluations including periodic reviews of third-party pricing services' policies, procedures and valuation methods (including key inputs, methods, models and assumptions), transactional back-testing, comparisons of evaluations of different pricing services, and review of price challenges by the Adviser based on recent market activity. In the event that market quotations and price evaluations are not available for an investment, the Valuation Committee determines the fair value of the investment in accordance with procedures adopted by the Adviser. The Directors periodically review the fair valuations made by the Valuation Committee. The Directors have also approved the Adviser's fair valuation and significant events procedures as part of the Fund's compliance program and will review any changes made to the procedures.

Factors considered by pricing services in evaluating an investment include the yields or prices of investments of comparable quality, coupon, maturity, call rights and other potential prepayments, terms and type, reported transactions, indications as to values from dealers and general market conditions. Some pricing services provide a single price evaluation reflecting the bid-side of the market for an investment (a "bid" evaluation). Other pricing services offer both bid evaluations and price evaluations indicative of a price between the prices bid and ask for the investment (a "mid" evaluation). The Fund normally uses bid evaluations for any U.S. Treasury and Agency securities, mortgage-backed securities and municipal securities. The Fund normally uses mid evaluations for any other types of fixed-income securities and any OTC derivative contracts. In the event that market quotations and price evaluations are not available for an investment, the fair value of the investment is determined in accordance with procedures adopted by the Adviser.

The Adviser has also adopted procedures requiring an investment to be priced at its fair value whenever the Valuation Committee determines that a significant event affecting the value of the investment has occurred between the time as of which the price of the investment would otherwise be determined and the time as of which the NAV is computed. An event is considered significant if there is both an affirmative expectation that the investment's value will change in response to the event and a reasonable basis for quantifying the resulting change in value. Examples of significant events that may occur after the close of the principal market on which a security is traded, or after the time of a price evaluation provided by a pricing service or a dealer, include:

■ With respect to securities traded principally in foreign markets, significant trends in U.S. equity markets or in the trading of foreign securities index futures contracts;

■ Political or other developments affecting the economy or markets in which an issuer conducts its operations or its securities are traded;

■ Announcements concerning matters such as acquisitions, recapitalizations, litigation developments, or a natural disaster affecting the issuer's operations or regulatory changes or market developments affecting the issuer's industry.

The Adviser has adopted procedures whereby the Valuation Committee uses a pricing service to provide factors to update the fair value of equity securities traded principally in foreign markets from the time of the close of their respective foreign stock exchanges to the pricing time of the Fund. For other significant events, the Fund may seek to obtain more current quotations or price evaluations from alternative pricing sources. If a reliable alternative pricing source is not available, the Valuation Committee will determine the fair value of the investment in accordance with the fair valuation procedures approved by the Adviser. The Directors periodically review fair valuations made in response to significant events.

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in the three broad levels listed below:

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.). Also includes securities valued at amortized cost.

Level 3—significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

**26**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>The following is a summary of the inputs used, as of February 28, 2026, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** |
|  | **Level 1—** <br>**Quoted** <br>**Prices**<br>| **Level 2—** <br>**Other** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3—** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Debt Securities:** |  |  |  |  |
| U.S. Treasuries | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5112844366 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5112844366 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3642513671 | &nbsp;&nbsp; 3047 | &nbsp;&nbsp;&nbsp; 3642516718 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 863632694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863632694 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84329674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84329674 |
| Foreign Governments/Agencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80943227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80943227 |
| Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1263973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1263973 |
| Municipal Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402044 |
| Asset-Backed Security | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20751 |
| Adjustable Rate Mortgages | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103 |
| **Purchased Call Option** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65350 |
| **Exchange-Traded Fund** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50723200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50723200 |
| **Investment Companies** | &nbsp;&nbsp; 4429820202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4429820202 |
| Other Investments<sup>1</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1402555482 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SECURITIES | &nbsp;&nbsp; $4480543402 | &nbsp;&nbsp; $9786016853 | &nbsp;&nbsp; $3047 | &nbsp;&nbsp; $15669118784 |
| **Other Financial Instruments:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp; Futures Contracts | &nbsp;&nbsp; $8971444 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $8971444 |
| &nbsp;&nbsp; Foreign Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 777617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 777617 |
| &nbsp;&nbsp; Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1500020 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp; Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5430800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5430800) |
| &nbsp;&nbsp; Foreign Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1230865) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1230865) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OTHER FINANCIAL INSTRUMENTS | &nbsp;&nbsp; $3540644 | &nbsp;&nbsp; $1046772 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4587416 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 1 | *As permitted by U.S. generally accepted accounting principles (GAAP), an Investment Company valued at $1,402,555,482 is measured at fair value using the net* <br> *asset value (NAV) per share practical expedient and has not been categorized in the fair value hierarchy chart above. The price of shares redeemed of Project and* <br> *Trade Finance Core Fund (PTCORE), a portfolio of Federated Hermes Core Trust III, may be determined as of the closing NAV of the fund up to twenty-four days* <br> *after receipt of a shareholder redemption request. The investment objective of PTCORE is to provide total return. Copies of the PTCORE financial statements are* <br> *available on the EDGAR database on the SEC's website or upon request from the Fund.*<br>|

---

**27**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The following acronym(s) are used throughout this portfolio: | The following acronym(s) are used throughout this portfolio: |
| ARM | —Adjustable Rate Mortgage |
| ARS | —Argentine Peso |
| BKNT | —Bank Notes |
| BRL | —Brazilian Real |
| CLP | —Chilean Peso |
| CNH | —Chinese Yuan Renminbi Offshore |
| CNY | —Chinese Yuan Renminbi |
| COP | —Colombian Peso |
| CZK | —Czech Koruna |
| DOP | —Dominican Republic Peso |
| EGP | —Egyptian Pound |
| ETF | —Exchange-Traded Fund |
| EUR | —Euro |
| GMTN | —Global Medium Term Note |
| HUF | —Hungarian Forint |
| INR | —Indian Rupee |
| KRW | —Korean Won |
| MTN | —Medium Term Note |
| MXN | —Mexican Peso |
| MYR | —Malaysian Ringgit |
| NGN | —Nigerian Naira |
| PEN | —Peruvian Nuevo Sol |
| PLN | —Polish Zloty |
| REIT | —Real Estate Investment Trust |
| REMIC | —Real Estate Mortgage Investment Conduit |
| RON | —Romanian Leu |
| SOFR | —Secured Overnight Financing Rate |
| TRY | —Turkish Lira |
| USD | —United States Dollar |
| UYU | —Uruguayan Peso |
| ZAR | —South African Rand |

---

**28**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Federated Hermes Total Return Series, Inc.

- **b. Investment Company Act file number:** 811-07115

- **c. CIK number of Registrant:** 0000912763

- **d. LEI of Registrant:** 254900I1JON2W1ZB0K47

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

  - **Street Address 1:** Federated Hermes Funds

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 15086-7561

  - **Telephone number:** 8003417400

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

- **a. Name of Series:** Federated Hermes Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000010897

- **c. LEI of Series:** 70VTZHQYFTCJUB49X163

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

- **a. Date of fiscal year-end:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-28

**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:** $15706242361.27

**Total Liabilities:** $171654216.02

**Net Assets:** $15534588145.25

**Cash Not Reported:** $9741451.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8712.275511000000 | **1-Year:** -198327.829298000000 | **5-Year:** -689099.847591000000 | **10-Year:** -998537.293627000000 | **30-Year:** -550362.115835000000

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

- **3-Month:** -54.365537000000 | **1-Year:** 99.839009000000 | **5-Year:** 38442.414158000000 | **10-Year:** -3473.759118000000 | **30-Year:** -664.239428000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030199 | -0.14%               | 0.12%                | 1.39%                |
| Class ID C000030200 | -0.16%               | 0.10%                | 1.37%                |
| Class ID C000030202 | -0.20%               | 0.06%                | 1.33%                |
| Class ID C000030203 | -0.28%               | 0.19%                | 1.35%                |
| Class ID C000030204 | -0.11%               | 0.15%                | 1.41%                |
| Class ID C000157740 | -0.11%               | 0.25%                | 1.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-642290.78              | $-92282665.37                              |
| Month 2  | $226695.46               | $-13148990.57                              |
| Month 3  | $2670396.57              | $166302661.98                              |

**Designated Index Information**

- **Index Name:** Barclays US Universal

- **Index Identifier:** LC07TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1356485.05    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4955062.69    | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | Chubb INA Holdings Inc                                                                                           | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4295326.46    | 0.03%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                       | Alcon Finance Corp                                                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $4940562.77    | 0.03%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                             | Alphabet Inc                                                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6255000 | PA      | $6335950.46    | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $12644746.21   | 0.08%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    6000000 | PA      | $5511009.78    | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                                                        | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     375000 | PA      | $328436.03     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16550000 | PA      | $17333999.48   | 0.11%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                      | Ashtead Capital Inc                                                                                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3387746.69    | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                 | Assured Guaranty US Holdings Inc                                                                                 | CUSIP: 04621WAA8<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1128434.35    | 0.01%             | 2034-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                          | AstraZeneca PLC                                                                                                  | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3525000 | PA      | $2017481.86    | 0.01%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE Systems PLC                                                                                                  | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   10345000 | PA      | $7116745.92    | 0.05%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT Capital Corp                                                                                                 | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6314710.17    | 0.04%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     660000 | PA      | $660006.99     | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7960000 | PA      | $7880473.63    | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6358220.82    | 0.04%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9584822.20    | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                            | BlackRock Inc                                                                                                    | CUSIP: 09247XAT8<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    4342000 | PA      | $4478055.92    | 0.03%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                                                           | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5256945.76    | 0.03%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                 | Burlington Northern Santa Fe LLC                                                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9882000 | PA      | $9455967.71    | 0.06%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5685000 | PA      | $5724216.21    | 0.04%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2527571.13    | 0.02%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $880531.45     | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $5043918.12    | 0.03%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                 | Capital One Financial Corp                                                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5382949.93    | 0.03%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10280000 | PA      | $10792038.27   | 0.07%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8670000 | PA      | $8824647.83    | 0.06%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                                    | Coca-Cola European Partners PLC                                                                                  | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    7816000 | PA      | $7652929.56    | 0.05%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4070000 | PA      | $4054679.79    | 0.03%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                      | Abbott Laboratories                                                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $7136761.85    | 0.05%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     400000 | PA      | $355951.04     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                                                                | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    8055000 | PA      | $8088404.89    | 0.05%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                                                            | Boeing Co/The                                                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $4413212.60    | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                                       | PURCHASED USD / SOLD HUF                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-23851.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-248177.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD COP                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $255084.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $4702624.06    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31417YRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67562 | PA      | $69919.70      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Short Duration Corporate ETF                            | Federated Hermes Short Duration Corporate ETF                                                                    | CUSIP: 31423L107<br>LEI: N/A                  | Long             | EC               | RF                | US        |    2065689 | NS      | $50723199.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9741471.08    | 0.06%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED COP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CO        |          1 | NC      | $-726.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED MXN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $336.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                         | Eastern Gas Transmission & Storage Inc                                                                           | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $2702831.92    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                         | Eastern Gas Transmission & Storage Inc                                                                           | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1171376.76    | 0.01%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                      | Northern Trust Corp                                                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    7054000 | PA      | $7730431.55    | 0.05%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                                                  | Penn Mutual Life Insurance Co/The                                                                                | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2461382.08    | 0.02%             | 2040-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                       | Steel Dynamics Inc                                                                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8317596.08    | 0.05%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                    | Stifel Financial Corp                                                                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    4927000 | PA      | $4867463.46    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                      | Emera US Finance LP                                                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7554000 | PA      | $6537389.86    | 0.04%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $6888842.96    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                 | Enterprise Products Operating LLC                                                                                | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9903972.00    | 0.06%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7795384.43    | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 3128LXF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73279 | PA      | $77426.67      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 3128M5CS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7892 | PA      | $8281.18       | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31292G6Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         73 | PA      | $75.97         | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BR5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29578855 | PA      | $29765429.44   | 0.19%             | 2054-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BTGP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41855099 | PA      | $42209846.11   | 0.27%             | 2054-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BVY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25468175 | PA      | $25614364.75   | 0.16%             | 2055-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HKKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45050253 | PA      | $45333110.15   | 0.29%             | 2055-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HPBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   53918791 | PA      | $54123601.45   | 0.35%             | 2055-12-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERATED CORE TR                                                        | FEDERATED CORE TR MUTUAL FUND                                                                                    | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |   42076338 | NS      | $384156967.27  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31411EYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4934 | PA      | $5170.38       | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                        | Flowers Foods Inc                                                                                                | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2310872.00    | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                                         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $4064259.69    | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                                         | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10310000 | PA      | $10509630.36   | 0.07%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DX89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10664 | PA      | $11007.61      | 0.00%             | 2033-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DXC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1917 | PA      | $1977.46       | 0.00%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208T6S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        200 | PA      | $202.74        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36212RUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        593 | PA      | $609.83        | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36296XKA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3928 | PA      | $4122.68       | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2477651.02    | 0.02%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9890000 | PA      | $10065632.46   | 0.06%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                                     | Glencore Funding LLC                                                                                             | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    3344000 | PA      | $2302573.73    | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7565000 | PA      | $6770887.58    | 0.04%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                         | Hewlett Packard Enterprise Co                                                                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    8640000 | PA      | $8654422.75    | 0.06%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                  | Honeywell International Inc                                                                                      | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3963255.81    | 0.03%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMORGAN CHASE + CO 05/30 1                                                                                      | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4953725.55    | 0.03%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14078659.65   | 0.09%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $7286000.28    | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                        | Johnson & Johnson                                                                                                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     500000 | PA      | $465849.93     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                     | Keurig Dr Pepper Inc                                                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5152000 | PA      | $4941654.25    | 0.03%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty OP LLC                                                                                              | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    9000000 | PA      | $9359632.08    | 0.06%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1929497.95    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                 | Mars Inc                                                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $10021609.00   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                 | Mead Johnson Nutrition Co                                                                                        | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4398366.07    | 0.03%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3548945.31    | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                 | Northwestern Mutual Life Insurance Co                                                                            | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   15699000 | PA      | $11268613.94   | 0.07%             | 2059-09-30      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                        | Omnicom Group Inc                                                                                                | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6381649.47    | 0.04%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4530389.72    | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                  | Duke Energy Indiana LLC                                                                                          | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     427000 | PA      | $468635.20     | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                         | Pacific LifeCorp                                                                                                 | CUSIP: 694476AA0<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $4074476.75    | 0.03%             | 2033-09-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                     | Parker-Hannifin Corp                                                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   13027000 | PA      | $12776271.81   | 0.08%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                    | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3690869.64    | 0.02%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DOC DR LLC                                                               | Physicians Realty LP                                                                                             | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    3350000 | PA      | $3357619.27    | 0.02%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                 | Prudential Financial Inc                                                                                         | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4794450.70    | 0.03%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REG DIVERSIFIED FUNDING                                                  | Regional Diversified Funding 2005-1 Ltd                                                                          | CUSIP: 75902AAA6<br>LEI: 54930070N77H6NE83R38 | Long             | DBT              | CORP              | KY        |      14509 | PA      | $3046.85       | 0.00%             | 2030-03-15      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                                                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $6388238.78    | 0.04%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                  | Southwestern Electric Power Co                                                                                   | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1563234.26    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                        | Sysco Corp                                                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    7768000 | PA      | $6694099.17    | 0.04%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5793912.26    | 0.04%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                                                          | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    2490000 | PA      | $2544339.79    | 0.02%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6165000 | PA      | $5833508.13    | 0.04%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                    | Mexico Government International Bond                                                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   18394000 | PA      | $18338818.00   | 0.12%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                                                        | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    9235000 | PA      | $9545203.10    | 0.06%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1561117.80    | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4845000 | PA      | $3161036.43    | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4984362.00    | 0.03%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4800000 | PA      | $4742311.20    | 0.03%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72500000 | PA      | $74876753.00   | 0.48%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $12475743.60   | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                            | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  156427550 | PA      | $159726982.46  | 1.03%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35000000 | PA      | $34972658.00   | 0.23%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7995000 | PA      | $6370393.85    | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6607000 | PA      | $6580805.29    | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10620000 | PA      | $10671197.53   | 0.07%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8775000 | PA      | $8839910.87    | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2179067.46    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10514184.20   | 0.07%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Partners LP                                                                                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     225000 | PA      | $199501.65     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                  | Hungary Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  800000000 | PA      | $1943465.07    | 0.01%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   17000000 | PA      | $943745.79     | 0.01%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3430000 | PA      | $707097.91     | 0.00%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2835000 | PA      | $624200.44     | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                  | Turkiye Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   45907000 | PA      | $1025083.75    | 0.01%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                  | Turkiye Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   30314000 | PA      | $527643.30     | 0.00%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                  | Turkiye Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3144000 | PA      | $69915.96      | 0.00%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   19137000 | PA      | $1050155.34    | 0.01%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   10336000 | PA      | $541586.27     | 0.00%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                  | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $872575.53     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                            | AppLovin Corp                                                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4120698.72    | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                    | Becton Dickinson and Co                                                                                          | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2504000 | PA      | $1937450.04    | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | Cisco Systems Inc                                                                                                | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $10367501.11   | 0.07%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                                                 | Comerica Inc                                                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    7310000 | PA      | $7663473.00    | 0.05%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HKKW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   53690528 | PA      | $53994867.40   | 0.35%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HMHB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29918332 | PA      | $30117555.56   | 0.19%             | 2055-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31416WEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127614 | PA      | $129771.90     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1534 | PA      | $1559.78       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36225AVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        479 | PA      | $482.90        | 0.00%             | 2027-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7720000 | PA      | $7731548.50    | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     320000 | PA      | $297107.72     | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                        | State Street Corp                                                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     370000 | PA      | $353709.16     | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                    | Uber Technologies Inc                                                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6358653.12    | 0.04%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3752076.59    | 0.02%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19130000 | PA      | $19508747.22   | 0.13%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                               | VMware Inc                                                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3092140.37    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                                                            | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4766180.50    | 0.03%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   17503000 | PA      | $1081957.59    | 0.01%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD COP                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $68668.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED PEN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PE        |          1 | NC      | $250.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                                                   | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2323443.17    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7466472.30    | 0.05%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                               | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8733241.71    | 0.06%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9670000 | PA      | $9383499.17    | 0.06%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                 | Prudential Financial Inc                                                                                         | CUSIP: 74432QBQ7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1762000 | PA      | $1920174.46    | 0.01%             | 2040-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3100000 | PA      | $3250156.25    | 0.02%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $2833387.98    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                                                              | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    6560000 | PA      | $5461498.48    | 0.04%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                          | AstraZeneca PLC                                                                                                  | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1796772.22    | 0.01%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17440000 | PA      | $16151882.47   | 0.10%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                 | BENCHMARK 2018-B1 Mortgage Trust                                                                                 | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8890000 | PA      | $8803282.50    | 0.06%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                   | Coca-Cola Femsa SAB de CV                                                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    5814000 | PA      | $5554435.71    | 0.04%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 3128M5VU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        200 | PA      | $209.56        | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31386XES1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        664 | PA      | $705.84        | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31416XQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3319 | PA      | $3375.38       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                 | FirstEnergy Transmission LLC                                                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3107000 | PA      | $2702781.54    | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5985000 | PA      | $5815195.08    | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                               | Fortis Inc/Canada                                                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    5831000 | PA      | $5795642.97    | 0.04%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                     | Glencore Funding LLC                                                                                             | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1877387.74    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                  | Honeywell International Inc                                                                                      | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $2835096.54    | 0.02%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                              | MetLife Inc                                                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2915343.20    | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                                                     | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2041577.52    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10365000 | PA      | $8408891.49    | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                | Orange SA                                                                                                        | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    6360000 | PA      | $6390383.56    | 0.04%             | 2036-01-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                 | Prudential Financial Inc                                                                                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1199426.14    | 0.01%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                   | Valmont Industries Inc                                                                                           | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1528307.02    | 0.01%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower OP LLC                                                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    9145000 | PA      | $9434247.85    | 0.06%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   48467000 | PA      | $3142844.69    | 0.02%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4633003.10    | 0.03%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                   | Anglo American Capital PLC                                                                                       | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2676027.02    | 0.02%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                 | BENCHMARK MORTGAGE TRUST BMARK 2018 B4 A5                                                                        | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29700000 | PA      | $29654036.28   | 0.19%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | Carrier Global Corp                                                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2538307.84    | 0.02%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3033828.25    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                   | Daimler Trucks Finance North America LLC                                                                         | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    7595000 | PA      | $7488941.52    | 0.05%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                  | Walt Disney Co/The                                                                                               | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $2339669.54    | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED COP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CO        |          1 | NC      | $-515.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                     | East Ohio Gas Co/The                                                                                             | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    1973000 | PA      | $1305432.90    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                                                      | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1667713.84    | 0.01%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HFPD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28354499 | PA      | $28445956.38   | 0.18%             | 2054-02-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31389BN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4740 | PA      | $4937.87       | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31400AMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        732 | PA      | $748.78        | 0.00%             | 2033-01-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                                                  | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |   17948195 | NS      | $149687943.21  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31417YUK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4304 | PA      | $4377.93       | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36200N6L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4749 | PA      | $4997.71       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36207HU21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          3 | PA      | $2.75          | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5609482.90    | 0.04%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                                         | CUSIP: 38384YM99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9421878 | PA      | $9460458.18    | 0.06%             | 2054-10-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                    | Keysight Technologies Inc                                                                                        | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    6415000 | PA      | $6542603.14    | 0.04%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11630000 | PA      | $11821796.38   | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                                                              | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5452000 | PA      | $5632316.50    | 0.04%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     525000 | PA      | $566897.20     | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                             | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2324136.68    | 0.01%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                    | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2755112.36    | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8480000 | PA      | $8615052.65    | 0.06%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                 | Plains All American Pipeline LP / PAA Finance Corp                                                               | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8120000 | PA      | $7607601.85    | 0.05%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                 | Public Service Enterprise Group Inc                                                                              | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3154955.65    | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                    | Takeda Pharmaceutical Co Ltd                                                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    8560000 | PA      | $7906355.06    | 0.05%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT JUN26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -4191 | NC      | $-3579977.35   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                                                    | Bonos de la Tesoreria de la Republica en pesos                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  500000000 | PA      | $610390.50     | 0.00%             | 2034-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                     | Colombian TES                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 6600000000 | PA      | $1067792.57    | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   40000000 | PA      | $2216397.63    | 0.01%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                   | Republic of Poland Government Bond                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   14000000 | PA      | $3361676.95    | 0.02%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8590000 | PA      | $6898470.69    | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                                                              | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1820000 | PA      | $1817421.13    | 0.01%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                             | Alphabet Inc                                                                                                     | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2094151.53    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4705000 | PA      | $3165138.10    | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    5090000 | PA      | $4730525.21    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                          | AstraZeneca PLC                                                                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    1850000 | PA      | $1660485.78    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4693666.37    | 0.03%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9035000 | PA      | $8670154.05    | 0.06%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7287525.83    | 0.05%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOSTON UNIVERSITY                                                        | Boston University                                                                                                | CUSIP: 10115PAA3<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2237948.24    | 0.01%             | 2097-07-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2953000 | PA      | $2583019.52    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR INC                                                          | Caterpillar Inc                                                                                                  | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      69000 | PA      | $73860.52      | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                       | Cenovus Energy Inc                                                                                               | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    4430000 | PA      | $4514336.61    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                             | Chevron Corp                                                                                                     | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7209000 | PA      | $5076140.86    | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                         | Coca-Cola Co/The                                                                                                 | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9843000 | PA      | $9354116.50    | 0.06%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                                                                | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8015000 | PA      | $8244856.25    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                  | Duke Energy Indiana LLC                                                                                          | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2439543.68    | 0.02%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED PEN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | PE        |          1 | NC      | $161.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EGP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |          1 | NC      | $-547787.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD TRY                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-958.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Operating LP                                                                                     | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     885000 | PA      | $898639.58     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3787000 | PA      | $3233286.18    | 0.02%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 3128MMSK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1532 | PA      | $1526.26       | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138AD5F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8976 | PA      | $8932.42       | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138Y3XN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8408 | PA      | $8111.73       | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10225000 | PA      | $10248978.03   | 0.07%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10370000 | PA      | $10467978.25   | 0.07%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                        | General Mills Inc                                                                                                | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1468000 | PA      | $964519.26     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                      | Gilead Sciences Inc                                                                                              | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8977643.10    | 0.06%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                       | Advance Auto Parts Inc                                                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2766652.20    | 0.02%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2670000 | PA      | $2598325.13    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                                         | CUSIP: 38381PR62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14549767 | PA      | $14576212.38   | 0.09%             | 2055-06-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3748269.19    | 0.02%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RFS6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4160000 | PA      | $3638131.33    | 0.02%             | 2058-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7975000 | PA      | $8171589.49    | 0.05%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     235000 | PA      | $212954.20     | 0.00%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10105000 | PA      | $10512998.37   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7895000 | PA      | $8196211.70    | 0.05%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                                                 | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3848398.70    | 0.02%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                               | Kenvue Inc                                                                                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    6465000 | PA      | $6680156.56    | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4795680.31    | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                        | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8415000 | PA      | $8407366.33    | 0.05%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                                                   | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2282000 | PA      | $2330346.34    | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10360000 | PA      | $10720954.42   | 0.07%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                             | Centene Corp                                                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8685526.90    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                 | Mars Inc                                                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   10210000 | PA      | $10360812.62   | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                 | Microchip Technology Inc                                                                                         | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2952959.28    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                                                         | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1048544.75    | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED MXN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $30680.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                       | Alcon Finance Corp                                                                                               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $3873563.27    | 0.02%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                   | American International Group Inc                                                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1624133.24    | 0.01%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3667488.86    | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13240000 | PA      | $13252385.49   | 0.09%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                                                        | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   11960000 | PA      | $12065730.94   | 0.08%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2018-BNK15                                                                                                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4540042.80    | 0.03%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                              | PNC Bank NA                                                                                                      | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6648726.31    | 0.04%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                        | Petro-Canada                                                                                                     | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1808000 | PA      | $2047963.96    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                       | Regency Centers LP                                                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    7556000 | PA      | $7597691.51    | 0.05%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                       | Regency Centers LP                                                                                               | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    7000000 | PA      | $7175944.44    | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                                            | Bayer Corp/NJ                                                                                                    | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1048420.37    | 0.01%             | 2028-02-15      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $4012098.69    | 0.03%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                         | Ryder System Inc                                                                                                 | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6931155.98    | 0.04%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                        | State Street Corp                                                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6648660.27    | 0.04%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $1679158.80    | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     260000 | PA      | $239125.14     | 0.00%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                       | Texas Transportation Commission State Highway Fund                                                               | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     390000 | PA      | $402043.63     | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $157771.11     | 0.00%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                                                            | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   10000000 | PA      | $10246597.80   | 0.07%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                  | Canadian Natural Resources Ltd                                                                                   | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    4470000 | PA      | $4614447.20    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Bonds                                                                            | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     344035 | PA      | $260206.47     | 0.00%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7890000 | PA      | $7393176.96    | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     270000 | PA      | $268831.12     | 0.00%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5400000 | PA      | $5218041.06    | 0.03%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                                                      | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3660000 | PA      | $3329595.73    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | Chubb INA Holdings LLC                                                                                           | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3310339.55    | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2579051.49    | 0.02%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                                                              | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    8502000 | PA      | $9121415.68    | 0.06%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37250000 | PA      | $37434197.53   | 0.24%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17550000 | PA      | $17743699.35   | 0.11%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                  | John Deere Capital Corp                                                                                          | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7338897.89    | 0.05%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD COP                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $453.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                 | University of Southern California                                                                                | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2271164.64    | 0.01%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                 | Visa Inc                                                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     350000 | PA      | $342613.62     | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $1144.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD BRL                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-17218.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    6470000 | PA      | $6784193.16    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9180000 | PA      | $9218479.16    | 0.06%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED COP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CO        |          1 | NC      | $-78063.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                                                     | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3935000 | PA      | $4428047.24    | 0.03%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                  | Long: SP9X1VWY6 CDS USD R V 03MEVENT SP9X1VWY6_PRO CDX / Short: SP9X1VWY6 CDS USD P F  1.00000 SP9X1VWY6_FEE CDX | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |  100000000 | OU      | $1500020.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                                    | Argentina Bonar Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     468000 | PA      | $275815.80     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                  | Turkiye Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   54076000 | PA      | $923070.34     | 0.01%             | 2027-08-11      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BVMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64246393 | PA      | $64619825.23   | 0.42%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371LPJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1540 | PA      | $1603.82       | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HC4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14627899 | PA      | $14710507.36   | 0.09%             | 2054-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HDE48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23419829 | PA      | $23614984.45   | 0.15%             | 2054-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                                         | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5244021.25    | 0.03%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DV24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6030 | PA      | $6211.97       | 0.00%             | 2033-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6295000 | PA      | $6274992.41    | 0.04%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                 | Hartford Financial Services Group Inc/The                                                                        | CUSIP: 416518AC2<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2501051.72    | 0.02%             | 2042-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                 | Healthcare Trust of America Holdings LP                                                                          | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    4110000 | PA      | $3938368.04    | 0.03%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty OP LLC                                                                                              | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    8075000 | PA      | $9001318.30    | 0.06%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                | Kroger Co/The                                                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   10645000 | PA      | $10827253.79   | 0.07%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Mercedes-Benz Finance North America LLC                                                                          | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2602281.58    | 0.02%             | 2026-03-30      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $4474683.31    | 0.03%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                                                             | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2866831.35    | 0.02%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                                                   | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $8892547.29    | 0.06%             | 2039-08-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3552940.48    | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    7125000 | PA      | $7275285.63    | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                 | Principal Life Global Funding II                                                                                 | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    6880000 | PA      | $6095622.69    | 0.04%             | 2030-11-19      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                 | Public Service Enterprise Group Inc                                                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $6737832.57    | 0.04%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    9965000 | PA      | $10442053.45   | 0.07%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                    | Reynolds American Inc                                                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4373702.98    | 0.03%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                            | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    7215000 | PA      | $7292920.12    | 0.05%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5236790.00    | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $7212789.90    | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     350000 | PA      | $251963.08     | 0.00%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72000000 | PA      | $71808753.60   | 0.46%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  126000000 | PA      | $127206651.60  | 0.82%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10479082.10   | 0.07%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $17090.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138W9Z78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        717 | PA      | $714.31        | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3632000 | PA      | $2421537.97    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1429706.85    | 0.01%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  739000000 | PA      | $758650083.90  | 4.88%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6000000 | PA      | $1402135.58    | 0.01%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14665337.69   | 0.09%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4250000 | PA      | $4209544.17    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                                                        | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $10432170.90   | 0.07%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                    | AvalonBay Communities Inc                                                                                        | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   13153000 | PA      | $13094206.35   | 0.08%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                  | Bank of New York Mellon/The                                                                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   10640000 | PA      | $10823154.62   | 0.07%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                             | CD 2017-CD4 Mortgage Trust                                                                                       | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $4061016.38    | 0.03%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3646852.54    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1289495.44    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8605000 | PA      | $8655778.36    | 0.06%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10076000 | PA      | $10149286.68   | 0.07%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED CNY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | CN        |          1 | NC      | $34751.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                                  | Eni SpA                                                                                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    6685000 | PA      | $6862779.22    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BTFC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23960312 | PA      | $24055626.04   | 0.15%             | 2054-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371HVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        975 | PA      | $1013.69       | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31385HS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        389 | PA      | $409.95        | 0.00%             | 2031-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33265 | PA      | $34562.80      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31402RLZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19883 | PA      | $20942.98      | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202C4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        265 | PA      | $275.55        | 0.00%             | 2028-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36290RXT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7791 | PA      | $7871.99       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36292CCD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     143417 | PA      | $150160.73     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   12485000 | PA      | $12425176.12   | 0.08%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3355899.11    | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3977259.20    | 0.03%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                  | Inter-American Development Bank                                                                                  | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    3700000 | PA      | $3838031.94    | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                               | Kenvue Inc                                                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    6680000 | PA      | $6842188.00    | 0.04%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Fund                             | Federated Hermes Government Obligations Fund                                                                     | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |  186796344 | NS      | $186796344.04  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5720000 | PA      | $5065695.38    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | Sempra                                                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8889816.60    | 0.06%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                     | Smithfield Foods Inc                                                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3368839.08    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                   | Smurfit Kappa Treasury ULC                                                                                       | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   10775000 | PA      | $10917581.37   | 0.07%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $20381250.00   | 0.13%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $11494370.40   | 0.07%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3690000 | PA      | $3746713.82    | 0.02%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $30032715.00   | 0.19%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2505000 | PA      | $598333.89     | 0.00%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                         | Peruvian Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5000000 | PA      | $1558651.25    | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   24996000 | PA      | $1614783.20    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   13945000 | PA      | $1046991.47    | 0.01%             | 2038-03-31      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                  | Fidelity National Information Services Inc                                                                       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $1695359.30    | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36291PAL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        851 | PA      | $896.65        | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6170000 | PA      | $6215794.54    | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10275000 | PA      | $10586221.94   | 0.07%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                     | Kraft Heinz Foods Co                                                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $4011822.07    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                              | MetLife Inc                                                                                                      | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $7809748.78    | 0.05%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                              | Textron Inc                                                                                                      | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    5163000 | PA      | $4743984.50    | 0.03%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10410000 | PA      | $9925828.82    | 0.06%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3635782.21    | 0.02%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8240000 | PA      | $7888095.72    | 0.05%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10825000 | PA      | $10614476.70   | 0.07%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7075000 | PA      | $7317127.44    | 0.05%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5962010.64    | 0.04%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                   | Allegion US Holding Co Inc                                                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    6532000 | PA      | $6489638.28    | 0.04%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $9515189.46    | 0.06%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                  | America Movil SAB de CV                                                                                          | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    9100000 | PA      | $9355437.00    | 0.06%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                   | AngloGold Ashanti Holdings PLC                                                                                   | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    4420000 | PA      | $4751526.52    | 0.03%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                             | Autodesk Inc                                                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    5185000 | PA      | $5315073.81    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT Capital Corp                                                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2229988.07    | 0.01%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4932000 | PA      | $4904400.63    | 0.03%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                             | Alphabet Inc                                                                                                     | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   11194000 | PA      | $6181198.85    | 0.04%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                          | AstraZeneca PLC                                                                                                  | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    6100000 | PA      | $6067268.25    | 0.04%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                          | Caterpillar Inc                                                                                                  | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     295000 | PA      | $215037.44     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5992732.26    | 0.04%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                                                 | Comerica Inc                                                                                                     | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    6533000 | PA      | $6515224.43    | 0.04%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                   | Diamondback Energy Inc                                                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3838000 | PA      | $3999256.64    | 0.03%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                     | ERAC USA Finance LLC                                                                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5719603.70    | 0.04%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED BRL / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | BR        |          1 | NC      | $4159.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                     | Enel Finance International NV                                                                                    | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5742000 | PA      | $5234721.52    | 0.03%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HFXQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8657022 | PA      | $8697166.21    | 0.06%             | 2054-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31410CU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1213 | PA      | $1282.48       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10180000 | PA      | $10857734.42   | 0.07%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                         | Hewlett Packard Enterprise Co                                                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $4669220.76    | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    9870000 | PA      | $9908270.33    | 0.06%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4687000 | PA      | $4686158.59    | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                              | PepsiCo Inc                                                                                                      | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8101535.15    | 0.05%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                                               | Sodexo Inc                                                                                                       | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4713090.81    | 0.03%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3515378.01    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10235000 | PA      | $9822336.16    | 0.06%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                              | Bacardi Ltd                                                                                                      | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    3257000 | PA      | $3240395.16    | 0.02%             | 2026-07-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12665000 | PA      | $13104068.45   | 0.08%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                       | Peru Government Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   12000000 | PA      | $3892054.21    | 0.03%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                  | Bayer US Finance II LLC                                                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2439308.04    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2485767.39    | 0.02%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     345000 | PA      | $347182.03     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                                                     | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1409516.10    | 0.01%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6465058.35    | 0.04%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                     | DH Europe Finance II Sarl                                                                                        | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $730355.36     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $14743.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                                           | EDP Finance BV                                                                                                   | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    7500000 | PA      | $7189837.28    | 0.05%             | 2028-01-24      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED COP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $-22429.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD MYR                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-15283.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                                                      | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4345197.74    | 0.03%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BR3P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27126060 | PA      | $27305281.82   | 0.18%             | 2054-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31374GE78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         13 | PA      | $13.44         | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1202 | PA      | $1222.21       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31414DGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11015 | PA      | $11385.51      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31417AX38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3926 | PA      | $3802.55       | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2904 | PA      | $2891.94       | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36200N6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10377 | PA      | $10897.62      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                             | Alphabet Inc                                                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5140011.00    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                         | Altria Group Inc                                                                                                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6248000 | PA      | $4474644.84    | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DE23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        101 | PA      | $104.84        | 0.00%             | 2029-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2086244.45    | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $5000849.54    | 0.03%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                             | AutoZone Inc                                                                                                     | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   12340000 | PA      | $12898490.51   | 0.08%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                 | Healthcare Trust of America Holdings LP                                                                          | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    7267000 | PA      | $6443288.09    | 0.04%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10335000 | PA      | $10667462.27   | 0.07%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                  | Kinder Morgan Energy Partners LP                                                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     520000 | PA      | $599492.60     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                        | Kinder Morgan Inc                                                                                                | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1232319.71    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9022991.18    | 0.06%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                  | Bayer US Finance II LLC                                                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    7527000 | PA      | $6202290.30    | 0.04%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                     | Boston Properties LP                                                                                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     955000 | PA      | $899877.42     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                     | Cincinnati Financial Corp                                                                                        | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1062435.78    | 0.01%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                        | Cisco Systems Inc                                                                                                | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   10390000 | PA      | $10492446.13   | 0.07%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle International Corp                                                                                  | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    6925000 | PA      | $4668576.14    | 0.03%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $6913493.44    | 0.04%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                | Airbus SE                                                                                                        | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    7700000 | PA      | $7659124.24    | 0.05%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3827000 | PA      | $2810580.53    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                   | Berkshire Hathaway Finance Corp                                                                                  | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25302.22      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6745000 | PA      | $6696456.24    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNPC HK OVERSEAS CAPITAL                                                 | CNPC HK Overseas Capital Ltd                                                                                     | CUSIP: 12622NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    4030000 | PA      | $4611417.45    | 0.03%             | 2041-04-28      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   11650000 | PA      | $11784151.85   | 0.08%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3737458.27    | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                                                     | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   13030000 | PA      | $13730645.64   | 0.09%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                                                         | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5223073.86    | 0.03%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                   | Daimler Trucks Finance North America LLC                                                                         | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2188318.25    | 0.01%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | Dominion Energy Inc                                                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6953000 | PA      | $6766708.90    | 0.04%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                                                         | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    5679000 | PA      | $5821091.36    | 0.04%             | 2040-01-27      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD COP                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $1685.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED COP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CO        |          1 | NC      | $-110019.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | EXELON CORP SR UNSECURED 04/50 4.7                                                                               | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2302000 | PA      | $1983366.62    | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31385WYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        148 | PA      | $155.87        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138ASS78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        158 | PA      | $157.74        | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31412V4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        964 | PA      | $1010.29       | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1948 | PA      | $2029.61       | 0.00%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DTS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1318 | PA      | $1380.69       | 0.00%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DXT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9357 | PA      | $9652.89       | 0.00%             | 2033-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36209G6H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $6.52          | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7475000 | PA      | $7429053.94    | 0.05%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                  | Aircastle Ltd / Aircastle Ireland DAC                                                                            | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    6200000 | PA      | $6341287.77    | 0.04%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                                                        | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7925261.12    | 0.05%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                    | Campbell Soup Co                                                                                                 | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    6830000 | PA      | $6635234.90    | 0.04%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital                                  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10195000 | PA      | $6715114.75    | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                  | Consolidated Edison Co of New York Inc                                                                           | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1248332.54    | 0.01%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                    | Costco Wholesale Corp                                                                                            | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   10306000 | PA      | $10017814.04   | 0.06%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD COP                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-4875.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                         | Duke Energy Corp                                                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    9610000 | PA      | $8523272.85    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                  | Eni SpA                                                                                                          | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    9160000 | PA      | $9606482.03    | 0.06%             | 2034-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                  | Corebridge Global Funding                                                                                        | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    8380000 | PA      | $8569757.47    | 0.06%             | 2029-12-03      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4956712.31    | 0.03%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                      | PURCHASED USD / SOLD MXN                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |          1 | NC      | $-2797.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                   | PURCHASED MYR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |          1 | NC      | $-3463.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2023884.87    | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                       | Advance Auto Parts Inc                                                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    8235000 | PA      | $7698894.66    | 0.05%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $3069134.53    | 0.02%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7285401.53    | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                                                              | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2500000 | PA      | $2540223.95    | 0.02%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                  | American Electric Power Co Inc                                                                                   | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   12535000 | PA      | $8593406.98    | 0.06%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                      | American International Group Inc                                                                                 | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9394805.70    | 0.06%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                       | Bacardi-Martini BV                                                                                               | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   10550000 | PA      | $11054223.75   | 0.07%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 3128MDRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        886 | PA      | $879.06        | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                         | Freddie Mac Strips                                                                                               | CUSIP: 3133Q3LH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18462016 | PA      | $18622421.00   | 0.12%             | 2054-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA Group Ltd                                                                                                    | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    4795000 | PA      | $5025136.84    | 0.03%             | 2033-04-04      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                       | Ally Financial Inc                                                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6617575.00    | 0.04%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3998000 | PA      | $4011971.49    | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                             | CD 2016-CD1 Mortgage Trust                                                                                       | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2564268.98    | 0.02%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BSCS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30341967 | PA      | $30510431.72   | 0.20%             | 2054-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - High Yield Bond Portfolio                         | FED HIGH YLD BOND PORT                                                                                           | CUSIP: 000000000<br>LEI: 549300FJ1PZWFDNRP685 | Long             | EC               | RF                | US        |   75336174 | NS      | $429416193.86  | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                 | Anheuser-Busch InBev Worldwide Inc                                                                               | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8460000 | PA      | $7419150.80    | 0.05%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11995000 | PA      | $12594281.60   | 0.08%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                   | CNH Industrial Capital LLC                                                                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $10170676.24   | 0.07%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     485000 | PA      | $334020.67     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $1962553.49    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $1830968.78    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                 | Met Tower Global Funding                                                                                         | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $7200149.68    | 0.05%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5803780.47    | 0.04%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                                                         | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2169913.94    | 0.01%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                                                              | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3276026.12    | 0.02%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                                                              | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8405779.14    | 0.05%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1558872.02    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                             | Danaher Corp                                                                                                     | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    8095000 | PA      | $5021262.20    | 0.03%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                  | John Deere Capital Corp                                                                                          | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2924000 | PA      | $2900971.98    | 0.02%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                  | Walt Disney Co/The                                                                                               | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8445000 | PA      | $6350473.72    | 0.04%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED USD / SOLD COP                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-8483.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CL        |          1 | NC      | $33426.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                         | Duke Energy Corp                                                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13520000 | PA      | $10405735.87   | 0.07%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CL        |          1 | NC      | $-2590.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED INR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-2728.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CL        |          1 | NC      | $-1242.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                      | Elevance Health Inc                                                                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   14147000 | PA      | $14332406.48   | 0.09%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                     | Enel Finance International NV                                                                                    | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   14800000 | PA      | $14792429.06   | 0.10%             | 2035-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FMR LLC                                                                  | FMR LLC                                                                                                          | CUSIP: 302508AQ9<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2920416.50    | 0.02%             | 2029-06-15      | Fixed         | 7.57%                 | Yes           |                  2 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    9180000 | PA      | $9442944.85    | 0.06%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $7101096.46    | 0.05%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 3128MJQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86095 | PA      | $87673.19      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HCY63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17062140 | PA      | $17177630.14   | 0.11%             | 2054-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HDUN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28514881 | PA      | $28684216.94   | 0.18%             | 2054-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HDZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42771595 | PA      | $43312099.30   | 0.28%             | 2054-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HFHN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26421030 | PA      | $26570450.99   | 0.17%             | 2054-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138M0CR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6207 | PA      | $6004.56       | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CL        |          1 | NC      | $11878.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD COP                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-37585.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3760 | PA      | $3525.12       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138YNLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8019 | PA      | $7708.81       | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36292J3R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23241 | PA      | $24269.99      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3706002.21    | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31402DP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4942 | PA      | $5146.81       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31409BEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        587 | PA      | $615.04        | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31417YXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98190 | PA      | $98150.02      | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31418VUT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1021 | PA      | $1038.58       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                          | 180 Medical Inc                                                                                                  | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $10022585.25   | 0.06%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    9415000 | PA      | $9912484.65    | 0.06%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   10645000 | PA      | $10654099.13   | 0.07%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FLOWERS FOODS INC                                                        | Flowers Foods Inc                                                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   10580000 | PA      | $10486845.11   | 0.07%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4036273.96    | 0.03%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                 | KLA Corp                                                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $7739833.71    | 0.05%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                       | Pacific Life Global Funding II                                                                                   | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    9790000 | PA      | $10027242.24   | 0.06%             | 2029-01-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| TRUIST BANK                                                              | SunTrust Bank/Atlanta GA                                                                                         | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3304902.93    | 0.02%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                             | Fortinet Inc                                                                                                     | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $5350523.57    | 0.03%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                             | Fortinet Inc                                                                                                     | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    6562000 | PA      | $5949676.94    | 0.04%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202D3G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4550 | PA      | $4645.22       | 0.00%             | 2034-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        906 | PA      | $941.83        | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        445 | PA      | $460.34        | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         79 | PA      | $82.02         | 0.00%             | 2031-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DVM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8947 | PA      | $9217.47       | 0.00%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202EAY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10136 | PA      | $10369.79      | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36212UKU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        971 | PA      | $1013.38       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                        | GXO Logistics Inc                                                                                                | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   10625000 | PA      | $10511968.17   | 0.07%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                      | Gilead Sciences Inc                                                                                              | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3573311.44    | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $8702937.06    | 0.06%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     352000 | PA      | $303794.88     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| CAMP PENDELTON/QUANTICO                                                  | Camp Pendleton & Quantico Housing LLC                                                                            | CUSIP: 134011AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1287850.22    | 0.01%             | 2050-10-01      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                    | Huntington Bancshares Inc/OH                                                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    8435000 | PA      | $8893605.05    | 0.06%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                       | Ingersoll Rand Inc                                                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2989220.45    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15175000 | PA      | $13596423.66   | 0.09%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $3581961.85    | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14565000 | PA      | $15159250.25   | 0.10%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                  | Columbia Pipeline Group Inc                                                                                      | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1071096.14    | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    7170000 | PA      | $7376168.40    | 0.05%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                  | Massachusetts Mutual Life Insurance Co                                                                           | CUSIP: 575767AJ7<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2953714.84    | 0.02%             | 2041-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC RICHFIELD CO                                                    | Atlantic Richfield Co                                                                                            | CUSIP: 048825BB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $119915.18     | 0.00%             | 2032-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                         | BAT Capital Corp                                                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5348645.85    | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                                                   | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3380162.73    | 0.02%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                                                   | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $751737.87     | 0.00%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36201ST90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        449 | PA      | $461.24        | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1157 | PA      | $1208.55       | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36225CGK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        353 | PA      | $354.71        | 0.00%             | 2028-05-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                        | Lam Research Corp                                                                                                | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    5886000 | PA      | $5912597.07    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                   | Mid-America Apartments LP                                                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    9740000 | PA      | $10232933.90   | 0.07%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1575739.97    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                   | ConocoPhillips Co                                                                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3498254.96    | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | Dominion Energy Inc                                                                                              | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8670092.50    | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4485311.00    | 0.03%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12770000 | PA      | $13028900.90   | 0.08%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                                                   | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     284000 | PA      | $262392.98     | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | Sempra Energy                                                                                                    | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1225897.99    | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2820813.66    | 0.02%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4523393.80    | 0.03%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                         | Duke Energy Corp                                                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    9090000 | PA      | $9410098.44    | 0.06%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED TRY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TR        |          1 | NC      | $25813.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     700000 | PA      | $700159.60     | 0.00%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $683622.03     | 0.00%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                   | NBCUniversal Media LLC                                                                                           | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3130474.59    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3963057.00    | 0.03%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                   | PURCHASED BRL / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $8541.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 3128MDK44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         83 | PA      | $82.75         | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $50096620.00   | 0.32%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2617304.50    | 0.02%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                    | Northrop Grumman Corp                                                                                            | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6958415.21    | 0.04%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                        | Omnicom Group Inc                                                                                                | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   11190000 | PA      | $11111916.74   | 0.07%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HD5Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25850836 | PA      | $26075665.57   | 0.17%             | 2054-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138EJEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12664 | PA      | $12618.11      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                                                        | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10125000 | PA      | $10342042.44   | 0.07%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                         | Peruvian Government International Bond                                                                           | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1140000 | PA      | $369745.15     | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70000000 | PA      | $70344897.00   | 0.45%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                   | Valmont Industries Inc                                                                                           | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    6680000 | PA      | $6435859.29    | 0.04%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   14722000 | PA      | $14105863.98   | 0.09%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                         | Puget Energy Inc                                                                                                 | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $2931919.31    | 0.02%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                                                           | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4907675.23    | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                     | Smithfield Foods Inc                                                                                             | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $3577900.52    | 0.02%             | 2031-09-13      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   14779000 | PA      | $1039862.18    | 0.01%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                                         | CUSIP: 38384K2Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14642481 | PA      | $14690305.81   | 0.09%             | 2054-03-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                              | Heineken NV                                                                                                      | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    2712000 | PA      | $2345302.05    | 0.02%             | 2047-03-29      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $4018617.07    | 0.03%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                    | TransCanada PipeLines Ltd                                                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $147214.95     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                    | Keysight Technologies Inc                                                                                        | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5581081.23    | 0.04%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                          | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $3825440.55    | 0.02%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                     | Duke Energy Ohio Inc                                                                                             | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2572928.41    | 0.02%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                                       | PURCHASED USD / SOLD CLP                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $2557.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                  | Massachusetts Mutual Life Insurance Co                                                                           | CUSIP: 575767AG3<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    4968000 | PA      | $6623519.48    | 0.04%             | 2039-06-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                              | MetLife Inc                                                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     330000 | PA      | $345426.18     | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6550496.50    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4608000 | PA      | $3509098.35    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $5233096.02    | 0.03%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $5807442.99    | 0.04%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                  | Royal Caribbean Cruises Ltd                                                                                      | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    9130000 | PA      | $9148269.86    | 0.06%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                  | Southern Co Gas Capital Corp                                                                                     | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1413736.85    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2019-BNK16                                                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8800000 | PA      | $8749103.44    | 0.06%             | 2052-02-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                         | Black Hills Corp                                                                                                 | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4868000 | PA      | $4540034.61    | 0.03%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                   | Chubb INA Holdings Inc                                                                                           | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5199684.09    | 0.03%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36206JK45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         50 | PA      | $50.10         | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36241K3M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4254 | PA      | $4454.68       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                        | GXO Logistics Inc                                                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    7483000 | PA      | $7901745.76    | 0.05%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                    | GSK Consumer Healthcare Capital US LLC                                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9954123.60    | 0.06%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                               | HEICO Corp                                                                                                       | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   11397000 | PA      | $11966038.76   | 0.08%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                | Hess Corp                                                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    7546000 | PA      | $7944890.77    | 0.05%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                             | Kansas City Power & Light Co                                                                                     | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3314927.75    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                 | Marsh & McLennan Cos Inc                                                                                         | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    9160000 | PA      | $9347103.63    | 0.06%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                  | Principal Financial Group Inc                                                                                    | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   13252000 | PA      | $12148023.98   | 0.08%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13420000 | PA      | $8968653.10    | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  104820000 | PA      | $107673147.99  | 0.69%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                               | Nuveen LLC                                                                                                       | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2972080.69    | 0.02%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                 | Piedmont Operating Partnership LP                                                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    5810000 | PA      | $5064582.75    | 0.03%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                     | Southern Natural Gas Co LLC                                                                                      | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7228000 | PA      | $6502123.76    | 0.04%             | 2047-03-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                        | Travelers Cos Inc/The                                                                                            | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3921331.58    | 0.03%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                                                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $1957956.05    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11505000 | PA      | $10848796.45   | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10325000 | PA      | $10402960.98   | 0.07%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                                                           | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9698000 | PA      | $9688878.06    | 0.06%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                       | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4090000 | PA      | $3355080.42    | 0.02%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                               | VMware Inc                                                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    4632000 | PA      | $4578019.14    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31297YUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $10.09         | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371GCX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        231 | PA      | $242.08        | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                                                               | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3214673.60    | 0.02%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8430000 | PA      | $9363496.56    | 0.06%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                          | Tyson Foods Inc                                                                                                  | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   10005000 | PA      | $10649677.08   | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6930000 | PA      | $7058455.17    | 0.05%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3564572.80    | 0.02%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| XTO ENERGY INC                                                           | XTO Energy Inc                                                                                                   | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |     610000 | PA      | $721909.31     | 0.00%             | 2037-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT JUN26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -2120 | NC      | $-2326572.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                                 | Malaysia Government Investment Issue                                                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   12000000 | PA      | $3227776.35    | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                                 | Malaysia Government Investment Issue                                                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    8600000 | PA      | $2164174.48    | 0.01%             | 2045-05-31      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1495000 | PA      | $388481.05     | 0.00%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    8000000 | PA      | $149176.47     | 0.00%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                 | Republic of South Africa Government Bond                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   33902000 | PA      | $2149727.15    | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HDEX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26081596 | PA      | $26299666.37   | 0.17%             | 2054-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31414YDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2347 | PA      | $2464.45       | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2455030.17    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                          | TC PipeLines LP                                                                                                  | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4538015.33    | 0.03%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     950000 | PA      | $777910.45     | 0.01%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2380000 | PA      | $1849706.25    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36210YT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         72 | PA      | $73.41         | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6461908.44    | 0.04%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                 | Huntington Ingalls Industries Inc                                                                                | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    7127000 | PA      | $7074119.73    | 0.05%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                     | Lockheed Martin Corp                                                                                             | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    9221000 | PA      | $9478902.15    | 0.06%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    7802000 | PA      | $8087707.37    | 0.05%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                                                           | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    6090000 | PA      | $6055372.87    | 0.04%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                 | Anheuser-Busch InBev Worldwide Inc                                                                               | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8395476.68    | 0.05%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                  | Shell International Finance BV                                                                                   | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3720000 | PA      | $3713204.75    | 0.02%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                         | Synovus Bank/Columbus GA                                                                                         | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   11650000 | PA      | $11903281.49   | 0.08%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     250000 | PA      | $180610.78     | 0.00%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $29509506.00   | 0.19%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                       | CNA Financial Corp                                                                                               | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    7840000 | PA      | $8196171.04    | 0.05%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                                                      | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1295000 | PA      | $992232.50     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Total System Services Inc                                                                                        | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2971199.76    | 0.02%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                              | Trimble Inc                                                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $5368286.06    | 0.03%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1660517.20    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10400000 | PA      | $7744267.44    | 0.05%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                                                              | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4854903.75    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   69000000 | PA      | $63925760.70   | 0.41%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33000000 | PA      | $33663920.40   | 0.22%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28000000 | PA      | $28132372.80   | 0.18%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                             | VeriSign Inc                                                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   15532000 | PA      | $14144135.03   | 0.09%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                 | Brazil Notas do Tesouro Nacional Serie F                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   12200000 | PA      | $2360742.43    | 0.02%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                 | Brazil Notas do Tesouro Nacional Serie F                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5850000 | PA      | $971398.98     | 0.01%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23300000 | PA      | $22602819.73   | 0.15%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $10021194.00   | 0.06%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  268000000 | PA      | $270193097.60  | 1.74%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22500000 | PA      | $22547846.25   | 0.15%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7835000 | PA      | $7016950.86    | 0.05%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32695000 | PA      | $32545132.66   | 0.21%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  145000000 | PA      | $148383734.50  | 0.96%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140070.50     | 0.00%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower Inc                                                                                                    | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    8352000 | PA      | $7854896.14    | 0.05%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Partners LP                                                                                             | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6416367.37    | 0.04%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)JUN26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        661 | NC      | $319633.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) JUN26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       3892 | NC      | $1155491.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                                         | Ryder System Inc                                                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    7735000 | PA      | $7976837.25    | 0.05%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $8601635.70    | 0.06%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                    | Time Warner Cable LLC                                                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5262000 | PA      | $4710938.73    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Total System Services Inc                                                                                        | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4567680.30    | 0.03%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $7528026.75    | 0.05%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                 | Visa Inc                                                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2883823.71    | 0.02%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                             | WP Carey Inc                                                                                                     | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    7210000 | PA      | $7495182.75    | 0.05%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                    | Wells Fargo Commercial Mortgage Trust 2017-C38                                                                   | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3342000 | PA      | $3302778.96    | 0.02%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA 05/07/20                                           | REPUBLIC OF VENEZUELA 05/07/20                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | US        |     400000 | PA      | $161040.00     | 0.00%             | 2099-12-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                      | Malaysia Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    9200000 | PA      | $2383440.76    | 0.02%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                                                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |  400000000 | PA      | $322693.79     | 0.00%             | 2027-04-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                           | Czech Republic Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   40000000 | PA      | $1730039.69    | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5130078.00    | 0.03%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                     | Westpac Banking Corp                                                                                             | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     435000 | PA      | $435276.62     | 0.00%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   15000000 | PA      | $875847.75     | 0.01%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2080213.56    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13000000 | PA      | $13021489.00   | 0.08%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                                                             | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $5009873.16    | 0.03%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                   | Republic of Poland Government Bond                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    7170000 | PA      | $1928778.58    | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                  | Turkiye Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   17600000 | PA      | $284457.17     | 0.00%             | 2028-03-08      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                                 | Telefonica Celular del Paraguay SA                                                                               | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |      64000 | PA      | $64019.84      | 0.00%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-C4 Mortgage Trust                                                                                       | CUSIP: 05610CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4075000 | PA      | $4135348.71    | 0.03%             | 2056-02-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     580000 | PA      | $563218.23     | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                     | Freeport-McMoRan Inc                                                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   10330000 | PA      | $10813361.98   | 0.07%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202C4Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        325 | PA      | $336.40        | 0.00%             | 2028-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36292L4T8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31818 | PA      | $33294.70      | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8391948.14    | 0.05%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                                                             | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9985651.00    | 0.06%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     870000 | PA      | $685726.77     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                      | Abbott Laboratories                                                                                              | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4466010.16    | 0.03%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                            | AppLovin Corp                                                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2750373.11    | 0.02%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                               | Biogen Inc                                                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $3244615.86    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $4022328.03    | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    9760000 | PA      | $7296770.32    | 0.05%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED COP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CO        |          1 | NC      | $13985.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31412REL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39008 | PA      | $40335.98      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                        | Flowers Foods Inc                                                                                                | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4643926.17    | 0.03%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36200SSN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $38.39         | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | Home Depot Inc/The                                                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3539744.88    | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty Corp                                                                                                | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    3390000 | PA      | $3268109.13    | 0.02%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                                                                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7759000 | PA      | $7788868.27    | 0.05%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                                 | Pacific Life Insurance Co                                                                                        | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $4089701.48    | 0.03%             | 2067-10-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $1856487.34    | 0.01%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                 | Teachers Insurance & Annuity Association of America                                                              | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     335000 | PA      | $311056.19     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                    | Time Warner Cable LLC                                                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $987455.34     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56000000 | PA      | $54866924.00   | 0.35%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5151953.00    | 0.03%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1465879.95    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10770000 | PA      | $10758209.97   | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                 | Anheuser-Busch InBev Finance Inc                                                                                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1304198.84    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2054849.32    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                                                 | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5151196.92    | 0.03%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                  | American Electric Power Co Inc                                                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6462000 | PA      | $6856654.24    | 0.04%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2017-BNK5                                                                                                   | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4359000 | PA      | $4313247.94    | 0.03%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7497610.45    | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8101000 | PA      | $8018118.59    | 0.05%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                  | Consolidated Edison Co of New York Inc                                                                           | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2053063.66    | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                   | Diamondback Energy Inc                                                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    6245000 | PA      | $6099225.03    | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                       | Dominican Republic International Bond                                                                            | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   15250000 | PA      | $284367.65     | 0.00%             | 2037-03-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD CLP                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-11337.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |          1 | NC      | $6056.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                                                      | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     475000 | PA      | $480582.26     | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56385609 | PA      | $56657748.70   | 0.36%             | 2055-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14072 | PA      | $14311.97      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 3138WFY59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5758 | PA      | $5526.13       | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31417NCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7239 | PA      | $7360.30       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31417Y4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2430 | PA      | $2471.74       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10010000 | PA      | $9970405.95    | 0.06%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                     | Glencore Funding LLC                                                                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6692000 | PA      | $6666577.63    | 0.04%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                   | Goldman Sachs Bank USA/New York NY                                                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3001722.09    | 0.02%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2339283.31    | 0.02%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                  | Hungary Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  350000000 | PA      | $1048799.86    | 0.01%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | Boeing Co/The                                                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7455000 | PA      | $8555287.48    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $7506677.06    | 0.05%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                               | JPMDB Commercial Mortgage Securities Trust 2016-C4                                                               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14400000 | PA      | $14206547.52   | 0.09%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                        | Johnson & Johnson                                                                                                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1125191.02    | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                 | Lincoln Financial Global Funding                                                                                 | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4436038.47    | 0.03%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                 | Lloyds Banking Group PLC                                                                                         | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     635000 | PA      | $635236.23     | 0.00%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                       | CNA Financial Corp                                                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    8695000 | PA      | $8637698.21    | 0.06%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                   | CVS Pass-Through Trust                                                                                           | CUSIP: 126650AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41427 | PA      | $41454.53      | 0.00%             | 2027-01-11      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                                                    | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   15610000 | PA      | $15872850.70   | 0.10%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                    | Panama Government International Bond                                                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     400000 | PA      | $426960.00     | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1570000 | PA      | $1546098.79    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                             | Comcast Corp                                                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8765000 | PA      | $8081199.75    | 0.05%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                  | John Deere Capital Corp                                                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6015000 | PA      | $6269882.86    | 0.04%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD CLP                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-18095.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED KRW / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $3033.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED ZAR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |          1 | NC      | $6039.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD ZAR                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $1212.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                 | Enbridge Energy Partners LP                                                                                      | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    2827000 | PA      | $2864120.04    | 0.02%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4451069.88    | 0.03%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                    | Becton Dickinson and Co                                                                                          | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2648668.59    | 0.02%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                   | CHL Mortgage Pass-Through Trust 2007-J1                                                                          | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59966 | PA      | $20751.13      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED USD / SOLD PEN                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-6120.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-1204.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD BRL                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-10989.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                  | America Movil SAB de CV                                                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    8180000 | PA      | $7773750.36    | 0.05%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                                                              | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4252792.78    | 0.03%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                      | Elevance Health Inc                                                                                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6575000 | PA      | $6847363.92    | 0.04%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3338936.69    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                              | Branch Banking & Trust Co                                                                                        | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     350000 | PA      | $354008.72     | 0.00%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                            | BlackRock Inc                                                                                                    | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2589013.76    | 0.02%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                 | Capital One Financial Corp                                                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12145000 | PA      | $12117372.80   | 0.08%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                   | Coca-Cola Femsa SAB de CV                                                                                        | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    3805000 | PA      | $3285959.95    | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Mortgage Core Portfolio                 | FEDERATED CORE TR MTG CORE PORTFOLIO                                                                             | CUSIP: 31409N200<br>LEI: 254900WC9GWJKY8X3D48 | Long             | EC               | RF                | US        |  376159707 | NS      | $3234973483.01 | 20.82%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                    | General Dynamics Corp                                                                                            | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $5900972.95    | 0.04%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                           | ConocoPhillips                                                                                                   | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     205000 | PA      | $234070.85     | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    7205000 | PA      | $7955157.94    | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                                                         | CUSIP: 38385DZM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8821808 | PA      | $8885414.28    | 0.06%             | 2055-02-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $7587339.04    | 0.05%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD CLP                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-5067.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED USD / SOLD COP                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-973.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                          | BAE Systems PLC                                                                                                  | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10532161.60   | 0.07%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $235859.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371NYB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4742 | PA      | $4969.68       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                     | BAT International Finance PLC                                                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5268011.90    | 0.03%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15085000 | PA      | $14104077.96   | 0.09%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                  | Marathon Petroleum Corp                                                                                          | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     325000 | PA      | $269086.94     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                | Orange SA                                                                                                        | CUSIP: 685218AG4<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    3210000 | PA      | $3309777.04    | 0.02%             | 2056-01-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Goldman Sachs Bank USA                                                   | PURCHASED INR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-291.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   10930000 | PA      | $11042983.74   | 0.07%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2444288 | PA      | $2458019.62    | 0.02%             | 2054-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31410G2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1866 | PA      | $1886.55       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                      | Fifth Third Bancorp                                                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   15690000 | PA      | $15526425.47   | 0.10%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                     | Fifth Third Bank/Cincinnati OH                                                                                   | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $4220040.97    | 0.03%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HK6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17412321 | PA      | $17480684.87   | 0.11%             | 2054-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31417LC37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1956 | PA      | $1950.53       | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202C7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        888 | PA      | $900.21        | 0.00%             | 2029-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   10430000 | PA      | $11087994.49   | 0.07%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3299243.50    | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                                     | Experian Finance PLC                                                                                             | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    1535000 | PA      | $1541975.72    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HFX34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8437672 | PA      | $8453023.41    | 0.05%             | 2054-10-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31408JD40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4591 | PA      | $4809.61       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3383103.33    | 0.02%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                  | Phillips Edison Grocery Center Operating Partnership I LP                                                        | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    4740000 | PA      | $4749926.37    | 0.03%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                               | Physicians Realty LP                                                                                             | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    5000000 | PA      | $4996943.90    | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                 | Plains All American Pipeline LP / PAA Finance Corp                                                               | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1748191.94    | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                    | Republic Services Inc                                                                                            | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4429840.40    | 0.03%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                                                             | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4941038.88    | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2512582.43    | 0.02%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                                                          | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    8350000 | PA      | $7060098.68    | 0.05%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                                                               | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4243476.99    | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                               | Zoetis Inc                                                                                                       | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    9568000 | PA      | $6486587.81    | 0.04%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31418ALS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11363 | PA      | $10986.26      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DZX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11603 | PA      | $11845.25      | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7643000 | PA      | $7898802.73    | 0.05%             | 2028-06-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                       | Ingersoll Rand Inc                                                                                               | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2701870.97    | 0.02%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $5704630.64    | 0.04%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2269302.32    | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                  | Jefferies Financial Group Inc                                                                                    | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $7192873.53    | 0.05%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                  | KeyCorp                                                                                                          | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    4605000 | PA      | $4647533.30    | 0.03%             | 2037-01-28      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31409G4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8586 | PA      | $8991.33       | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                                                              | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |  139125809 | NS      | $1241002217.23 | 7.99%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                                                        | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    8781000 | PA      | $9160378.36    | 0.06%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2885000 | PA      | $2674654.94    | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) JUN26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      22051 | NC      | $7465764.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4784 | PA      | $4600.13       | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202D5R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5117 | PA      | $5297.42       | 0.00%             | 2034-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3215000 | PA      | $2531362.72    | 0.02%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  421570000 | PA      | $394915393.61  | 2.54%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Mercedes-Benz Finance North America LLC                                                                          | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7478974.76    | 0.05%             | 2027-11-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                           | Microsoft Corp                                                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    6123000 | PA      | $3852356.29    | 0.02%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                  | Metropolitan Life Global Funding I                                                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    6085000 | PA      | $6338271.76    | 0.04%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                                               | Pfizer Inc                                                                                                       | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $8912526.30    | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                 | Regeneron Pharmaceuticals Inc                                                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   14139000 | PA      | $8796762.09    | 0.06%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                     | Shell Finance US Inc                                                                                             | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2710519.95    | 0.02%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                              | Netflix Inc                                                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10231530.40   | 0.07%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3491015.17    | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7990000 | PA      | $8584316.57    | 0.06%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $632774.88     | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22000000 | PA      | $22407083.60   | 0.14%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70000000 | PA      | $69890625.00   | 0.45%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5152000 | PA      | $5195646.56    | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                 | Gulf Power Co                                                                                                    | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4851376.69    | 0.03%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $96879.20      | 0.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $956545.90     | 0.01%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                        | Healthpeak OP LLC                                                                                                | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    8020000 | PA      | $8070027.80    | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                    | Huntington Bancshares Inc/OH                                                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5582753.49    | 0.04%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37000000 | PA      | $36319233.30   | 0.23%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42000000 | PA      | $42991166.40   | 0.28%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $50261550.00   | 0.32%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                 | Uruguay Government International Bond                                                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    9000000 | PA      | $246677.94     | 0.00%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                                                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9121029.75    | 0.06%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     180000 | PA      | $177616.08     | 0.00%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11500000 | PA      | $11678023.45   | 0.08%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1055000000 | PA      | $1058956250.00 | 6.82%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64540566 | PA      | $65878511.30   | 0.42%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                   | Verizon Communications Inc                                                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1522000 | PA      | $928573.69     | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3707032.79    | 0.02%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9980000 | PA      | $10405024.95   | 0.07%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                       | Vodafone Group PLC                                                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   10335000 | PA      | $10201756.22   | 0.07%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                                                            | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4951019.80    | 0.03%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                   | Republic of Poland Government Bond                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     530000 | PA      | $146039.70     | 0.00%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty Corp                                                                                                | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    9467000 | PA      | $9407583.59    | 0.06%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7571112.60    | 0.05%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15150000 | PA      | $15073510.53   | 0.10%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7701808.83    | 0.05%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                                                      | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2630000 | PA      | $2442998.43    | 0.02%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9000000 | PA      | $534277.67     | 0.00%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   17000000 | PA      | $869164.72     | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3789120.56    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5185479.75    | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                   | Coca-Cola Femsa SAB de CV                                                                                        | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    9125000 | PA      | $9405593.75    | 0.06%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED INR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-43698.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                   | BYC002385 USD CALL MXN PUT                                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |   18975000 | OU      | $65349.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                           | Czech Republic Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   55000000 | PA      | $2317658.30    | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                                                         | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    5621000 | PA      | $6171357.96    | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                                 | CUSIP: 3131WH3N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1525 | PA      | $1596.20       | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                      | Egypt Treasury Bills                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  156750000 | PA      | $3180750.05    | 0.02%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                          | Nigeria OMO Bill                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        | 1600000000 | PA      | $1129812.31    | 0.01%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HC3A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34637848 | PA      | $34943966.84   | 0.22%             | 2054-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31417YTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163671 | PA      | $166449.06     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $4402378.02    | 0.03%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                    | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2009523.36    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31418U4U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5095 | PA      | $5271.49       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1382 | PA      | $1359.25       | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5740000 | PA      | $6192906.32    | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                                              | Phillips 66                                                                                                      | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5172000 | PA      | $4676727.00    | 0.03%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36200J3T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          1 | PA      | $1.43          | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202C5T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        621 | PA      | $645.90        | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                 | Raytheon Technologies Corp                                                                                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   12333000 | PA      | $12910262.59   | 0.08%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                    | Republic Services Inc                                                                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5141841.55    | 0.03%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36204DUJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         63 | PA      | $63.70         | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                        | General Motors Co                                                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     260000 | PA      | $253660.66     | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LEIDOS HOLDINGS INC                                                      | Leidos Holdings Inc                                                                                              | CUSIP: 78390XAC5<br>LEI: 549300IUTGTP6EJP8124 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2186570.00    | 0.01%             | 2040-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | Sempra Energy                                                                                                    | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    7915000 | PA      | $7837751.74    | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                         | Hewlett Packard Enterprise Co                                                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4907199.03    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                  | Pfizer Investment Enterprises Pte Ltd                                                                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    7605000 | PA      | $7718090.68    | 0.05%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $7338919.35    | 0.05%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                | Apple Inc                                                                                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     555000 | PA      | $476017.26     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $9556260.76    | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                 | Alexandria Real Estate Equities Inc                                                                              | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    3480000 | PA      | $3498984.41    | 0.02%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4000000 | PA      | $4225070.20    | 0.03%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                   | Skyworks Solutions Inc                                                                                           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    5452000 | PA      | $5419518.18    | 0.03%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5610000 | PA      | $5600009.77    | 0.04%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13445000 | PA      | $13873027.49   | 0.09%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $6652327.50    | 0.04%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                                                          | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    2955000 | PA      | $2599694.17    | 0.02%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  406385000 | PA      | $372841453.80  | 2.40%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10500000 | PA      | $10770702.60   | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8885609.91    | 0.06%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5089294.50    | 0.03%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     130000 | PA      | $127186.72     | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6000000 | PA      | $1380662.88    | 0.01%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371MSW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8229 | PA      | $8702.54       | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                  | Romania Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3790000 | PA      | $887078.53     | 0.01%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                   | Anglo American Capital PLC                                                                                       | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    8960000 | PA      | $8414287.71    | 0.05%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                    | Aon North America Inc                                                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11680000 | PA      | $11568837.94   | 0.07%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  240800000 | PA      | $247415450.24  | 1.59%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93000000 | PA      | $94084779.90   | 0.61%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                   | BP Capital Markets America Inc                                                                                   | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $3222992.57    | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital                                  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6101695.92    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  207000000 | PA      | $207630708.30  | 1.34%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                     | VERISK ANALYTICS INC SR UNSECURED 03/29 4.125                                                                    | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   10985000 | PA      | $11027637.51   | 0.07%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                 | Columbia Pipelines Holding Co LLC                                                                                | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5502238.56    | 0.04%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |          1 | NC      | $-4271.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                | WRKCo Inc                                                                                                        | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    6205000 | PA      | $6218719.19    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                 | Brazil Notas do Tesouro Nacional Serie F                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   20800000 | PA      | $3548407.37    | 0.02%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HC4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6130736 | PA      | $6166155.28    | 0.04%             | 2054-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208MYQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        157 | PA      | $158.51        | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208PQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13956 | PA      | $14510.08      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8482000 | PA      | $5861196.95    | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                    | Huntington Bancshares Inc/OH                                                                                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    5770000 | PA      | $5809528.08    | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                 | Microchip Technology Inc                                                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    5885000 | PA      | $6040159.26    | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    7742000 | PA      | $8121164.22    | 0.05%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                    | Northrop Grumman Corp                                                                                            | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    9119000 | PA      | $9318734.00    | 0.06%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                    | RPM International Inc                                                                                            | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    8755000 | PA      | $8504277.90    | 0.05%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                     | Southern Copper Corp                                                                                             | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    4034000 | PA      | $4636659.43    | 0.03%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                    | Uber Technologies Inc                                                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3311487.00    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     850000 | PA      | $652731.92     | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $9235983.60    | 0.06%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                   | UnitedHealth Group Inc                                                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9698000 | PA      | $8822363.41    | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                       | Alcon Finance Corp                                                                                               | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2979882.15    | 0.02%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                                                 | CUSIP: 3132A1MW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3256 | PA      | $3450.69       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $13498950.56   | 0.09%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                  | Jefferies Financial Group Inc                                                                                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    5663000 | PA      | $5847418.60    | 0.04%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** Federated Hermes Total Return Series, Inc.

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Total Return Series, Inc.

**Title:** Chief Compliance Officer